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Universal limits for the eigenvalue correlation functions in the bulk of the spectrum are shown for a class of nondeterminantal random matrices known as the fixed trace ensemble.

Probability · Mathematics 2007-12-12 Friedrich Götze , Mikhail Gordin

We calculate wide distance connected correlators in non-gaussian orthogonal, unitary and symplectic random matrix ensembles by solving the loop equation in the 1/N-expansion. The multi-level correlator is shown to be universal in large N…

Condensed Matter · Physics 2016-08-31 Chigak Itoi

Orthogonal - unitary and symplectic - unitary crossover ensembles of random matrices are relevant in many contexts, especially in the study of time reversal symmetry breaking in quantum chaotic systems. Using skew-orthogonal polynomials we…

Mathematical Physics · Physics 2011-05-30 Santosh Kumar , Akhilesh Pandey

We derive the limiting matrix kernels for the the Gaussian Orthogonal and Symplectic ensembles scaled at the edge, with proofs of convergence in the operator norms that assure convergence of the determinants.

Mathematical Physics · Physics 2007-05-23 Craig A. Tracy , Harold Widom

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…

Probability · Mathematics 2019-02-05 Reda Chhaibi , Emma Hovhannisyan , Joseph Najnudel , Ashkan Nikeghbali , Brad Rodgers

We survey the current status of universality limits for $m$-point correlation functions in the bulk and at the edge for unitary ensembles, primarily when the limiting kernels are Airy, Bessel, or Sine kernels. In particular, we consider…

Classical Analysis and ODEs · Mathematics 2016-08-11 Doron S. Lubinsky

The Gaussian unitary random matrix ensembles satisfying some additional symmetry conditions are considered. The effect of these conditions on the limiting normalized counting measures and correlation functions is studied.

Mathematical Physics · Physics 2008-04-24 Vladimir Vasilchuk

We consider real, Gauss-divisible matrices $A_{t}=A+\sqrt{t}B$, where $B$ is from the real Ginibre ensemble. We prove that the bulk correlation functions converge to a universal limit for $t=O(N^{-1/3+\epsilon})$ if $A$ satisfies certain…

Probability · Mathematics 2024-09-30 Mohammed Osman

We compute the spectral correlation functions for the transition from a harmonic oscillator towards the Gaussian Unitary Ensemble (GUE). We use a variant of the supersymmetry method to obtain analytical results in a fast and elegant way. In…

chao-dyn · Physics 2009-10-31 Thomas Guhr , Thomas Papenbrock

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,…

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

In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…

Probability · Mathematics 2010-02-08 Ivan Nourdin , Giovanni Peccati

We prove that for Gaussian random normal matrices the correlation function has universal behavior. Using the technique of orthogonal polynomials and identities similar to the Christoffel-Darboux formula, we find that in the limit, as the…

Mathematical Physics · Physics 2013-12-03 Roman Riser

We calculate connected correlators in Gaussian orthogonal, unitary and symplectic random matrix ensembles by the replica method in the 1/N-expansion. We obtain averaged one-point Green's functions up to the next-to-leading order O(1/N) and…

Condensed Matter · Physics 2008-11-26 Chigak Itoi , Hisamitsu Mukaida , Yoshinori Sakamoto

We prove strong clustering of k-point correlation functions of zeroes of Gaussian Entire Functions. In the course of the proof, we also obtain universal local bounds for k-point functions of zeroes of arbitrary nondegenerate Gaussian…

Mathematical Physics · Physics 2016-12-21 Fedor Nazarov , Mikhail Sodin

We study the characteristic polynomials of both the Gaussian Orthogonal and Symplectic Ensembles. We show that for both ensembles, powers of the absolute value of the characteristic polynomials converge in law to Gaussian multiplicative…

Probability · Mathematics 2022-10-28 Pax Kivimae

We present a self-contained proof of a uniform bound on multi-point correlations of trigonometric functions of a class of Gaussian random fields. It corresponds to a special case of the general situation considered in [Hairer-Xu], but with…

Probability · Mathematics 2018-10-10 Weijun Xu

We consider global fluctuations of the spectrum of the GUE. Using results on the linear statistics of such matrices as well as variance bounds on the eigenvalues, we show that under a suitable scaling, global fluctuations of the spectrum…

Probability · Mathematics 2015-10-21 Christian Webb

In this paper, we use a formula obtained in [8] to study certain asymptotic behaviors of GUE (Gaussian unitary ensemble) correlators. More precisely, we obtain large genus asymptotics of enumerations of ordinary graphs and ribbon graphs…

Mathematical Physics · Physics 2025-12-19 Jiayi Zhao

We establish a central limit theorem for the unnormalized linear statistic of the Gaussian Unitary Ensemble under optimal conditions: the linear statistics converges if and only if the expression for the limiting variance is finite.

Probability · Mathematics 2015-10-14 Phil Kopel

We prove universality at the edge for rescaled correlation functions of Wigner random matrices in the limit $n\to +\infty$. As a corollary, we show that, after proper rescaling, the 1st, 2nd, 3rd, etc. eigenvalues of Wigner random hermitian…

Mathematical Physics · Physics 2009-10-31 Alexander Soshnikov
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