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Integrable theory is formulated for correlation functions of characteristic polynomials associated with invariant non-Gaussian ensembles of Hermitean random matrices. By embedding the correlation functions of interest into a more general…

Mathematical Physics · Physics 2010-09-14 Vladimir Al. Osipov , Eugene Kanzieper

A remarkable property of Hermitian ensembles is their universal behavior, that is, once properly rescaled the eigenvalue statistics does not depend on particularities of the ensemble. Recently, normal matrix ensembles have attracted…

Mathematical Physics · Physics 2009-09-21 Alexei M. Veneziani , Tiago Pereira , Domingos H. U. Marchetti

Products and sums of random matrices have seen a rapid development in the past decade due to various analytical techniques available. Two of these are the harmonic analysis approach and the concept of polynomial ensembles. Very recently, it…

Probability · Mathematics 2023-02-02 Mario Kieburg

This paper exploits a basic connection between sequential quadratic programming and Riemannian gradient optimization to address the general question of selecting a metric in Riemannian optimization, in particular when the Riemannian…

Optimization and Control · Mathematics 2016-03-10 Bamdev Mishra , Rodolphe Sepulchre

We consider random normal matrix and planar symplectic ensembles, which can be interpreted as two-dimensional Coulomb gases having determinantal and Pfaffian structures, respectively. For general radially symmetric potentials, we derive the…

Probability · Mathematics 2023-03-22 Sung-Soo Byun , Nam-Gyu Kang , Seong-Mi Seo

The role of differential equations in the process of calculating Feynman integrals is reviewed. An example of a diagram is given for which the method of differential equations was introduced, the properties of the inverse-mass-expansion…

High Energy Physics - Phenomenology · Physics 2021-07-23 A. V. Kotikov

We present an iteration for the computation of simple eigenvalues using a pseudospectrum approach. The most appealing characteristic of the proposed iteration is that it reduces the computation of a single eigenvalue to a small number of…

Numerical Analysis · Mathematics 2007-05-23 Ioannis Koutis

Quantum determinants and Pfaffians or permanents and Hafnians are introduced on the two parameter quantum general linear group. Fundamental identities among quantum Pf, Hf, and det are proved in the general setting. We show that there are…

Quantum Algebra · Mathematics 2016-08-30 Naihuan Jing , Jian Zhang

Determinants and symmetric functions of the eigenvalues of matrices characterizing stochastic processes with indepedent increments. Relationships with Fibonacci numbers are derived.

Rings and Algebras · Mathematics 2007-05-23 Mario Catalani

One of the most used approaches in simulating materials is the tight-binding approximation. When using this method in a material simulation, it is necessary to compute the eigenvalues and eigenvectors of the Hamiltonian describing the…

Numerical Analysis · Computer Science 2009-10-29 Matthias Petschow , Edoardo Di Napoli , Paolo Bientinesi

New formulas for the construction of Pythagorean triples and generalizations to equations of higher powers. Application of formulas to some problems, in particular Fermat's equation with n=4.

History and Overview · Mathematics 2023-10-25 Pavlo Deriy

We consider the problem of computation of the correlation functions for the z-measures with the deformation (Jack) parameters 2 or 1/2. Such measures on partitions are originated from the representation theory of the infinite symmetric…

Mathematical Physics · Physics 2009-11-13 Eugene Strahov

For a large class of quantum systems the statistical properties of their spectrum show remarkable agreement with random matrix predictions. Recent advances show that the scope of random matrix theory is much wider. In this work, we show…

Data Analysis, Statistics and Probability · Physics 2009-11-07 M. S. Santhanam , Prabir K. Patra

Using the diagrammatic method, we derive a set of self-consistent equations that describe eigenvalue distributions of large correlated asymmetric random matrices. The matrix elements can have different variances and be correlated with each…

Disordered Systems and Neural Networks · Physics 2016-12-21 Alexander Kuczala , Tatyana O. Sharpee

Pfaff lattice was introduced by Adler and van Moerbeke to describe the partition functions for the random matrix models of GOE and GSE type. The partition functions of those matrix models are given by the Pfaffians of certain skew-symmetric…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Y. Kodama , V. U. Pierce

The problem of constructing an orthogonal set of eigenvectors for a DFT matrix is well studied. An elegant solution is mentioned by Matveev in his paper "Interwining relations between the Fourier transfom and discrete Fourier transform, the…

Numerical Analysis · Computer Science 2017-12-20 Vadim Zaliva

We study the topological complexity of sets defined using Khovanskii's Pfaffian functions, in terms of an appropriate notion of format for those sets. We consider semi- and sub-Pfaffian sets, but more generally any definable set in the…

Algebraic Geometry · Mathematics 2007-05-23 Thierry Zell

{Recently, we found that the correlation between the eigenvalues of random hermitean matrices exhibits universal behavior. Here we study this universal behavior and develop a diagrammatic approach which enables us to extend our previous…

Condensed Matter · Physics 2009-10-22 E. Brezin , A. Zee

The Hermite polynomials are ubiquitous but can be difficult to work with due to their unwieldy definition in terms of derivatives. To remedy this, we showcase an underappreciated Gaussian integral formula for the Hermite polynomials, which…

Probability · Mathematics 2025-11-18 Mihai Nica , Janosch Ortmann

Random matrices are used in fields as different as the study of multi-orthogonal polynomials or the enumeration of discrete surfaces. Both of them are based on the study of a matrix integral. However, this term can be confusing since the…

Mathematical Physics · Physics 2009-11-30 Nicolas Orantin