Related papers: Correlation Functions for \beta=1 Ensembles of Mat…
Belavin's $(\mathbb{Z}/n\mathbb{Z})$-symmetric model is considered on the basis of bosonization of vertex operators in the $A^{(1)}_{n-1}$ model and vertex-face transformation. The corner transfer matrix (CTM) Hamiltonian of…
We study intertwining relations for matrix one-dimensional, in general, non-Hermitian Hamiltonians by matrix differential operators of arbitrary order. It is established that for any matrix intertwining operator Q_N^- of minimal order N…
We have found an exact formula expressing a general correlation function containing both products and ratios of characteristic polynomials of random Hermitian matrices. The answer is given in the form of a determinant. An essential…
Using large $N$ arguments, we propose a scheme for calculating the two-point eigenvector correlation function for non-normal random matrices in the large $N$ limit. The setting generalizes the quaternionic extension of free probability to…
The paper continues the development of the rigorous supersymmetric transfer matrix approach to the random band matrices started in J Stat Phys 164:1233 -- 1260, 2016; Commun Math Phys 351:1009 -- 1044, 2017. We consider random Hermitian…
We investigate -- as an alternative to usual Monte Carlo Renormalization Group methods -- the feasibility of extracting QCD beta-functions directly from a lattice analysis of correlations between the action and Wilson loops. We test this…
A Cartan decomposition for symmetric pairs plays an important role to study not only orbit geometry of the symmetric spaces but also harmonic analysis on them. For non-symmetric reductive pairs, there are examples of generalizations of…
There is a unique unitarily-invariant ensemble of $N\times N$ Hermitian matrices with a fixed set of real eigenvalues $a_1 > \dots > a_N$. The joint eigenvalue distribution of the $(N - 1)$ top-left principal submatrices of a random matrix…
We show how to calculate correlation functions of two matrix models. Our method consists in making full use of the integrable hierarchies and their reductions, which were shown in previous papers to naturally appear in multi--matrix models.…
We give an asymptotic formula for correlations \[ \sum_{n\le x}f_1(P_1(n))f_2(P_2(n))\cdot \dots \cdot f_m(P_m(n))\] where $f\dots,f_m$ are bounded "pretentious" multiplicative functions, under certain natural hypotheses. We then deduce…
We derive the connected correlation functions for eigenvalues of large Hermitian random matrices with independently distributed elements using both a diagrammatic and a renormalization group (RG) inspired approach. With the diagrammatic…
We present detailed computations of the 'at least finite' terms (three dominant orders) of the free energy in a one-cut matrix model with a hard edge a, in beta-ensembles, with any polynomial potential. beta is a positive number, so not…
We study intertwining relations for $n\times n$ matrix non-Hermitian, in general, one-dimensional Hamiltonians by $n\times n$ matrix linear differential operators with nondegenerate coefficients at $d/dx$ in the highest degree. Some methods…
Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…
Integrable theory is formulated for correlation functions of characteristic polynomials associated with invariant non-Gaussian ensembles of Hermitean random matrices. By embedding the correlation functions of interest into a more general…
In this paper, we extend the recent analysis of the new large $D$ limit of matrix models to the cases where the action contains arbitrary multi-trace interaction terms as well as to arbitrary correlation functions. We discuss both the cases…
We show that the correlation functions associated to symmetrized increasing subsequence problems can be expressed as pfaffians of certain antisymmetric matrix kernels, thus generalizing the result of math.RT/9907127 for the unsymmetrized…
We introduce a novel parametrization of the correlation matrix. The reparametrization facilitates modeling of correlation and covariance matrices by an unrestricted vector, where positive definiteness is an innate property. This…
We report on an exact calculation of lattice correlation functions on a finite four-dimensional lattice with either Euclidean or Minkowskian signature. The lattice correlation functions are calculated by the method of differential…
For large dimensional non-Hermitian random matrices $X$ with real or complex independent, identically distributed, centered entries, we consider the fluctuations of $f(X)$ as a matrix where $f$ is an analytic function around the spectrum of…