Related papers: Universal Structure and Universal PDE for Unitary …
Tracy-Widom (TW) equations for one-matrix unitary ensembles (UE) (equivalent to a particular case of Schlesinger equations for isomonodromic deformations) are rewritten in a general form which allows one to derive all the lowest order…
Two approaches (TW and ASvM) to derivation of integrable differential equations for random matrix probabilities are compared. Both methods are rewritten in such a form that simple and explicit relations between all TW dependent variables…
We use ab initio electronic-structure methods to investigate random-matrix theory (RMT) universality in molecular electronic structure. Using single-reference electronic structure methods, including Hartree-Fock, configuration-interaction…
It is well-known that the partition function of the unitary ensembles of random matrices is given by a tau-function of the Toda lattice hierarchy and those of the orthogonal and symplectic ensembles are tau-functions of the Pfaff lattice…
Versions of Tracy-Widom (TW) and Adler-Shiota-van Moerbeke (ASvM) approaches are applied to derive various partial differential equations (PDE) satisfied by joint eigenvalue spacing probabilities of two coupled Gaussian Hermitian matrices…
We construct a very general family of characteristic functions describing Random Matrix Ensembles (RME) having a global unitary invariance, and containing an arbitrary, one-variable probability measure which we characterize by a `spread…
We give a proof of the Universality Conjecture for orthogonal and symplectic ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial, V(x)=kappa_{2m}x^{2m}+..., kappa_{2m}>0. For such…
What is the connection of random matrices with integrable systems? Is this connection really useful? Introducing apprpriate times in the distribution of the ensemble of matrices, one shows that the corresponding distribution of the…
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…
Quantum chaotic systems with one-dimensional spectra follow spectral correlations of orthogonal (OE), unitary (UE), or symplectic ensembles (SE) of random matrices depending on their invariance under time reversal and rotation. In this…
We consider the 2-dimensional Toda lattice tau functions $\tau_n(t,s;\eta,\theta)$ deforming the probabilities $\tau_n(\eta,\theta)$ that a randomly chosen matrix from the unitary group U(n), for the Haar measure, has no eigenvalues within…
We link the appearance of universal kernels in random matrix ensembles to the phenomenon of shock formation in some fluid dynamical equations. Such equations are derived from Dyson's random walks after a proper rescaling of the time. In the…
Spectral correlations in unitary invariant, non-Gaussian ensembles of large random matrices possessing an eigenvalue gap are studied within the framework of the orthogonal polynomial technique. Both local and global characteristics of…
We analyze properties of non-hermitian matrices of size M constructed as square submatrices of unitary (orthogonal) random matrices of size N>M, distributed according to the Haar measure. In this way we define ensembles of random matrices…
Given the Hermitian, symmetric and symplectic ensembles, it is shown that the probability that the spectrum belongs to one or several intervals satisfies a nonlinear PDE. This is done for the three classical ensembles: Gaussian, Laguerre…
We introduce a random matrix framework for studying statistical-mechanical lattice systems through spectral observables. Equilibrium configurations sampled from a Boltzmann measure are mapped to matrix ensembles whose covariance structure…
Composed ensembles of random unitary matrices are defined via products of matrices, each pertaining to a given canonical circular ensemble of Dyson. We investigate statistical properties of spectra of some composed ensembles and demonstrate…
We prove universality of local eigenvalue statistics in the bulk of the spectrum for orthogonal invariant matrix models with real analytic potentials with one interval limiting spectrum. Our starting point is the Tracy-Widom formula for the…
This paper is concerned with complex eigenvalues of truncated unitary quaternion matrices equipped with the Haar measure. The joint eigenvalue probability density function is obtained for truncations of any size. We also obtain the spectral…
The purpose of this paper is to construct a generalized r-matrix structure of finite dimensional systems and an approach to obtain the algebro-geometric solutions of integrable nonlinear evolution equations (NLEEs). Our starting point is a…