Related papers: Lectures on random matrix models. The Riemann-Hilb…
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…
We show how the Riemann-Hilbert problem can be used to compute correlation kernels for determinantal point processes arising in different models of asymptotic combinatorics and representation theory. The Whittaker kernel and the discrete…
We study the spectral theory and inverse problem on asymptotically hyperbolic manifolds. The main subjects are as follows: (1)Location of the essential spectrum. (2)Absence of eigenvalues embedded in the continuous spectrum. (3)Limiting…
Over the past decades, a great body of theoretical and mathematical work has been devoted to random-matrix descriptions of open quantum systems. In these notes, based on lectures delivered at the Les Houches Summer School "Stochastic…
We consider a class of random banded Hessenberg matrices with independent entries having identical distributions along diagonals. The distributions may be different for entries belonging to different diagonals. For a sequence of $n\times n$…
Correlation functions involving products and ratios of half-integer powers of characteristic polynomials of random matrices from the Gaussian Orthogonal Ensemble (GOE) frequently arise in applications of Random Matrix Theory (RMT) to…
For a pair of coupled rectangular random matrices we consider the squared singular values of their product, which form a determinantal point process. We show that the limiting mean distribution of these squared singular values is described…
We consider matrix orthogonal polynomials related to Bessel type matrices of weights that can be defined in terms of a given matrix Pearson equation. From a Riemann-Hilbert problem we derive first and second order differential relations for…
We describe a Riemann-Hilbert problem for a family of $q$-orthogonal polynomials, $\{ P_n(x) \}_{n=0}^\infty$, and use it to deduce their asymptotic behaviours in the limit as the degree, $n$, approaches infinity. We find that the…
These are extended notes for my talk at the ICMP 2003 in Lisbon. Our goal here is to demonstrate how natural and fundamental random partitions are from many different points of view. We discuss various natural measures on partitions, their…
We derive the leading asymptotic behavior and build a new series representation for the Fredholm determinant of integrable integral operators appearing in the representation of the time and distance dependent correlation functions of…
The main aim of this paper is to provide a method which allows finding limiting shapes of symbolic generic initial systems of higher-dimensional subvarieties of P^n. M. Mustata and S. Mayes established a connection between volumes of…
These lecture notes provide an introduction to free probability theory, with a focus on tools and techniques useful in the study of large random matrices. Topics include freeness, free cumulants, additive and multiplicative free…
In this paper the authors show how to use Riemann-Hilbert techniques to prove various results, some old, some new, in the theory of Toeplitz operators and orthogonal polynomials on the unit circle (OPUC's). There are four main results: the…
We study the hermitian one matrix model with semi-classical potential. This is a general unitary invariant random matrix ensemble in which the potential has a derivative that is a rational function and the measure is supported on some…
Last three years have seen new developments in the theory of last passage percolation, which has variety applications to random permutations, random growth and random vicious walks. It turns out that a few class of models have determinant…
One of the major themes of random matrix theory is that many asymptotic properties of traditionally studied distributions of random matrices are universal. We probe the edges of universality by studying the spectral properties of random…
Some asymptotic notions for random variables are discussed. In particular, different versions of O and o for sequences of random variables are studied. The results are elementary and more or less well-known, but collected here for future…
We discuss recently discovered links of the statistical models of normal random matrices to some important physical problems of pattern formation and to the quantum Hall effect. Specifically, the large $N$ limit of the normal matrix model…
We present how a probabilistic model can describe the asymptotic behavior of the iterations, with applications for ODE and approach of some problems in mechanics in $\mathbb{R}^d$.