Related papers: Euclidean random matrices and their applications i…
This paper is a detailed account of the recent progress in understanding the statistical properties of complex eigenvalues of random non-Hermitian matrices reported earlier in our two short communications: Physics Letters A v.226, 46 (1997)…
Non-Hermitian disordered systems have emerged as a central arena in modern physics, with ramifications spanning condensed matter, quantum, statistical, and high energy contexts. The same principles also underlie phenomena beyond physics,…
The random matrix ensembles are applied to the quantum statistical two-dimensional systems of electrons. The quantum systems are studied using the finite dimensional real, complex and quaternion Hilbert spaces of the eigenfunctions. The…
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…
The classical random matrix theory is mostly focused on asymptotic spectral properties of random matrices as their dimensions grow to infinity. At the same time many recent applications from convex geometry to functional analysis to…
In this talk we go over several new developments regarding the techniques for a large class of non-hermitian matrix models with unitary randomness (complex random numbers). In particular, we discuss: (a) - A diagrammatic approach based on a…
Random orthogonal matrices play an important role in probability and statistics, arising in multivariate analysis, directional statistics, and models of physical systems, among other areas. Calculations involving random orthogonal matrices…
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 class of matrix models, formulated on a lattice. On each site are $N$ states with random energies governed by a Gaussian random matrix Hamiltonian. The states on different sites are coupled randomly. We calculate the density…
Random matrices now play a role in many parts of computational mathematics. To advance these applications, it is desirable to have tools that are flexible, easy to use, and powerful. Over the last 25 years, researchers have developed a…
In these lectures we discuss some elementary concepts in connection with the theory of symmetric spaces applied to ensembles of random matrices. We review how the relationship between random matrix theory and symmetric spaces can be used in…
We suggest that the spectral properties near zero virtuality of three dimensional QCD, follow from a Hermitean random matrix model. The exact spectral density is derived for this family of random matrix models both for even and odd number…
This is a brief survey of classical and recent results about the typical behavior of eigenvalues of large random matrices, written for mathematicians and others who study and use matrices but may not be accustomed to thinking about…
We investigate traces of powers of random matrices whose distributions are invariant under rotations (with respect to the Hilbert--Schmidt inner product) within a real-linear subspace of the space of $n\times n$ matrices. The matrices we…
Non-asymptotic theory of random matrices strives to investigate the spectral properties of random matrices, which are valid with high probability for matrices of a large fixed size. Results obtained in this framework find their applications…
In this paper we consider density matrices operator related to non-Hermitian Hamiltonians. In particular, we analyse two natural extensions of what is usually called a density matrix operator (DM), of pure states and of the entropy…
It is well known that the joint probability density of the eigenvalues of Gaussian ensembles of random matrices may be interpreted as a Coulomb gas. We review these classical results for hermitian and complex random matrices, with special…
Random matrix theory is a powerful way to describe universal correlations of eigenvalues of complex systems. It also may serve as a schematic model for disorder in quantum systems. In this review, we discuss both types of applications of…
In a recent paper the author proved a theorem to the effect that the matrix of normalized Euclidean distances on the set of specially distributed random points in the $n$-dimensional Euclidean space $\mathbb R^{n}$ with independent…
We consider a new class of non-Hermitian random matrices, namely the ones which have the form of sums of freely independent terms involving unitary matrices. To deal with them, we exploit the recently developed quaternion technique. After…