Related papers: On the singular sector of the Hermitian random mat…
We consider two non-Gaussian ensembles of large Hermitian random matrices with strong level confinement and show that near the soft edge of the spectrum both scaled density of states and eigenvalue correlations follow so-called Airy laws…
We study n by n symmetric random matrices H, possibly discrete, with iid above-diagonal entries. We show that H is singular with probability at most exp(-n^c), and the spectral norm of the inverse of H is O(sqrt{n}). Furthermore, the…
A non-Hermitean random matrix model proposed a few years ago has a remarkably intricate spectrum. Various attempts have been made to understand the spectrum, but even its dimension is not known. Using the Dyson-Schmidt equation, we show…
The $N$ vertices of a quantum random graph are each a circle independently punctured at Poisson points of arrivals, with parallel connections derived through for each pair of these punctured circles by yet another independent Poisson…
We consider inhomogeneous percolation on a hierarchical configuration model with a heavy-tailed degree distribution. This graph is the configuration model where all the half-edges are colored either black or white, and edges are formed by…
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…
The first part of this work consists of a study of the ODE/IM correspondence for simply-laced affine Toda field theories. It is a first step towards a full generalisation of the results of Lukyanov and Zamolodchikov on $\hat{\mathfrak a}_1$…
We present a new class of hermitian one-matrix models originated in the W-infinity algebra: more precisely, the polynomials defining the W-infinity generators in their fermionic bilinear form are shown to expand the orthogonal basis of a…
This thesis deals with the geometric and integrable aspects associated with random matrix models. Its purpose is to provide various applications of random matrix theory, from algebraic geometry to partial differential equations of…
We discuss the structure of shock singularities of the Burgers-Hopf hierarchy. It is shown that the set of singular solutions defines a stratification of the affine space of the flow parameters in the hierarchy. The stratification is…
The subject of this paper is a connection between d-orthogonal polynomials and the Toda lattice hierarchy. In more details we consider some polynomial systems similar to Hermite polynomials, but satisfying $d+2$-term recurrence relation, $d…
A quantum $n$-particle model consisting of an open $q$-difference Toda chain with two-sided boundary interactions is placed on a finite integer lattice. The spectrum and eigenbasis are computed by establishing the equivalence with a…
In the current work we are concerned with sequences of graphs having a grid geometry, with a uniform local structure in a bounded domain $\Omega\subset {\mathbb R}^d$, $d\ge 1$. When $\Omega=[0,1]$, such graphs include the standard Toeplitz…
In our work we study non-variational, nonlinear singularly perturbed elliptic models enjoying a double degeneracy character with prescribed boundary value in a domain. In such a scenario, we establish the existence of solutions. We also…
Recently discovered exact integrability of zero-dimensional replica field theories [E. Kanzieper, Phys. Rev. Lett. 89, 250201 (2002)] is examined in the context of Ginibre Unitary Ensemble of non-Hermitean random matrices (GinUE). In…
We study a family of directed random graphs whose arcs are sampled independently of each other, and are present in the graph with a probability that depends on the attributes of the vertices involved. In particular, this family of models…
The $s$-point correlation function of a Gaussian Hermitian random matrix theory, with an external source tuned to generate a multi-critical singularity, provides the intersection numbers of the moduli space for the $p$-th spin curves…
We present a hermitian matrix chain representation of the general solution of the Hirota bilinear difference equation of three variables. In the large N limit this matrix model provides some explicit particular solutions of continuous…
The Toda lattice is a model of nonlinear wave equations allowing exact soliton solutions. It is realized by an electric circuit made of a transmission line with variable capacitance diodes and inductors. It has been generalized to the…
In this note we will discuss a potentially interesting extension of some recent results on primitive solutions to completely integrable partial differential equations. We will discuss a family distributions that are holomorphic on the…