Related papers: Correlation Functions of Asymmetric Real Matrices
We consider the correlation functions of eigenvalues of a unidimensional chain of large random hermitian matrices. An asymptotic expression of the orthogonal polynomials allows to find new results for the correlations of eigenvalues of…
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…
Universal limits for the eigenvalue correlation functions in the bulk of the spectrum are shown for a class of nondeterminantal random matrices known as the fixed trace ensemble.
Financial markets are highly correlated systems that reveal both the inter-market dependencies and the correlations among their different components. Standard analyzing techniques include correlation coefficients for pairs of signals and…
Any symmetric closed subset of a finite crystallographic root system must be a closed subroot system. This is not, in general, true for real affine root systems. In this paper, we determine when this is true and also give a very explicit…
The eigenvalue probability density functions of the classical random matrix ensembles have a well known analogy with the one component log-gas at the special couplings \beta = 1,2 and 4. It has been known for some time that there is an…
The usual formulas for the correlation functions in orthogonal and symplectic matrix models express them as quaternion determinants. From this representation one can deduce formulas for spacing probabilities in terms of Fredholm…
We study the structure of the normal matrix model (NMM). We show that all correlation functions of the model with axially symmetric potentials can be expressed in terms of holomorphic functions of one variable. This observation is used to…
This work identifies a solvable (in the sense that spectral correlation functions can be expressed in terms of orthogonal polynomials), rotationally invariant random matrix ensemble with a logarithmic weakly confining potential. The…
The eigenvalues of an arbitrary quaternionic matrix have a joint probability distribution function first derived by Ginibre. We show that there exists a mapping of this system onto a fermionic field theory and then use this mapping to…
In this paper the kernel for the spectral correlation functions of the invariant chiral random matrix ensembles with real ($\beta =1$) and quaternion real ($\beta = 4$) matrix elements is expressed in terms of the kernel of the…
We propose here a single Pfaffian correlated variational ansatz, that dramatically improves the accuracy with respect to the single determinant one, while remaining at a similar computational cost. A much larger correlation energy is indeed…
In these lecture notes we present some connections between random matrices, the asymmetric exclusion process, random tilings. These three apparently unrelated objects have (sometimes) a similar mathematical structure, an interlacing…
We study the asymptotic behavior of the partition function and the correlation kernel in random matrix ensembles of the form $\frac{1}{Z_n} \big|\det \big( M^2-tI \big)\big|^{\alpha} e^{-n\operatorname{Tr} V(M)}dM$, where $M$ is an $n\times…
We study the deformed complex Ginibre ensemble $H=A_0+H_0$, where $H_0$ is the complex matrix with iid Gaussian entries, and $A_0$ is some general $n\times n$ matrix (it can be random and in this case it is independent of $H_0$). Assuming…
We consider the product of n complex non-Hermitian, independent random matrices, each of size NxN with independent identically distributed Gaussian entries (Ginibre matrices). The joint probability distribution of the complex eigenvalues of…
The microscopic correlation functions of non-chiral random matrix models with complex eigenvalues are analyzed for a wide class of non-Gaussian measures. In the large-N limit of weak non-Hermiticity, where N is the size of the complex…
The infinite set of coupled integral nonlinear equations for correlation functions in the case of classical canonical ensemble is considered. Some kind of graph expansions of correlation functions in the density parameter are constructed.…
We investigate the asymptotic behaviour of the second-order correlation function of the characteristic polynomial of a Hermitian Wigner matrix at the edge of the spectrum. We show that the suitably rescaled second-order correlation function…
We study the quantum symmetric spaces for quantum general linear groups modulo symplectic groups. We first determine the structure of the quotient quantum group and completely determine the quantum invariants. We then derive the…