Related papers: Random matrices beyond the Cartan classification
Let $Q_n$ denote a random symmetric $n$ by $n$ matrix, whose upper diagonal entries are i.i.d. Bernoulli random variables (which take values 0 and 1 with probability 1/2). We prove that $Q_n$ is non-singular with probability…
A moving parallel frame method is applied to geometric non-stretching curve flows in the Hermitian symmetric space Sp(n)/U(n) to derive new integrable systems with unitary invariance. These systems consist of a bi-Hamiltonian modified…
In his seminal 1962 paper on the ``threefold way'', Freeman Dyson classified the spaces of matrices that support the random matrix ensembles deemed relevant from the point of view of classical quantum mechanics. Recently, Heinzner,…
The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…
We consider two $n\times n$ non-Hermitian random matrices such that the $ij$th entry of one matrix is correlated with the $ij$th entry of the other matrix. However, the entries of any particular matrix are i.i.d. random variables. We study…
We define harmonic maps between sub-Riemannian manifolds by generalizing known definitions for Riemannian manifolds. We establish conditions for when a horizontal map into a Lie group with a left-invariant metric structure is a harmonic…
A unitary representation of a, possibly infinite dimensional, Lie group $G$ is called semibounded if the corresponding operators $i\dd\pi(x)$ from the derived representation are uniformly bounded from above on some non-empty open subset of…
In this note we describe the singular locus of diagonally-dominant Hermitian matrices with nonnegative diagonal entries over the reals, the complex numbers, and the quaternions. This yields explicit expressions for the probability that such…
There are some distinguished ensembles of non-Hermitian random matrices for which the joint PDF can be written down explicitly, is unchanged by rotations, and furthermore which have the property that the eigenvalues form a Pfaffian point…
Symplectic ensemble of disordered non-Hermitian Hamiltonians is studied. Starting from a model with an imaginary magnetic field, we derive a proper supermatrix $\sigma $-model. The zero-dimensional version of this model corresponds to a…
We consider two families of non-Hermitian Gaussian random matrices, namely the elliptical Ginibre ensembles of asymmetric N-by-N matrices with Dyson index beta=1 (real elements) and with beta=4 (quaternion-real elements). Both ensembles…
A spectral sequence calculating the homology groups of some spaces of maps equivariant under compact group actions is described. For the main example, we calculate the rational homology groups of spaces of even and odd maps $S^m \to S^M$,…
We consider two non-Gaussian ensembles of large Hermitian random matrices with strong level confinement and show that near the soft edge of the spectrum both scaled density of states and eigenvalue correlations follow so-called Airy laws…
We define geometric matrix midranges for positive definite Hermitian matrices and study the midrange problem from a number of perspectives. Special attention is given to the midrange of two positive definite matrices before considering the…
We study some random interlaced configurations considering the eigenvalues of the main minors of Hermitian random matrices of the classical complex Lie algebras. We claim that these random configurations are determinantal and give their…
Duality identities in random matrix theory for products and powers of characteristic polynomials, and for moments, are reviewed. The structure of a typical duality identity for the average of a positive integer power $k$ of the…
We compare the Ornstein-Uhlenbeck process for the Gaussian Unitary Ensemble to its non-hermitian counterpart - for the complex Ginibre ensemble. We exploit the mathematical framework based on the generalized Green's functions, which…
Recent theoretical studies of chaotic scattering have encounted ensembles of random matrices in which the eigenvalue probability density function contains a one-body factor with an exponent proportional to the number of eigenvalues. Two…
Here we give brief account of hermitian symplectic spaces, showing that they are intimately connected to symmetric as well as self-adjoint extensions of a symmetric operator. Furthermore we find an explicit parameterisation of the Lagrange…
We classify all cyclotomic matrices over real quadratic integer rings and we show that this classification is the same as classifying cyclotomic matrices over the compositum all real quadratic integer rings. Moreover, we enumerate a related…