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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…

Mathematical Physics · Physics 2015-06-16 G. Akemann , M. J. Phillips

The partly symmetric real Ginibre ensemble consists of matrices formed as linear combinations of real symmetric and real anti-symmetric Gaussian random matrices. Such matrices typically have both real and complex eigenvalues. For a fixed…

Mathematical Physics · Physics 2015-08-27 Peter J. Forrester , Taro Nagao

The eigenvalues for the minors of real symmetric ($\beta=1$) and complex Hermitian ($\beta=2$) Wigner matrices form the Wigner corner process, which is a multilevel interlacing particle system. In this paper, we study the microscopic…

Probability · Mathematics 2019-07-25 Jiaoyang Huang

The bead process is the particle system defined on parallel lines, with underlying measure giving constant weight to all configurations in which particles on neighbouring lines interlace, and zero weight otherwise. Motivated by the…

Probability · Mathematics 2010-10-04 Benjamin J. Fleming , Peter J. Forrester , Eric Nordenstam

We construct the multilevel correlation kernel for the rising GUE eigenvalue process starting from a fixed initial configuration $x^{(m)}$, and show that it converges on short time scales (as quickly as $\text{polylog}(m)$) to the extended…

Probability · Mathematics 2026-05-01 Zoe Himwich

The eigenvalue probability density function (PDF) for the Gaussian unitary ensemble has a well known analogy with the Boltzmann factor for a classical log-gas with pair potential $- \log | x - y|$, confined by a one-body harmonic potential.…

Mathematical Physics · Physics 2020-11-25 Peter J. Forrester

We study scaling limits of skew plane partitions with periodic weights under several boundary conditions. We compute the correlation kernel of the limiting point process in the bulk and near turning points on the frozen boundary. The…

Probability · Mathematics 2015-06-17 Sevak Mkrtchyan

We impose the uniform probability measure on the set of all discrete Gelfand-Tsetlin patterns of depth $n$ with the particles on row $n$ in deterministic positions. These systems equivalently describe a broad class of random tilings models,…

Probability · Mathematics 2018-07-03 Erik Duse , Anthony Metcalfe

We consider the $q^\text{Volume}$ lozenge tiling model on a large, finite hexagon. It is well-known that random lozenge tilings of the hexagon correspond to a two-dimensional determinantal point process via a bijection with ensembles of…

Mathematical Physics · Physics 2025-04-25 Ahmad Barhoumi , Maurice Duits

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…

Mathematical Physics · Physics 2013-07-03 Patrik L. Ferrari

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…

Probability · Mathematics 2008-06-05 Holger Kösters

We study unitary random matrix ensembles in the critical regime where a new cut arises away from the original spectrum. We perform a double scaling limit where the size of the matrices tends to infinity, but in such a way that only a…

Mathematical Physics · Physics 2007-11-19 Tom Claeys

We consider the eigenvalues of symplectic elliptic Ginibre matrices which are known to form a Pfaffian point process whose correlation kernel can be expressed in terms of the skew-orthogonal Hermite polynomials. We derive the scaling limits…

Probability · Mathematics 2022-08-23 Sung-Soo Byun , Markus Ebke

We present a solution to a problem suggested by Philippe Biane: We prove that a certain Plancherel-type probability distribution on partitions converges, as partitions get large, to a new determinantal random point process on the set…

Probability · Mathematics 2008-03-02 Alexei Borodin , Grigori Olshanski

A family of random matrix ensembles interpolating between the GUE and the Ginibre ensemble of $n\times n$ matrices with iid centered complex Gaussian entries is considered. The asymptotic spectral distribution in these models is uniform in…

Probability · Mathematics 2010-03-23 Martin Bender

The elliptic Ginibre ensemble of complex non-Hermitian random matrices allows to interpolate between the rotational invariant Ginibre ensemble and the Gaussian unitary ensemble of Hermitian random matrices. It corresponds to a…

Mathematical Physics · Physics 2023-02-09 G. Akemann , M. Duits , L. D. Molag

We develop a supersymmetric field theoretical description of the Gaussian ensemble of the almost diagonal Hermitian Random Matrices. The matrices have independent random entries H_{ij} with parametrically small off-diagonal elements…

Disordered Systems and Neural Networks · Physics 2016-09-07 Oleg Yevtushenko , Alexander Ossipov

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

We calculate a number of observables related to particle-antiparticle mixing in the Littlest Higgs model with T-parity (LHT). The resulting effective Hamiltonian for Delta F=2 transitions agrees with the one of Hubisz et al., but our…

High Energy Physics - Phenomenology · Physics 2011-05-05 M. Blanke , A. J. Buras , A. Poschenrieder , C. Tarantino , S. Uhlig , A. Weiler

Consider an infinite random matrix $H=(h_{ij})_{0<i,j}$ picked from the Gaussian Unitary Ensemble (GUE). Denote its main minors by $H_i=(h_{rs})_{1\leq r,s\leq i}$ and let the $j$:th largest eigenvalue of $H_i$ be $\mu^i_j$. We show that…

Probability · Mathematics 2010-02-17 Kurt Johansson , Eric Nordenstam
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