Related papers: A Generalisation of Dyson's Integration Theorem fo…
A well known conjecture of Wigner, Dyson, and Mehta asserts that the (appropriately normalized) $k$-point correlation functions of the eigenvalues of random $n \times n$ Wigner matrices in the bulk of the spectrum converge (in various…
Number theorists have studied extensively the connections between the distribution of zeros of the Riemann $\zeta$-function, and of some generalizations, with the statistics of the eigenvalues of large random matrices. It is interesting to…
We present a rather unknown version of the change of variables formula for non-autonomous functions. We will show that this formula is equivalent to Green's Theorem for regions of the plane bounded by the graphs of two continuously…
We define a new diffusive matrix model converging towards the $\beta$-Dyson Brownian motion for all $\beta\in [0,2]$ that provides an explicit construction of $\beta$-ensembles of random matrices that is invariant under the…
Some well-known examples of constrained quantum systems commonly quantized via Feynman path integrals are re-examined using the notion of conditional integrators introduced in [1]. The examples yield some new perspectives on old results. As…
Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…
We generalize the recently developped "internal" Density Functional Theory (DFT) and Kohn-Sham scheme to multicomponent systems. We obtain a general formalism, applicable for the description of multicomponent self-bound systems (as…
Random Matrix Theory is a powerful tool in applied mathematics. Three canonical models of random matrix distributions are the Gaussian Orthogonal, Unitary and Symplectic Ensembles. For matrix ensembles defined on k-fold tensor products of…
Quantum regression theorem is a very useful result in open quantum system and extensively used for computing multi-point correlation functions. Traditionally it is derived for two-time correlators in the Markovian limit employing the…
For a restricted class of potentials (harmonic+Gaussian potentials), we express the resolvent integral for the correlation functions of simple traces of powers of complex matrices of size $N$, in term of a determinant; this determinant is…
The Cartesian reverse derivative is a categorical generalization of reverse-mode automatic differentiation. We use this operator to generalize several optimization algorithms, including a straightforward generalization of gradient descent…
The averages of ratios of characteristic polynomials det(lambda - X) of N x N random matrices X, are investigated in the large N limit for the GUE, GOE and GSE ensemble. The density of states and the two-point correlation function are…
For a multidimensional It\^o semimartingale, we consider the problem of estimating integrated volatility functionals. Jacod and Rosenbaum (2013) studied a plug-in type of estimator based on a Riemann sum approximation of the integrated…
We present a new proof of Cramer's rule by interpreting a system of linear equations as a transformation of $n$-dimensional Cartesian-coordinate vectors. To find the solution, we carry out the inverse transformation by convolving the…
The circular $\beta$ ensemble for $\beta =1,2$ and 4 corresponds to circular orthogonal, unitary and symplectic ensemble respectively as introduced by Dyson. The statistical state of the eigenvalues is then a determinantal point process…
The Eigendecomposition of quadratic forms (symmetric matrices) guaranteed by the spectral theorem is a foundational result in applied mathematics. Motivated by a shared structure found in inferential problems of recent interest---namely…
I study the Feynman integrals needed to compute two-loop self-energy functions for general masses and external momenta. A convenient basis for these functions consists of the four integrals obtained at the end of Tarasov's recurrence…
We show that eigenvalue correlations in unitary-invariant ensembles of large random matrices adhere to novel universal laws that only depend on a multicriticality of the bulk density of states near the soft edge of the spectrum. Our…
We give a new method for the evaluation of a class of integrals of rational symmetric functions in N pairs of variables {x_a, y_a}_{a=1,... N} arising in coupled matrix models, valid for a broad class of two-variable measures. The result is…
Using large $N$ arguments, we propose a scheme for calculating the two-point eigenvector correlation function for non-normal random matrices in the large $N$ limit. The setting generalizes the quaternionic extension of free probability to…