Related papers: Combinatorics of dispersionless integrable systems…
A new class of Random Matrix Ensembles is introduced. The Gaussian orthogonal, unitary, and symplectic ensembles GOE, GUE, and GSE, of random matrices are analogous to the classical Gibbs ensemble governed by Boltzmann's distribution in the…
We explicitly construct the series expansion for a certain class of solutions to the 2D Toda hierarchy in the zero dispersion limit, which we call symmetric solutions. We express the Taylor coefficients through some universal combinatorial…
We introduce and study stochastic $N$-particle ensembles which are discretizations for general-$\beta$ log-gases of random matrix theory. The examples include random tilings, families of non-intersecting paths, $(z,w)$-measures, etc. We…
Let $\xi_0,\xi_1,...$ be independent identically distributed (i.i.d.) random variables such that $\E \log (1+|\xi_0|)<\infty$. We consider random analytic functions of the form $$ G_n(z)=\sum_{k=0}^{\infty} \xi_k f_{k,n} z^k, $$ where…
We revisit dispersionless version of the multicomponent KP hierarchy considered previously by Takasaki and Takebe. In contrast to their study, we do not fix any distinguished component treating all of them on equal footing. We obtain…
We discuss the generic definition of the $\tau$ function for the arbitrary Hamiltonian system. The different approaches concerning the deformations of the curves and surfaces are compared. It is shown that the Baker-Akhiezer function for…
Consider the ensemble of real symmetric Toeplitz matrices, each independent entry an i.i.d. random variable chosen from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. Previous investigations showed that…
We study the thermodynamic limit of random partition models for the instanton sum of 4D and 5D supersymmetric U(1) gauge theories deformed by some physical observables. The physical observables correspond to external potentials in the…
Gaussian distributions can be generalized from Euclidean space to a wide class of Riemannian manifolds. Gaussian distributions on manifolds are harder to make use of in applications since the normalisation factors, which we will refer to as…
We prove universality at the edge of the spectrum for unitary (beta=2), orthogonal (beta=1) and symplectic (beta=4) ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial,…
We provide an elementary proof for a theorem due to Petz and R\'effy which states that for a random $n\times n$ unitary matrix with distribution given by the Haar measure on the unitary group U(n), the upper left (or any other) $k\times k$…
We demonstrate the convergence of the characteristic polynomial of several random matrix ensembles to a limiting universal function, at the microscopic scale. The random matrix ensembles we treat are classical compact groups and the…
We compute the probability of positive large deviations of the free energy per spin in mean-field Spin-Glass models. The probability vanishes in the thermodynamic limit as $P(\Delta f) \propto \exp[-N^2 L_2(\Delta f)]$. For the…
We report on a computational and experimental study of permanents. On the computational side, we use the GPU to greaatly accelerate the computation of permanents over $\mathbb{C},$ $\mathbb{R},$ $\mathbb{F}_p$ and $\mathbb{Q}.$ First, for…
We carry out the asymptotic analysis of repulsive ensembles of N particles which are discrete analogues of continuous 1d log-gases or beta-ensembles of random matrix theory. The ensembles that we study have several groups of particles which…
We show that the dispersionless limits of the Pfaff-KP (also known as the DKP or Pfaff lattice) and the Pfaff-Toda hierarchies admit a reformulation through elliptic functions. In the elliptic form they look like natural elliptic…
We derive a graph expansion for the thermal partition function of solvable two-dimensional models with boundaries. This expansion of the integration measure over the virtual particles winding around the time cycle is obtained with the help…
We link the appearance of universal kernels in random matrix ensembles to the phenomenon of shock formation in some fluid dynamical equations. Such equations are derived from Dyson's random walks after a proper rescaling of the time. In the…
Recently discovered exact integrability of zero-dimensional replica field theories [E. Kanzieper, Phys. Rev. Lett. 89, 250201 (2002)] is examined in the context of Ginibre Unitary Ensemble of non-Hermitean random matrices (GinUE). In…
Universality in unitary invariant random matrix ensembles with complex matrix elements is considered. We treat two general ensembles which have a determinant factor in the weight. These ensembles are relevant, e.g., for spectra of the Dirac…