The Wishart--Rosenzweig--Porter random matrix ensemble

In recent years the Rosenzweig--Porter (RP) ensemble, obtained by adding a diagonal matrix with independent and identically distributed elements to a Gaussian random matrix, has been widely used as a minimal model for the emergence of fractal eigenstates in complex many-body systems. A key open question concerns the robustness of its phase diagram when the assumption of independent and uncorrelated entries is relaxed -- an assumption that simplifies its analysis, but is generally violated in realistic quantum systems. In this work, we take a first step in this direction by considering a deformed Wishart (rather than Gaussian) random matrix, which we dub the ``Wishart--RP'' ensemble. Using perturbation theory, as well as the cavity and replica methods and the Dyson Brownian motion approach, we characterize its phase diagram and localization properties. Remarkably, we show that the level compressibility, which quantifies spectral correlations in the fractal phase, coincides with that of the Gaussian RP model, thereby extending the universality conjectured in [SciPost Phys. 14, 110 (2023)] beyond the fully uncorrelated setting. We confirm our results with numerical tests.

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