Related papers: Vertices from replica in a random matrix theory

We consider random Gaussian eigenfunctions of the Laplacian on the standard torus, and investigate the number of nodal intersections against a line segment. The expected intersection number, against any smooth curve, is universally…

Let X_R be the zero locus in RP^n of one or two independently and Weyl distributed random real quadratic forms (this is the same as requiring that the corresponding symmetric matrices are in the Gaussian Orthogonal Ensemble). We prove that…

Given a reciprocal/palindromic polynomial of even degree, we show that the gamma vector is essentially given by an inverted Chebyshev polynomial basis expansion. As an immediate consequence, we characterize real-rootedness of a linear…

In a seminal 2005 paper, Haagerup and Thorbj{\o}rnsen discovered that the norm of any noncommutative polynomial of independent complex Gaussian random matrices converges to that of a limiting family of operators that arises from…

Odlyzko has computed a data set listing more than $10^9$ successive Riemann zeros, starting at a zero number beyond $10^{23}$. The data set relates to random matrix theory since, according to the Montgomery-Odlyzko law, the statistical…

We show in this paper that after proper scalings, the characteristic polynomial of a random unitary matrix converges almost surely to a random analytic function whose zeros, which are on the real line, form a determinantal point process…

This paper presents an algorithm to simulate Gaussian random vectors whose precision matrix can be expressed as a polynomial of a sparse matrix. This situation arises in particular when simulating Gaussian Markov random fields obtained by…

We expand correlation functions of the Langmann-Szabo-Zarembo (LSZ) model in terms of intersection numbers on the moduli space of complex curves. This provides an explicit, physically motivated example for the expansion of correlation…

In this review we discuss the relationship between random matrix theories and symmetric spaces. We show that the integration manifolds of random matrix theories, the eigenvalue distribution, and the Dyson and boundary indices characterizing…

First we survey generating function methods for obtaining useful probability estimates about random matrices in the finite classical groups. Then we describe a probabilistic picture of conjugacy classes which is coherent and beautiful.…

We study the averaged product of characteristic polynomials of large random matrices in the Gaussian beta-ensemble perturbed by an external source of finite rank. We prove that at the edge of the spectrum, the limiting correlations involve…

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

This paper deals with products and ratios of average characteristic polynomials for unitary ensembles. We prove universality at the soft edge of the limiting eigenvalues' density, and write the universal limit in function of the Kontsevich…

Two approaches (TW and ASvM) to derivation of integrable differential equations for random matrix probabilities are compared. Both methods are rewritten in such a form that simple and explicit relations between all TW dependent variables…

We consider a versatile matrix model of the form ${\bf A}+i {\bf B}$, where ${\bf A}$ and ${\bf B}$ are real random circulant matrices with independent but, in general, nonidentically distributed Gaussian entries. For this model, we derive…

Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…

A new and extensive formalism is developed for monads and galaxies in non-standard enlargements. It is shown that monads and galaxies can be manipulated using order-preserving and order-reversing set-to-set maps, and that set properties…

We identify the Kontsevich-Penner matrix integral, for finite size $n$, with the isomonodromic tau function of a $3\times 3$ rational connection on the Riemann sphere with $n$ Fuchsian singularities placed in correspondence with the…

We study unitary invariant random matrix ensembles with singular potentials. We obtain asymptotics for the partition functions associated to the Laguerre and Gaussian Unitary Ensembles perturbed with a pole of order $k$ at the origin, in…

In these lecture notes we review the various relations between intersection theory on the moduli space of Riemann surfaces, integrable hierarchies of KdV type, matrix models, and topological quantum field theories. We explain in particular…