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We give a proof of the Universality Conjecture for orthogonal and symplectic ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial, V(x)=kappa_{2m}x^{2m}+..., kappa_{2m}>0. For such…

Mathematical Physics · Physics 2007-05-23 Percy Deift , Dimitri Gioev

We prove multi-dimensional central limit theorems for the spectral moments (of arbitrary degrees) associated with random matrices with real-valued i.i.d. entries, satisfying some appropriate moment conditions. Our techniques rely on a…

Probability · Mathematics 2009-09-30 Ivan Nourdin , Giovanni Peccati

Toda Conformal Field Theories (CFTs) form a family of 2d CFTs indexed by semisimple and complex Lie algebras. They are natural generalizations of the Liouville CFT in that they enjoy an enhanced level of symmetry encoded by W-algebras.…

Probability · Mathematics 2025-03-28 Baptiste Cerclé

The fusion hierarchy, $T$-system and $Y$-system of functional equations are the key to integrability for 2d lattice models. We derive these equations for the generic dilute $A_2^{(2)}$ loop models. The fused transfer matrices are associated…

Mathematical Physics · Physics 2020-01-29 Alexi Morin-Duchesne , Paul A. Pearce

Consider the evolution $$ \frac{\pl m_\iy}{\pl t_n}=\Lb^n m_\iy, \frac{\pl m_\iy}{\pl s_n}=-m_\iy(\Lb^\top)^n, $$ on bi- or semi-infinite matrices $m_\iy=m_\iy(t,s)$, with skew-symmetric initial data $m_{\iy}(0,0)$. Then, $m_\iy(t,-t)$ is…

solv-int · Physics 2019-08-17 M. Adler , T. Shiota , P. van Moerbeke

We consider Canonical Gibbsian ensembles of Euler point vortices on the 2-dimensional torus or in a bounded domain of R 2 . We prove that under the Central Limit scaling of vortices intensities, and provided that the system has zero global…

Probability · Mathematics 2020-04-22 Francesco Grotto , Marco Romito

Adler, Shiota and van Moerbeke observed that a tau function of the Pfaff lattice is a square root of a tau function of the Toda lattice hierarchy of Ueno and Takasaki. In this paper we give a representation theoretical explanation for this…

Mathematical Physics · Physics 2015-09-02 J. W. van de Leur , A. Yu. Orlov

We prove the dispersionless Hirota equations for the dispersionless Toda, dispersionless coupled modified KP and dispersionless KP hierarchies using an idea from classical complex analysis. We also prove that the Hirota equations…

High Energy Physics - Theory · Physics 2007-05-23 Lee-Peng Teo

Tracy and Widom have evaluated the cumulative distribution of the largest eigenvalue for the finite and scaled infinite GUE in terms of a PIV and PII transcendent respectively. We generalise these results to the evaluation of…

Mathematical Physics · Physics 2009-11-07 P. J. Forrester , N. S. Witte

First we introduce the two tau-functions which appeared either as the $\tau$-function of the integrable hierarchy governing the Riemann mapping of Jordan curves or in conformal field theory and the universal Grassmannian. Then we discuss…

Mathematical Physics · Physics 2019-03-18 Takafumi Amaba , Roland Friedrich

We consider ramified coverings of P^1 with arbitrary ramification type over 0 and infinity and simple ramifications elsewhere and prove that the generating function for the numbers of such coverings is a tau-function for the Toda lattice…

Algebraic Geometry · Mathematics 2007-05-23 Andrei Okounkov

We present an alternative procedure to eliminate irregular contributions in the perturbation expansion of c=0-matrix models representing the sum over triangulations of random surfaces, thereby reproducing the results of Tutte [1] and Brezin…

High Energy Physics - Lattice · Physics 2011-09-13 Antje Schneider , Thomas Filk

We study unitary invariant random matrix ensembles with singular potentials. We obtain asymptotics for the partition functions associated to the Laguerre and Gaussian Unitary Ensembles perturbed with a pole of order $k$ at the origin, in…

Mathematical Physics · Physics 2015-01-20 Max R. Atkin , Tom Claeys , Francesco Mezzadri

The aim of this paper is to introduce a new technique for calculation of observables, in particular multiplicity distributions, in various statistical ensembles at finite volume. The method is based on Fourier analysis of the grand…

Nuclear Theory · Physics 2008-12-18 M. Hauer , V. V. Begun , M. I. Gorenstein

A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…

Classical Analysis and ODEs · Mathematics 2009-11-11 P. J. Forrester , N. S. Witte

In this paper, we introduce a novel and general method for computing partition functions of solvable lattice models with free fermionic Boltzmann weights. The method is based on the ``permutation graph'' and the ``$F$-matrix'': the…

Mathematical Physics · Physics 2022-11-15 Chenyang Zhong

In recent works [hep-th/9909147, hep-th/0005259] was found a wonderful correlation between integrable systems and meromorphic functions. They reduce a problem of effictivisation of Riemann theorem about conformal maps to calculation of a…

Numerical Analysis · Mathematics 2025-10-20 Yu. Klimov , A. Korzh , S. Natanzon

Random Matrix Theory is a powerful tool in applied mathematics. Three canonical models of random matrix distributions are the Gaussian Orthogonal, Unitary and Symplectic Ensembles. For matrix ensembles defined on k-fold tensor products of…

Mathematical Physics · Physics 2024-05-06 Michael Brodskiy , Owen L. Howell

We consider the probability of having two intervals (gaps) without eigenvalues in the bulk scaling limit of the Gaussian Unitary Ensemble of random matrices. We describe uniform asymptotics for the transition between a single large gap and…

Functional Analysis · Mathematics 2020-03-19 Benjamin Fahs , Igor Krasovsky

A fundamental result of free probability theory due to Voiculescu and subsequently refined by many authors states that conjugation by independent Haar-distributed random unitary matrices delivers asymptotic freeness. In this paper we…

Probability · Mathematics 2014-01-21 Greg W. Anderson , Brendan Farrell
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