Related papers: Chain of matrices, loop equations and topological …
Random matrix models based on an integral over supermatrices are proposed as a natural extension of bosonic matrix models. The subtle nature of superspace integration allows these models to have very different properties from the analogous…
In recent years, random matrices have come to play a major role in computational mathematics, but most of the classical areas of random matrix theory remain the province of experts. Over the last decade, with the advent of matrix…
The randomised Horn problem, in both its additive and multiplicative version, has recently drawn increasing interest. Especially, closed analytical results have been found for the rank-1 perturbation of sums of Hermitian matrices and…
The paper discusses progress in understanding statistical properties of complex eigenvalues (and corresponding eigenvectors) of weakly non-unitary and non-Hermitian random matrices. Ensembles of this type emerge in various physical…
An exchangeable random matrix is a random matrix with distribution invariant under any permutation of the entries. For such random matrices, we show, as the dimension tends to infinity, that the empirical spectral distribution tends to the…
Convenient parameterizations of matrices in terms of vectors transform (certain classes of) matrix equations into covariant (hence rotation-invariant) vector equations. Certain recently introduced such parameterizations are tersely…
In a brief review, we discuss interrelations between arbitrary solutions of the loop equations that describe Hermitean one-matrix model and particular (multi-cut) solutions that describe concrete matrix integrals. These latter ones enjoy a…
Many models for chaotic systems consist of joining two integrable systems with incompatible constants of motion. The quantum counterparts of such models have a propagator which factorizes into two integrable parts. Each part can be…
By means of topological methods, we provide new results on the existence, non-existence, localization and multiplicity of nontrivial solutions for systems of perturbed Hammerstein integral equations. In order to illustrate our theoretical…
Matrices are typically considered over fields or rings. Motivated by applications in parametric differential equations and data-driven modeling, we suggest to study matrices with entries from a Hilbert space and present an elementary theory…
The open problem of calculating the limiting spectrum (or its Shannon transform) of increasingly large random Hermitian finite-band matrices is described. In general, these matrices include a finite number of non-zero diagonals around their…
Matrix concentration inequalities and their recently discovered sharp counterparts provide powerful tools to bound the spectrum of random matrices whose entries are linear functions of independent random variables. However, in many…
Complexity is an interdisciplinary concept which, first of all, addresses the question of how order emerges out of randomness. For many reasons matrices provide a very practical and powerful tool in approaching and quantifying the related…
A sum of a large-dimensional random matrix polynomial and a fixed low-rank matrix polynomial is considered. The main assumption is that the resolvent of the random polynomial converges to some deterministic limit. A formula for the limit of…
This is a cursory overview of applications of concepts from random matrix theory (RMT) to quantum electronics and classical & quantum optics. The emphasis is on phenomena, predicted or explained by RMT, that have actually been observed in…
The computation of matrix functions is a well-studied problem. Of special importance are the exponential and the logarithm of a matrix, where the latter also raises existence and uniqueness questions. This is particularly relevant in the…
The random matrix ensembles are applied to the quantum chaotic systems. The quantum systems are studied using the finite dimensional real, complex and quaternion Hilbert spaces of the eigenfunctions. The linear operators describing the…
The article is devoted to different aspects of the question "What can be done with a matrix by low rank perturbation?" It is proved that one can change a geometrically simple spectrum drastically by a rank 1 permutation, but the situation…
In this short note we collect together known results on the use of Random Matrix Theory in lattice statistical mechanics. The purpose here is two fold. Firstly the RMT analysis provides an intrinsic characterization of integrability, and…
In this talk we go over several new developments regarding the techniques for a large class of non-hermitian matrix models with unitary randomness (complex random numbers). In particular, we discuss: (a) - A diagrammatic approach based on a…