Related papers: Random matrices and Riemann hypothesis
A known result in random matrix theory states the following: Given a random Wigner matrix $X$ which belongs to the Gaussian Orthogonal Ensemble (GOE), then such matrix $X$ has an invariant distribution under orthogonal conjugations. The…
This work is devoted to the study of Bessel and Riesz systems of the type $\big\{L_{\gamma}\mathsf{f}\big\}_{\gamma\in \Gamma}$ obtained from the action of the left regular representation $L_{\gamma}$ of a discrete non abelian group…
We show that the Riemannian Gaussian distributions on symmetric spaces, introduced in recent years, are of standard random matrix type. We exploit this to compute analytically marginals of the probability density functions. This can be done…
Attention has been brought to the possibility that statistical fluctuation properties of several complex spectra, or, well-known number sequences may display strong signatures that the Hamiltonian yielding them as eigenvalues is…
We review recent progress relating to the extreme value statistics of the characteristic polynomials of random matrices associated with the classical compact groups, and of the Riemann zeta-function and other $L$-functions, in the context…
In a recent article we have discussed the connections between averages of powers of Riemann's $\zeta$-function on the critical line, and averages of characteristic polynomials of random matrices. The result for random matrices was shown to…
It has been observed that the statistical distribution of the eigenvalues of random matrices possesses universal properties, independent of the probability law of the stochastic matrix. In this article we find the correlation functions of…
There is a natural homomorphism of Lie pseudoalgebras from local vector fields to local rotations on a Riemannian manifold. We address the question whether this homomorphism is unique and give a positive answer in the perturbative regime…
The theory of random matrices with eigenvalues distributed in the complex plane and more general "beta-ensembles" (logarithmic gases in 2D) is reviewed. The distribution and correlations of the eigenvalues are investigated in the large N…
We study Hermitian random matrix models with an external source matrix which has equispaced eigenvalues, and with an external field such that the limiting mean density of eigenvalues is supported on a single interval as the dimension tends…
We present a systematic construction of probes into the dynamics of isospectral ensembles of Hamiltonians by the notion of Isospectral twirling, expanding the scopes and methods of ref.[1]. The relevant ensembles of Hamiltonians are those…
Employing the currently discussed notion of pseudo-Hermiticity, we define a pseudo-unitary group. Further, we develop a random matrix theory which is invariant under such a group and call this ensemble of pseudo-Hermitian random matrices as…
The Bohigas--Giannoni--Schmit conjecture stating that the statistical spectral properties of systems which are chaotic in their classical limit coincide with random matrix theory is proved. For this purpose a new semiclassical field theory…
We consider $N\times N$ symmetric or hermitian random matrices with independent, identically distributed entries where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove…
Many models for chaotic systems consist of joining two integrable systems with incompatible constants of motion. The quantum counterparts of such models have a propagator which factorizes into two integrable parts. Each part can be…
These notes provide an introduction to the theory of random matrices. The central quantity studied is $\tau(a)= det(1-K)$ where $K$ is the integral operator with kernel $1/\pi} {\sin\pi(x-y)\over x-y} \chi_I(y)$. Here…
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…
We study a new Selberg-type integral with $n+m$ indeterminates, which turns out to be related to the deformed Calogero-Sutherland systems. We show that the integral satisfies a holonomic system of $n+m$ non-symmetric linear partial…
We consider the group formed by finite renormalizations as an infinite-dimensional Lie group. It is demonstrated that for the finite renormalization of the gauge coupling constant its generators $\hat L_n$ with $n\ge 1$ satisfy the…
To a planar algebra P in the sense of Jones we associate a natural non- commutative ring, which can be viewed as the ring of non-commutative polynomials in several indeterminates, invariant under a symmetry encoded by P. We show that this…