Related papers: Pfaffian point process for the Gaussian real gener…
We consider random normal matrix and planar symplectic ensembles, which can be interpreted as two-dimensional Coulomb gases having determinantal and Pfaffian structures, respectively. For general radially symmetric potentials, we derive the…
Correlation functions for matrix ensembles with orthogonal and unitarysymplectic rotation symmetry are more complicated to calculate than in the unitary case. The supersymmetry method and the orthogonal polynomials are two techniques to…
We consider the real eigenvalues of an $(N \times N)$ real elliptic Ginibre matrix whose entries are correlated through a non-Hermiticity parameter $\tau_N\in [0,1]$. In the almost-Hermitian regime where $1-\tau_N=\Theta(N^{-1})$, we obtain…
We compute the large scale (macroscopic) correlations in ensembles of normal random matrices with an arbitrary measure and in ensembles of general non-Hermition matrices with a class of non-Gaussian measures. In both cases the eigenvalues…
We demonstrate how to separate the rotational degrees of freedom in a quantum N-body problem completely from the internal ones. It is shown that any common eigenfunction of the total orbital angular momentum ($\ell$) and the parity in the…
We show that the linear statistics of eigenvalues of circulant matrix obey the Gaussian central limit theorem for a large class of input sequences.
Embedded random matrix ensembles with $k$-body interactions are well established to be appropriate for many quantum systems. For these ensemble the two point correlation function is not yet derived though these ensembles are introduced 50…
Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…
The explicit computation of amplitudes for fermionic Gaussian pure states in arbitrary Pauli bases is a long-standing challenge in quantum many-body physics, with significant implications for quantum tomography, experimental studies, and…
We consider unitary random matrix ensembles Z_{n,s,t}^{-1}e^{-n tr V_{s,t}(M)}dM on the space of Hermitian n x n matrices M, where the confining potential V_{s,t} is such that the limiting mean density of eigenvalues (as n\to\infty and…
In the past decades, determinants and Pfaffians were found for eigenvalue correlations of various random matrix ensembles. These structures simplify the average over a large number of ratios of characteristic polynomials to integrations…
We derive explicit upper bounds for the number of nondegenerate critical points of a $k$-component Gaussian mixture density in $\mathbb{R}^d$, and the number of modes when the modal set is finite, together with lower bounds. By normalizing…
The eigenvalue densities of two random matrix ensembles, the Wigner Gaussian matrices and the Wishart covariant matrices, are decomposed in the contributions of each individual eigenvalue distribution. It is shown that the fluctuations of…
We study operators obtained by coupling an $n \times n$ random matrix from one of the Gaussian ensembles to the discrete Laplacian. We find the joint distribution of the eigenvalues and resonances of such operators. This is one of the…
We determine the joint probability density function (JPDF) of reflection eigenvalues in three Dyson's ensembles of normal-conducting chaotic cavities coupled to the outside world through both ballistic and tunnel point contacts. Expressing…
Starting from exact analytical results on singular values and complex eigenvalues of products of independent Gaussian complex random $N\times N$ matrices also called Ginibre ensemble we rederive the Lyapunov exponents for an infinite…
We consider a Pfaffian system expressing isomonodromy of an irregular system of Okubo type, depending on complex deformation parameters u=(u_1,...,u_n), which are eigenvalues of the leading matrix at the irregular singuilarity. At the same…
We consider large non-Hermitian random matrices $X$ with complex, independent, identically distributed centred entries and show that the linear statistics of their eigenvalues are asymptotically Gaussian for test functions having…
In this paper we present a general formula for the inhomogeneous non-Gaussian integral $I_d(S_1,S_2)=\int dx_1... dx_d e^{-{1/2}S_1^2-S_2}$, where $S_1$ and $S_2$ are symmetric quadratic forms. The solution depends on the eigenvalues of the…
We evaluate, in the large-$N$ limit, the complete probability distribution $\mathcal{P}(A,m)$ of the values $A$ of the sum $\sum_{i=1}^{N} |\lambda_i|^m$, where $\lambda_i$ ($i=1,2,\dots, N$) are the eigenvalues of a Gaussian random matrix,…