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The eigenvalues of an arbitrary quaternionic matrix have a joint probability distribution function first derived by Ginibre. We show that there exists a mapping of this system onto a fermionic field theory and then use this mapping to…

Disordered Systems and Neural Networks · Physics 2009-10-31 M. B. Hastings

Two alternative, fairly compact proofs are presented of the Pfaffian integration theorem that is surfaced in the recent studies of spectral properties of Ginibre's Orthogonal Ensemble. The first proof is based on a concept of the Fredholm…

Mathematical Physics · Physics 2007-08-22 Alexei Borodin , Eugene Kanzieper

This article is intended to provide a pedagogical introduction to the supersymmetry method for performing ensemble-averaging in Gaussian random-matrix theory. The method is illustrated by a detailed calculation of the simplest non-trivial…

Condensed Matter · Physics 2008-02-03 Josef A. Zuk

For the unitary ensembles of $N\times N$ Hermitian matrices associated with a weight function $w$ there is a kernel, expressible in terms of the polynomials orthogonal with respect to the weight function, which plays an important role. For…

solv-int · Physics 2015-06-26 Harold Widom

We introduce random matrix ensembles that correspond to the infinite families of irreducible Riemannian symmetric spaces of type I. In particular, we recover the Circular Orthogonal and Symplectic Ensembles of Dyson, and find other families…

Mathematical Physics · Physics 2007-05-23 Eduardo Duenez

Persymmetric Jacobi matrices are invariant under reflection with respect to the anti-diagonal. The associated orthogonal polynomials have distinctive properties that are discussed. They are found in particular to be also orthogonal on the…

Classical Analysis and ODEs · Mathematics 2017-02-15 Vincent X. Genest , Satoshi Tsujimoto , Luc Vinet , Alexei Zhedanov

Gaussian and Chiral Beta-Ensembles, which generalise well known orthogonal (Beta=1), unitary (Beta=2), and symplectic (Beta=4) ensembles of random Hermitian matrices, are considered. Averages are shown to satisfy duality relations like…

Mathematical Physics · Physics 2012-08-13 Patrick Desrosiers

Consider a semi-infinite skew-symmetric moment matrix, $m_{\iy}$ evolving according to the vector fields $\pl m / \pl t_k=\Lb^k m+m \Lb^{\top k} ,$ where $\Lb$ is the shift matrix. Then the skew-Borel decomposition $ m_{\iy}:= Q^{-1} J…

solv-int · Physics 2007-05-23 M. Adler , E. Horozov , P. van Moerbeke

The fermionic, bosonic and supersymmetric variants of the colour-flavour transformation are derived for the orthogonal group. These transformations are then used to calculate the ensemble averages of characteristic polynomials of real…

Mathematical Physics · Physics 2009-01-08 Yi Wei , Boris A. Khoruzhenko

We compute correlation functions of inverse powers and ratios of characteristic polynomials for random matrix models with complex eigenvalues. Compact expressions are given in terms of orthogonal polynomials in the complex plane as well as…

Mathematical Physics · Physics 2011-07-19 G. Akemann , A. Pottier

Unitary matrix integrals over symmetric polynomials play an important role in a wide variety of applications, including random matrix theory, gauge theory, number theory, and enumerative combinatorics. We derive novel results on such…

Statistical Mechanics · Physics 2023-03-09 Ward L. Vleeshouwers , Vladimir Gritsev

We describe Generalized Hermitian matrices ensemble sometimes called Chiral ensemble. We give global asymptotic of the density of eigenvalues or the statistical density. We will calculate a Laplace transform of such a density for finite…

Probability · Mathematics 2014-09-02 Mohamed Bouali

In this paper we provide generalisations of Pfaffian formulas for the degeneracy loci classes in the algebraic cobordism of symplectic/odd orthogonal Grassmann bundles.

Algebraic Geometry · Mathematics 2019-11-27 Thomas Hudson , Tomoo Matsumura

A superposition of a matrix ensemble refers to the ensemble constructed from two independent copies of the original, while a decimation refers to the formation of a new ensemble by observing only every second eigenvalue. In the cases of the…

Mathematical Physics · Physics 2007-05-23 Peter J. Forrester , Eric M. Rains

We consider the eigenvalues of symplectic elliptic Ginibre matrices which are known to form a Pfaffian point process whose correlation kernel can be expressed in terms of the skew-orthogonal Hermite polynomials. We derive the scaling limits…

Probability · Mathematics 2022-08-23 Sung-Soo Byun , Markus Ebke

This article is devoted to the investigation of semidirect products of groups of loops and groups of diffeomorphisms of finite and infinte dimensional real, complex and quaternion manifolds. Necessary statements about quaternion manifolds…

Algebraic Geometry · Mathematics 2010-03-16 S. V. Ludkovsky

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

Correlation function of complex eigenvalues of N by N random matrices drawn from non-Hermitean random matrix ensemble of symplectic symmetry is given in terms of a quaternion determinant. Spectral properties of Gaussian ensembles are…

Statistical Mechanics · Physics 2009-11-07 E. Kanzieper

Moments of secular and inverse secular coefficients, averaged over random matrices from classical groups, are related to the enumeration of non-negative matrices with prescribed row and column sums. Similar random matrix averages are…

Combinatorics · Mathematics 2007-05-23 Peter J. Forrester , Alex Gamburd

Recent developments [Kamenev and Mezard, cond-mat/9901110, cond-mat/9903001; Yurkevich and Lerner, cond-mat/9903025; Zirnbauer, cond-mat/9903338] have revived a discussion about applicability of the replica approach to description of…

Statistical Mechanics · Physics 2009-10-31 E. Kanzieper
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