Related papers: Eigenvalue Distributions in Matrix Models for Cher…
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…
We consider the empirical eigenvalue distribution of an $m\times m$ principle submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. Earlier work of Petz and R\'effy identified the limiting spectral measure…
Given a collection $\{\lambda_1, \dots, \lambda_n\} $ of real numbers, there is a canonical probability distribution on the set of real symmetric or complex Hermitian matrices with eigenvalues $\lambda_1,\ldots,\lambda_n$. In this paper, we…
We derive efficient recursive formulas giving the exact distribution of the largest eigenvalue for finite dimensional real Wishart matrices and for the Gaussian Orthogonal Ensemble (GOE). In comparing the exact distribution with the…
We extend the method of rescaled Ward identities of Ameur-Kang-Makarov to study the distribution of eigenvalues close to a bulk singularity, i.e. a point in the interior of the droplet where the density of the classical equilibrium measure…
We consider N=3 supersymmetric Chern-Simons (CS) theories that contain product U(N) gauge groups and bifundamental matter fields. Using the matrix model of Kapustin, Willett and Yaakov, we examine the Euclidean partition function of these…
We consider large Hermitian matrices whose entries are defined by evaluating the exponential function along orbits of the skew-shift $\binom{j}{2} \omega+jy+x \mod 1$ for irrational $\omega$. We prove that the eigenvalue distribution of…
In this article, we study high-dimensional behavior of empirical spectral distributions $\{L_N(t), t\in[0,T]\}$ for a class of $N\times N$ symmetric/Hermitian random matrices, whose entries are generated from the solution of stochastic…
In this paper, we give estimates for both upper and lower bounds of eigenvalues of a simple matrix. The estimates are shaper than the known results.
These notes provide an introduction to the local semicircle law from random matrix theory, as well as some of its applications. We focus on Wigner matrices, Hermitian random matrices with independent upper-triangular entries with zero…
Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…
Complex Hermitian random matrices with a unitary symmetry can be distinguished by a weight function. When this is even, it is a known result that the distribution of the singular values can be decomposed as the superposition of two…
For ${\cal N}=2^*$ theory with $U(N)$ gauge group we evaluate expectation values of Wilson loops in representations described by a rectangular Young tableau with $n$ rows and $k$ columns. The evaluation reduces to a two-matrix model and we…
Neural networks have been used successfully in a variety of fields, which has led to a great deal of interest in developing a theoretical understanding of how they store the information needed to perform a particular task. We study the…
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…
It is now believed that the limiting distribution function of the largest eigenvalue in the three classic random matrix models GOE, GUE and GSE describe new universal limit laws for a wide variety of processes arising in mathematical…
We study probability distributions of eigenvalues of Hermitian and non-Hermitian Euclidean random matrices that are typically encountered in the problems of wave propagation in random media.
The localization formula of Chern-Simons quiver gauge theory on $S^3$ nicely reproduces the geometric data such as volume of Sasaki-Einstein manifolds in the large-$N$ limit, at least for vector-like models. The validity of chiral-like…
This paper uses an incremental matrix expansion approach to derive asymptotic eigenvalue distributions (a.e.d.'s) of sums and products of large random matrices. We show that the result can be derived directly as a consequence of two common…
The eigenvalue distribution of the sum of two large Hermitian matrices, when one of them is conjugated by a Haar distributed unitary matrix, is asymptotically given by the free convolution of their spectral distributions. We prove that this…