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We discuss recently discovered links of the statistical models of normal random matrices to some important physical problems of pattern formation and to the quantum Hall effect. Specifically, the large $N$ limit of the normal matrix model…

We study a Hermitian matrix model with a quartic potential, modified by a curvature term $\mathrm{tr}(R\Phi^2)$, where $R$ is a fixed external matrix. Inspired by the truncated Heisenberg algebra formulation of the Grosse--Wulkenhaar model,…

In this article, a model of random hermitian matrices is considered, in which the measure $\exp(-S)$ contains a general U(N)-invariant potential and an external source term: $S=N\tr(V(M)+MA)$. The generalization of known determinant…

We propose a supplement matrix method for computing eigenvalues of a dual Hermitian matrix, and discuss its application in multi-agent formation control. Suppose we have a ring, which can be the real field, the complex field, or the…

It is shown that the PT symmetric Hamiltonian with the periodic potential V(x) = 4 cos^2 x + 4 i V_0 sin 2x can be mapped into a Hermitian Hamiltonian for $V_0<0.5$, by a similarity transformation. It is also shown that there exist a second…

We study the limiting eigenvalue distribution of $n\times n$ banded Toeplitz matrices as $n\to \infty$. From classical results of Schmidt-Spitzer and Hirschman it is known that the eigenvalues accumulate on a special curve in the complex…

We introduce the first random matrix model of a complex $\beta$-ensemble. The matrices are tridiagonal and can be thought of as the non-Hermitian analogue of the Hermite $\beta$-ensembles discovered by Dumitriu and Edelman (J. Math. Phys.,…

We review our recent results on pseudo-hermitian random matrix theory which were hitherto presented in various conferences and talks. (Detailed accounts of our work will appear soon in separate publications.) Following an introduction of…

For any central potential V in D dimensions, the angular Schroedinger equation remains the same and defines the so called hyperspherical harmonics. For non-central models, the situation is more complicated. We contemplate two examples in…

A non-Hermitian $N-$level quantum model with two free real parameters is proposed in which the bound-state energies are given as roots of an elementary trigonometric expression and in which they are, in a physical domain of parameters, all…

We present a set of conditions which, if satisfied, provide for a complete asymptotic analysis of random matrices with source term containing two distinct eigenvalues. These conditions are shown to be equivalent to the existence of a…

The double-layer potential plays an important role in solving boundary value problems for elliptic equations, and in the study of which for a certain equation, the properties of the fundamental solutions of the given equation are used. All…

We continue investigating spectral properties of a Hermitised random matrix product, which, contrary to previous product ensembles, allows for eigenvalues on the full real line. When a GUE matrix with an external source is involved, we…

We develop a supersymmetric field theoretical description of the Gaussian ensemble of the almost diagonal Hermitian Random Matrices. The matrices have independent random entries H_{ij} with parametrically small off-diagonal elements…

We propose an improved iterative scheme for calculating higher genus contributions to the multi-loop (or multi-point) correlators and the partition function of the hermitian one matrix model. We present explicit results up to genus two. We…

The most general $SU(2)\times U(1)_Y$-symmetric quartic potential with two Higgs doublets, subject to an only softly broken discrete symmetry $(\phi_1,\phi_2)\to(-\phi_1,\phi_2)$, is considered. At tree-level, analytic bounds on the…

We prove conditions for equality between the extreme eigenvalues of a matrix and its quotient. In particular, we give a lower bound on the largest singular value of a matrix and generalize a result of Finck and Grohmann about the largest…

We present a collection of matrix valued shape invariant potentials which give rise to new exactly solvable problems of SUSY quantum mechanics. It includes all irreducible matrix superpotentials of the generic form $W=kQ+\frac1k R+P$ where…

This paper explores the fundamental limits of a simple system, inspired by the intermittent Kalman filtering model, where the actuation direction is drawn uniformly from the unit hypersphere. The model allows us to focus on a fundamental…

The paper formulates a principal positions of non-Hermitian models with $\gamma_5$-mass extensions, which often be ignored in some investigations for this subject. In fact in this case Hamiltonians contain not only Hermitian masses $m_1$,…