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We compute averages of products and ratios of characteristic polynomials associated with Orthogonal, Unitary, and Symplectic Ensembles of Random Matrix Theory. The pfaffian/determinantal formulas for these averages are obtained, and the…

Mathematical Physics · Physics 2007-05-23 A. Borodin , E. Strahov

We study S-matrix correlations for random matrix ensembles with a Hamiltonian which is the sum of a given deterministic part and of a random matrix with a Gaussian probability distribution. Using Efetov's supersymmetry formalism, we show…

Disordered Systems and Neural Networks · Physics 2009-10-31 N. Mae , S. Iida

The $\mathcal{A}$-tracial algebras are algebras endowed with multi-linear forms, compatible with the product, and indexed by partitions. Using the notion of $\mathcal{A}$-cumulants, we define and study the $\mathcal{A}$-freeness property…

Probability · Mathematics 2016-11-04 Franck Gabriel

We construct a replica field theory for a random matrix model with logarithmic confinement [K.A.Muttalib et.al., Phys. Rev. Lett. 71, 471 (1993)]. The corresponding replica partition function is calculated exactly for any size of matrix…

Disordered Systems and Neural Networks · Physics 2007-05-23 T. A. Sedrakyan

A spectral average which generalises the local spacing distribution of the eigenvalues of random $ N\times N $ hermitian matrices in the bulk of their spectrum as $ N\to\infty $ is known to be a $\tau$-function of the fifth Painlev\'e…

Classical Analysis and ODEs · Mathematics 2009-11-13 A. V. Kitaev , N. S. Witte

We consider the two-matrix model with potentials whose derivative are arbitrary rational function of fixed pole structure and the support of the spectra of the matrices are union of intervals (hard-edges). We derive an explicit formula for…

High Energy Physics - Theory · Physics 2009-11-11 M. Bertola

The generating functions for the gauge theory observables are often represented in terms of the unitary matrix integrals. In this work, the perturbative and non-perturbative aspects of the generic multi-critical unitary matrix models are…

High Energy Physics - Theory · Physics 2021-09-28 Taro Kimura , Ali Zahabi

We consider N x N matrices with complex entries that are perturbed by a complex Gaussian matrix with small variance. We prove that if the unperturbed matrix satisfies certain local laws then the bulk correlation functions are universal in…

Probability · Mathematics 2024-09-30 Anna Maltsev , Mohammed Osman

We consider random stochastic matrices $M$ with elements given by $M_{ij}=|U_{ij}|^2$, with $U$ being uniformly distributed on one of the classical compact Lie groups or associated symmetric spaces. We observe numerically that, for large…

Mathematical Physics · Physics 2020-03-03 Lucas H. Oliveira , Marcel Novaes

An exact map was established by Lacroix-A-Chez-Toine, Majumdar, and Schehr in [44] between the $N$ complex eigenvalues of complex non-Hermitian random matrices from the Ginibre ensemble, and the positions of $N$ non-interacting Fermions in…

Mathematical Physics · Physics 2022-11-08 Gernot Akemann , Sung-Soo Byun , Markus Ebke

We prove that a certain sequence of tau functions of the Garnier system satisfies Toda equation. We construct a class of algebraic solutions of the system by the use of Toda equation; then show that the associated tau functions are…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Teruhisa Tsuda

We study multi-matrix models which may be viewed as integrals of products of tau functions which depend on the eigenvalues of products of random matrices. In the present paper we consider tau functions of the hierarchy the two-component KP…

Mathematical Physics · Physics 2017-10-24 A. Yu. Orlov

Okamoto has obtained a sequence of $\tau$-functions for the \PVI system expressed as a double Wronskian determinant based on a solution of the Gauss hypergeometric equation. Starting with integral solutions of the Gauss hypergeometric…

Mathematical Physics · Physics 2009-09-29 P. J. Forrester , N. S. Witte

An element [\Phi] of the Grassmannian of n-dimensional subspaces of the Hardy space H^2, extended over the field C(x_1,..., x_n), may be associated to any polynomial basis {\phi} for C(x). The Pl\"ucker coordinates…

Mathematical Physics · Physics 2019-07-10 J. Harnad , Eunghyun Lee

In this paper we study the Birkhoff coordinates (Cartesian action angle coordinates) of the Toda lattice with periodic boundary condition in the limit where the number $N$ of the particles tends to infinity. We prove that the transformation…

Mathematical Physics · Physics 2017-09-11 Dario Bambusi , Alberto Maspero

A new universality of Lyapunov spectra {\lambda_i} is shown for Hamiltonian systems. The universality appears in middle energy regime and is different from another universality which can be reproduced by random matrices in the following two…

chao-dyn · Physics 2009-10-30 Yoshiyuki Y. Yamaguchi

Exact results from random matrix theory are used to systematically analyse the relationship between microscopic Dirac spectra and finite-volume partition functions. Results are presented for the unitary ensemble, and the chiral analogs of…

High Energy Physics - Theory · Physics 2009-10-31 G. Akemann , P. H. Damgaard

The factorization problem of the multi-component 2D Toda hierarchy is used to analyze the dispersionless limit of this hierarchy. A dispersive version of the Whitham hierarchy defined in terms of scalar Lax and Orlov--Schulman operators is…

Mathematical Physics · Physics 2015-05-13 Manuel Manas , Luis Martinez Alonso

Let $\mathfrak{D}$ be the space consists of pairs $(f,g)$, where $f$ is a univalent function on the unit disc with $f(0)=0$, $g$ is a univalent function on the exterior of the unit disc with $g(\infty)=\infty$ and $f'(0)g'(\infty)=1$. In…

Mathematical Physics · Physics 2015-05-13 Lee-Peng Teo

We study the mixed Hessian of the dispersionless Toda $\tau$-function for the one-harmonic $s$-fold symmetric conformal map $f(w)=rw+aw^{1-s}$. This Hessian is the susceptibility matrix generated by the inverse conformal map. Our spectral…

Mathematical Physics · Physics 2026-04-20 Oleg Alekseev