Related papers: Universality in the two matrix model with a monomi…
The asymptotic normality for a large family of eigenvalue statistics of a general sample covariance matrix is derived under the ultra-high dimensional setting, that is, when the dimension to sample size ratio $p/n \to \infty$. Based on this…
We solve a family of Gaussian two-matrix models with rectangular Nx(N+v) matrices, having real asymmetric matrix elements and depending on a non-Hermiticity parameter mu. Our model can be thought of as the chiral extension of the real…
In this paper, we analyze the large n-limit for random matrix with external source with three distinct eigenvalues. And we confine ourselves in the Hermite case and the three distinct eigenvalues are $-a,0,a$. For the case $a^2>3$, we…
It has been observed that the statistical distribution of the eigenvalues of random matrices possesses universal properties, independent of the probability law of the stochastic matrix. In this article we find the correlation functions of…
This paper is a detailed account of the recent progress in understanding the statistical properties of complex eigenvalues of random non-Hermitian matrices reported earlier in our two short communications: Physics Letters A v.226, 46 (1997)…
We consider various asymptotic scaling limits $N\to\infty$ for the $2N$ complex eigenvalues of non-Hermitian random matrices in the symmetry class of the symplectic Ginibre ensemble. These are known to be integrable, forming Pfaffian point…
Keating and Snaith showed that the $2k^{th}$ absolute moment of the characteristic polynomial of a random unitary matrix evaluated on the unit circle is given by a polynomial of degree $k^2$. In this article, uniform asymptotics for the…
We prove the two-dimensional analogue of the asymptotics for Toeplitz determinants with Fisher-Hartwig singularities, for general real symbols. This formula has applications to random normal matrices with complex spectra: (i) the…
We analyze a random lozenge tiling model of a large regular hexagon, whose underlying weight structure is periodic of period $2$ in both the horizontal and vertical directions. This is a determinantal point process whose correlation kernel…
We examine diagonal combs, a recently identified class of infinite metric graphs whose properties depend on one parameter. These graphs exhibit a fascinating regime where they possess infinite volume while maintaining purely discrete…
We describe a new universality class for unitary invariant random matrix ensembles. It arises in the double scaling limit of ensembles of random $n \times n$ Hermitian matrices $Z_{n,N}^{-1} |\det M|^{2\alpha} e^{-N \Tr V(M)} dM$ with…
The double-layer potential plays an important r$\hat{\rm o}$le in solving boundary value problems of elliptic equations. Here, in this paper, we aim at introducing and investigating double layer potentials for a generalized bi-axially…
One of the major themes of random matrix theory is that many asymptotic properties of traditionally studied distributions of random matrices are universal. We probe the edges of universality by studying the spectral properties of random…
The double-layer potential plays an important role in solving boundary value problems for elliptic equations. All the fundamental solutions of the generalized bi-axially symmetric Helmholtz equation were known, and only for the first one…
We consider the random normal matrices with quadratic external potentials where the associated orthogonal polynomials are Hermite polynomials and the limiting support (called droplet) of the eigenvalues is an ellipse. We calculate the…
We consider asymptotic behavior of the correlation functions of the characteristic polynomials of the hermitian sample covariance matrices $H_n=n^{-1}A_{m,n}^*A_{m,n}$, where $A_{m,n}$ is a $m\times n$ complex matrix with independent and…
We study the hermitean and normal two matrix models in planar approximation for an arbitrary number of eigenvalue supports. Its planar graph interpretation is given. The study reveals a general structure of the underlying analytic complex…
Models of disorder with a direction (constant imaginary vector-potential) are considered. These non-Hermitian models can appear as a result of computation for models of statistical physics using transfer matrix technique or describe…
The one-particle density matrix $\gamma(x, y)$ for a bound state of an atom or molecule is one of the key objects in the quantum-mechanical approximation schemes. We prove the asymptotic formula $\lambda_k \sim (Ak)^{-8/3}$, $A \ge 0$, as…
For a pair of coupled rectangular random matrices we consider the squared singular values of their product, which form a determinantal point process. We show that the limiting mean distribution of these squared singular values is described…