Abstract
We consider random Hermitian matrices made of complex blocks. The symmetries of these matrices force them to have pairs of opposite real eigenvalues, so that the average density of eigenvalues must vanish at the origin. These densities are studied for finite N × N Gaussian random matrices (the so-called Laguerre ensemble.) In the large- N limit the density of eigenvalues is given by a semi-circle law. However, near the origin there is a region of size 1 N in which this density rises from zero to the semi-circle, going through an oscillatory behavior. This cross-over is calculated explicitly by various techniques. We then show to first order in the non-Gaussian character of the probability distribution that this oscillatory behavior is universal, i.e. independent of the probability distribution. We conjecture that this universality holds to all orders. We then extend our consideration to the more complicated block matrices which arise from lattices of matrices considered in our previous work. Next, we study the case of random real symmetric matrices made of blocks. By using a remarkable identity we are able to determine the oscillatory behavior in this case also. Finally, we remark briefly on the possibility that the universal oscillations studied here may be applicable to the problem of a particle propagating on a lattice with random magnetic flux.
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