Related papers: Cauchy-Laguerre two-matrix model and the Meijer-G …
The paper contains two main parts: in the first part, we analyze the general case of $p\geq 2$ matrices coupled in a chain subject to Cauchy interaction. Similarly to the Itzykson-Zuber interaction model, the eigenvalues of the Cauchy chain…
Akemann, Ipsen and Kieburg recently showed that the squared singular values of products of M rectangular random matrices with independent complex Gaussian entries are distributed according to a determinantal point process with a correlation…
We propose a new approach to construct the eigenvalue expansion in a weighted Hilbert space of the solution to the Cauchy problem associated to Gauss-Laguerre invariant Markov semigroups that we introduce. Their generators turn out to be…
The Chiral Random Matrix Model or the Gaussian Penner Model (generalized Laguerre ensemble) is re-examined in the light of the results which have been found in double well matrix models [D97,BD99] and subtleties discovered in the single…
We study the singular values of the product of two coupled rectangular random matrices as a determinantal point process. Each of the two factors is given by a parameter dependent linear combination of two independent, complex Gaussian…
We consider the singular value statistics of products of independent random matrices. In particular we compute the corresponding averages of products of characteristic polynomials. To this aim we apply the projection formula recently…
It has been shown recently [10] that Cauchy transforms of orthogonal polynomials appear naturally in general correlation functions containing ratios of characteristic polynomials of random NxN Hermitian matrices. Our main goal is to…
The Bures metric and the associated Bures-Hall measure is arguably the best choice for studying the spectrum of the quantum mechanical density matrix with no apriori knowledge of the system. We investigate the probability of a gap in the…
In this article, we study microscopic properties of a two-dimensional eigenvalue ensemble near a conical singularity arising from insertion of a point charge in the bulk of the support of eigenvalues. In particular, we characterize all…
One object of interest in random matrix theory is a family of point ensembles (random point configurations) related to various systems of classical orthogonal polynomials. The paper deals with a one--parametric deformation of these…
This is a continuation of our earlier paper on the universality of the eigenvalues of Wigner random matrices. The main new results of this paper are an extension of the results in that paper from the bulk of the spectrum up to the edge. In…
We study the singular values of certain triangular random matrices. When their elements are i.i.d. standard complex Gaussian random variables, the squares of the singular values form a biorthogonal ensemble, and with an appropriate change…
The product of M complex random Gaussian matrices of size N has recently been studied by Akemann, Kieburg and Wei. They showed that, for fixed M and N, the joint probability distribution for the squared singular values of the product matrix…
We compute the multiplicative constant in the large gap asymptotics of the Meijer-G point process. This point process generalizes the Bessel point process and appears at the hard edge of Cauchy--Laguerre multi-matrix models and of certain…
Consider the product of $M$ quadratic random matrices with complex elements and no further symmetry, where all matrix elements of each factor have a Gaussian distribution. This generalises the classical Wishart-Laguerre Gaussian Unitary…
We prove that in the limit of large dimension, the distribution of the logarithm of the characteristic polynomial of a generalized Wigner matrix converges to a log-correlated field. In particular, this shows that the limiting joint…
Strongly non-Gaussian ensembles of large random matrices possessing unitary symmetry and logarithmic level repulsion are studied both in presence and absence of hard edge in their energy spectra. Employing a theory of polynomials orthogonal…
We develop the study of a particular class of biorthogonal measures, encompassing at the same time several random matrix models and partition functions of polymers. This general framework allows us to characterize the partition functions of…
Using large $N$ arguments, we propose a scheme for calculating the two-point eigenvector correlation function for non-normal random matrices in the large $N$ limit. The setting generalizes the quaternionic extension of free probability to…
The aim of this paper is to give a precise asymptotic description of some eigenvalue statistics stemming from random matrix theory. More precisely, we consider random determinants of the GUE, Laguerre, Uniform Gram and Jacobi beta ensembles…