Related papers: Lectures on random matrix models. The Riemann-Hilb…

Exact integral expressions of the skew orthogonal polynomials involved in Orthogonal (beta=1) and Symplectic (beta=4) random matrix ensembles are obtained: the (even rank) skew orthogonal polynomials are average characteristic polynomials…

We propose an asymptotic expansion formula for matrix integrals, including oscillatory terms (derivatives of theta-functions) to all orders. This formula is heuristically derived from the analogy between matrix integrals, and formal matrix…

We consider polynomials that are orthogonal on $[-1,1]$ with respect to a modified Jacobi weight $(1-x)^\alpha (1+x)^\beta h(x)$, with $\alpha,\beta>-1$ and $h$ real analytic and stricly positive on $[-1,1]$. We obtain full asymptotic…

In this paper, we study the theory of orthogonal trigonometric polynomials (OTP). We obtain asymptotics of OTP with positive and analytic weight functions by Riemann-Hilbert approach and find they have relations with orthogonal polynomials…

Recently much effort has been made towards the introduction of non-Hermitian random matrix models respecting $PT$-symmetry. Here we show that there is a one-to-one correspondence between complex $PT$-symmetric matrices and split-complex and…

We give a Riemann-Hilbert approach to the theory of matrix orthogonal polynomials. We will focus on the algebraic aspects of the problem, obtaining difference and differential relations satisfied by the corresponding orthogonal polynomials.…

These expository lectures focus on the distribution of zeros of the Riemann zeta function. The topics include the prime number theorem, the Riemann hypothesis, mean value theorems, and random matrix models.

This semi-expository paper surveys results concerning three classes of orthogonal polynomials: in one non-hermitian variable, in several isometric non-commuting variables, and in several hermitian non-commuting variables. The emphasis is on…

The aim of this note is to announce some results about the probabilistic and deterministic asymptotic properties of linear groups. The first one is the analogue, for norms of random matrix products, of the classical theorem of Cramer on…

We investigate traces of powers of random matrices whose distributions are invariant under rotations (with respect to the Hilbert--Schmidt inner product) within a real-linear subspace of the space of $n\times n$ matrices. The matrices we…

We consider the random matrix ensemble with an external source \[ \frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM \] defined on $n\times n$ Hermitian matrices, where $A$ is a diagonal matrix with only two eigenvalues $\pm a$ of equal…

This paper proposes a general framework of Riemannian adaptive optimization methods. The framework encapsulates several stochastic optimization algorithms on Riemannian manifolds and incorporates the mini-batch strategy that is often used…

We derive the large distance asymptotics of the Fredholm determinant of the so-called generalised sine kernel at the critical point. This kernel corresponds to a generalisation of the pure sine kernel arising in the theory of random…

We show how to represent a class of expressions involving discrete sums over partitions as matrix models. We apply this technique to the partition functions of 2* theories, i.e. Seiberg-Witten theories with the massive hypermultiplet in the…

We study the asymptotics of recurrence coefficients for monic orthogonal polynomials p_n(z) with the quartic exponential weight exp [-N (1/2 z^2 + t/4 z^4)], where t is complex. Our goals are: A) to describe the regions of different…

The eigenvalue statistics of a pair $(M_1,M_2)$ of $n\times n$ Hermitian matrices taken random with respect to the measure $$\frac{1}{Z_n}\exp\big(-n\Tr (V(M_1)+W(M_2)-\tau M_1M_2)\big) {\rm d}M_1 {\rm d} M_2 $$ can be described in terms of…

We investigate the analogy between the large N expansion in normal matrix models and the asymptotic expansion of the determinant of the Hilb map, appearing in the study of critical metrics on complex manifolds via projective embeddings.…

This tutorial serves as an introduction to recently developed non-asymptotic methods in the theory of -- mainly linear -- system identification. We emphasize tools we deem particularly useful for a range of problems in this domain, such as…

We prove the existence of a 1/N expansion in unitary multimatrix models which are Gibbs perturbations of the Haar measure, and express the expansion coefficients recursively in terms of the unique solution of a noncommutative initial value…

Various ensembles of random matrices with independent entries are analyzed by the replica formalism in the large-N limit. A result on the Laplacian random matrix with Wigner-rescaling is generalized to arbitrary probability distribution.