Related papers: Pfaffian point process for the Gaussian real gener…

The probability that there are $k$ real eigenvalues for an $n$ dimensional real random matrix is known. Here we study this for the case of products of independent random matrices. Relating the problem of the probability that the product of…

For random matrices with block correlation structure we show that the fluctuations of linear eigenvalue statistics are Gaussian on all mesoscopic scales with universal variance which coincides with that of the Gaussian unitary or Gaussian…

We obtain the quantized momentum eigenvalues, $P_n$ , and the momentum eigenstates for the space-like Schr\"odinger equation, the Feinberg-Horodecki equation, with the general potential which is constructed by the temporal counterpart of…

An exact map was established by Lacroix-A-Chez-Toine, Majumdar, and Schehr in [44] between the $N$ complex eigenvalues of complex non-Hermitian random matrices from the Ginibre ensemble, and the positions of $N$ non-interacting Fermions in…

The generalized density matrix (GDM) method is used to calculate microscopically the parameters of the collective Hamiltonian. Higher order anharmonicities are obtained consistently with the lowest order results, the mean field…

We establish universality of local eigenvalue correlations in unitary random matrix ensembles (1/Z_n) |\det M|^{2\alpha} e^{-n\tr V(M)} dM near the origin of the spectrum. If V is even, and if the recurrence coefficients of the orthogonal…

In the present context, superintegrability is a property of certain probability density functions coming from matrix models, which relates to the average over a distinguished basis of symmetric functions, typically the Jack or Macdonald…

We consider the product of \(k_{n}\) independent \(n\times n\) complex Ginibre matrices and denote its eigenvalues by \(Z_{1},\ldots ,Z_{n}\). Let \(\alpha = \lim_{n\to\infty} n / k_{n}\). Using the determinantal point process method, we…

Some eigenvalue matrix models possess an interesting property: one can manifestly define the basis where all averages can be explicitly calculated. For example, in the Gaussian Hermitian and rectangular complex models, averages of the Schur…

We study multiplicative statistics for the eigenvalues of unitarily-invariant Hermitian random matrix models. We consider one-cut regular polynomial potentials and a large class of multiplicative statistics. We show that in the large matrix…

We present a new approach to compute selected eigenvalues and eigenvectors of the two-parameter eigenvalue problem. Our method requires computing generalized eigenvalue problems of the same size as the matrices of the initial two-parameter…

For a family of near banded Toeplitz matrices, generalized characteristic polynomials are shown to be orthogonal polynomials of two variables, which include the Chebyshev polynomials of the second kind on the deltoid as a special case.…

Consider an ensemble of $N\times N$ non-Hermitian matrices in which all entries are independent identically distributed complex random variables of mean zero and absolute mean-square one. If the entry distributions also possess bounded…

Let $r$ be a positive integer and let $G_n$ be the reflection group of $n \times n$ monomial matrices whose entries are $r^{th}$ complex roots of unity and let $k \leq n$. We define and study two new graded quotients $R_{n,k}$ and $S_{n,k}$…

This paper is devoted to the proof of the existence of the principal eigenvalue and related eigenfunctions for fully nonlinear uniformly elliptic equations posed in a punctured ball, in presence of a singular potential. More precisely, we…

We establish a large-deviations principle for the largest eigenvalue of a generalized sample covariance matrix, meaning a matrix proportional to $Z^T \Gamma Z$, where $Z$ has i.i.d. real or complex entries and $\Gamma$ is not necessarily…

In this work we construct Gaussian beam approximations to solutions of the high frequency Helmholtz equation with a localized source. Under the assumption of non-trapping rays we show error estimates between the exact outgoing solution and…

Let $\lambda_{\phi}(n)$ be the Fourier coefficients of a Hecke holomorphic or Hecke--Maass cusp form on ${\rm SL}_2(\mathbb Z)$, and $f$ be any multiplicative function that satisfies two mild hypotheses. We establish a non-trivial upper…

We generalise well-known integrals of Ingham-Siegel and Fisher-Hartwig type over the unitary group $U(N)$ with respect to Haar measure, for finite $N$ and including fixed external matrices. When depending only on the eigenvalues of the…

The recently discovered general formulas for perturbative correlators in basic matrix models can be interpreted as the Schur-preservation property of Gaussian measures. Then substitution of Schur by, say, Macdonald polynomials, defines a…