Related papers: On the Efetov-Wegner terms by diagonalizing a Herm…
Pseudo-hermitian matrices are matrices hermitian with respect to an indefinite metric. They can be thought of as the truncation of pseudo-hermitian operators, defined over some Krein space, together with the associated metric, to a finite…
The two-dimensional Radon transform of the Wigner quasiprobability is introduced in canonical form and the functions playing a role in its inversion are discussed. The transformation properties of this Radon transform with respect to…
We consider $N\times N$ random matrices of the form $H = W + V$ where $W$ is a real symmetric Wigner matrix and $V$ a random or deterministic, real, diagonal matrix whose entries are independent of $W$. We assume subexponential decay for…
The Wigner-Dyson-Gaudin-Mehta conjecture asserts that the local eigenvalue statistics of large real and complex Hermitian matrices with independent, identically distributed entries are universal in a sense that they depend only on the…
We study random-matrix ensembles with a non-Gaussian probability distribution $P(H) \sim \exp (-N {\rm tr }\, V(H))$ where $N$ is the dimension of the matrix $H$ and $V(H)$ is independent of $N$. Using Efetov's supersymmetry formalism, we…
In the present work we show that the joint probability distribution of the eigenvalues can be expressed in terms of a differential operator acting on the distribution of some other matrix quantities. Those quantities might be the diagonal…
Complex extension of quantum mechanics and the discovery of pseudo-unitarily invariant random matrix theory has set the stage for a number of applications of these concepts in physics. We briefly review the basic ideas and present…
In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter $\theta>0$) by replacing the entries equal to one by…
The Humbert-Bessel are multi-index functions with various applications in electromagnetism. New families of functions sharing some similarities with Bessel functions are often introduced in the mathematical literature, but at a closer…
We study S-matrix correlations for random matrix ensembles with a Hamiltonian which is the sum of a given deterministic part and of a random matrix with a Gaussian probability distribution. Using Efetov's supersymmetry formalism, we show…
A non-Hermitean extension of paradigmatic Wishart random matrices is introduced to set up a theoretical framework for statistical analysis of (real, complex and real quaternion) stochastic time series representing two "remote" complex…
There is a unique unitarily-invariant ensemble of $N\times N$ Hermitian matrices with a fixed set of real eigenvalues $a_1 > \dots > a_N$. The joint eigenvalue distribution of the $(N - 1)$ top-left principal submatrices of a random matrix…
The supersymmetry method pioneered by Wegner and Efetov (1979-1983) is reviewed for the case of Hermitian band random matrices, with special attention given to the original method of Schaefer and Wegner and a recent variant due to Fyodorov.…
We present a prescription for forming matrices with specified eigenvalues and known eigenvectors. With this method, we can form Hermitian, anti-Hermitian, symmetric and general matrices with arbitrary eigenvalues. In addition we propose an…
In this text, based on elementary computations, we provide a perturbative expansion of the coordinates of the eigenvectors of a Hermitian matrix of large size perturbed by a random matrix with small operator norm whose entries in the…
We develop a theory for the eigenvalue density of arbitrary non-Hermitian Euclidean matrices. Closed equations for the resolvent and the eigenvector correlator are derived. The theory is applied to the random Green's matrix relevant to wave…
In the past we have considered Gaussian random matrix ensembles in the presence of an external matrix source. The reason was that it allowed, through an appropriate tuning of the eigenvalues of the source, to obtain results on non-trivial…
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 this paper, we study Hermitian quaternion Toeplitz matrices generated by quaternion-valued functions. We show that such generating function must be the sum of a real-valued function and an odd function with imaginary component. This…
Following the works by Wiegmann-Zabrodin, Elbau-Felder, Hedenmalm-Makarov, and others, we consider the normal matrix model with an arbitrary potential function, and explain how the problem of finding the support domain for the asymptotic…