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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

A finite dimensional quantum system for which the quantum chaos conjecture applies has eigenstates, which show the same statistical properties than the column vectors of random orthogonal or unitary matrices. Here, we consider the different…

Mathematical Physics · Physics 2017-10-05 L. Alonso , T. Gorin

In this paper, we study the singularly perturbed Gaussian unitary ensembles defined by the measure \begin{equation*} \frac{1}{C_n} e^{- n\textrm{tr}\, V(M;\lambda,\vec{t}\;)}dM, \end{equation*} over the space of $n \times n$ Hermitian…

Mathematical Physics · Physics 2019-10-23 Dan Dai , Shuai-Xia Xu , Lun Zhang

We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…

Mathematical Physics · Physics 2015-05-18 Laszlo Erdos

In a recent work difference equations (Laguerre-Freud equations) for the bi-orthogonal polynomials and related quantities corresponding to the weight on the unit circle $ w(z)=\prod^m_{j=1}(z-z_j(t))^{\rho_j} $ were derived.Here it is shown…

Mathematical Physics · Physics 2009-11-10 P. J. Forrester , N. S. Witte

This paper deals with the solution of large classes of systems of nonlinear partial differential equations (PDEs) in spaces of generalized functions that are constructed as the completion of uniform convergence spaces. The existence result…

Analysis of PDEs · Mathematics 2009-02-18 Jan Harm van der Walt

We discussed the full unitary matrix models from the view points of integrable equations and string equations. Coupling the Toda equations and the string equations, we derive a special case of the Painlev\'{e} III equation. From the…

High Energy Physics - Theory · Physics 2009-10-30 Masato Hisakado

Pendulum-like dynamics is a universal motif across many areas of physics, underlying systems ranging from classical nonlinear oscillators to superconducting qubits and cold-atom tunneling platforms. Here we present an exact frequency-domain…

Classical Physics · Physics 2026-03-12 Teepanis Chachiyo

Universality of eigenvalue spacings is one of the basic characteristics of random matrices. We give the precise meaning of universality and discuss the standard universality classes (sine, Airy, Bessel) and their appearance in unitary,…

Mathematical Physics · Physics 2015-01-20 A. B. J. Kuijlaars

This paper studies the contraction property of time-varying differential-algebraic equation (DAE) systems by embedding them to higher-dimension ordinary differential equation (ODE) systems. The first result pertains to the equivalence of…

Systems and Control · Electrical Eng. & Systems 2023-12-12 Hao Yin , Bayu Jayawardhana , Stephan Trenn

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…

Chaotic Dynamics · Physics 2009-10-31 Yan V. Fyodorov , H. -J. Sommmers

We study invariant random matrix ensembles \begin{equation*} \mathbb{P}_n(d M)=Z_n^{-1}\exp(-n\,tr(V(M)))\,d M \end{equation*} defined on complex Hermitian matrices $M$ of size $n\times n$, where $V$ is real analytic such that the…

Mathematical Physics · Physics 2025-09-12 Thomas Bothner , Toby Shepherd

We consider non-gaussian ensembles of random normal matrices with the constraint that the ensembles are invariant under unitary transformations. We show that the level density of eigenvalues exhibits disk to ring transition in the complex…

Mathematical Physics · Physics 2015-07-07 Ravi Prakash , Akhilesh Pandey

We investigate eigenvector statistics of the Truncated Unitary ensemble $\mathrm{TUE}(N,M)$ in the weakly non-unitary case $M=1$, that is when only one row and column are removed. We provide an explicit description of generalized overlaps…

Probability · Mathematics 2023-02-02 Guillaume Dubach

We study Fredholm determinants of the Painlev\'e II and Painlev\'e XXXIV kernels. In certain critical unitary random matrix ensembles, these determinants describe special gap probabilities of eigenvalues. We obtain Tracy-Widom formulas for…

Mathematical Physics · Physics 2018-09-26 Shuai-Xia Xu , Dan Dai

These lecture notes are a concise introduction of recent techniques to prove local spectral universality for a large class of random matrices. The general strategy is presented following the recent book with H.T. Yau. We extend the scope of…

Probability · Mathematics 2019-03-26 Laszlo Erdos

The generating functions for the gauge theory observables are often represented in terms of the unitary matrix integrals. In this work, the perturbative and non-perturbative aspects of the generic multi-critical unitary matrix models are…

High Energy Physics - Theory · Physics 2021-09-28 Taro Kimura , Ali Zahabi

This research employs Universal Differential Equations (UDEs) alongside differentiable physics to model viscoelastic fluids, merging conventional differential equations, neural networks and numerical methods to reconstruct missing terms in…

Fluid Dynamics · Physics 2025-05-26 Elias C. Rodrigues , Roney L. Thompson , Dário A. B. Oliveira , Roberto F. Ausas

We demonstrate that the generalization of the relativistic Toda chain (RTC) is a special reduction of two-dimensional Toda Lattice hierarchy (2DTL). This reduction implies that the RTC is gauge equivalent to the discrete AKNS hierarchy and,…

High Energy Physics - Theory · Physics 2009-10-30 S. Kharchev , A. Mironov , A. Zhedanov

Integrable differential identities, together with ensemble-specific initial conditions, provide an effective approach for the characterisation of relevant observables and state functions in random matrix theory. We develop this approach for…

Mathematical Physics · Physics 2026-05-04 Costanza Benassi , Marta Dell'Atti , Antonio Moro