Related papers: Universal shocks in the Wishart random-matrix ense…
The spontaneous symmetry breaking associated to the tearing of a random surface, where large dynamical holes fill the surface, was recently analized obtaining a non-universal critical exponent on a border phase. Here the issue of…
The application of random matrix theory to scattering requires introduction of system-specific information. This paper shows that the average impedance matrix, which characterizes such system-specific properties, can be semiclassically…
We consider high-dimensional Wishart matrices $d^{-1}\mathcal{X}_{n,d}\mathcal{X}_{n,d}^T$, associated with a rectangular random matrix $\mathcal{X}_{n,d}$ of size $n\times d$ whose entries are jointly Gaussian and correlated. Even if we…
Based on a student research project this article gives a short review on Wishart processes. A Wishart procces is a matrix valued continuous time stochastic process with a marginal Wishart distribution. The Wishart distribution is a matrix…
Random-matrix theory is used to study the mesoscopic fluctuations of the excitation gap in a metal grain or quantum dot induced by the proximity to a superconductor. We propose that the probability distribution of the gap is a universal…
Universality of eigenvalue spacings is one of the basic characteristics of random matrices. We give the precise meaning of universality and discuss the standard universality classes (sine, Airy, Bessel) and their appearance in unitary,…
We demonstrate the convergence of the characteristic polynomial of several random matrix ensembles to a limiting universal function, at the microscopic scale. The random matrix ensembles we treat are classical compact groups and the…
We give a constructive proof for the superbosonization formula for invariant random matrix ensembles, which is the supersymmetry analog of the theory of Wishart matrices. Formulas are given for unitary, orthogonal and symplectic symmetry,…
The one-dimensional piston shock problem is a classical result of shock wave theory. In this work, the analogous dispersive shock wave (DSW) problem for a dispersive fluid described by the nonlinear Schr\"odinger equation is analyzed.…
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…
These lecture notes provide a comprehensive, self-contained introduction to the analysis of Wishart matrix moments. This study may act as an introduction to some particular aspects of random matrix theory, or as a self-contained exposition…
We establish the universal edge scaling limit of random partitions with the infinite-parameter distribution called the Schur measure. We explore the asymptotic behavior of the wave function, which is a building block of the corresponding…
Recent theoretical studies have predicted the existence of caustics in many-body quantum dynamics, where they manifest as extended regions of enhanced probability density that obey temporal and spatial scaling relations. Focusing on the…
Polymer adsorption on fractally rough walls of varying dimensionality is studied by renormalization group methods on hierarchical lattices. Exact results are obtained for deterministic walls. The adsorption transition is found continuous…
We investigate the asymptotic behavior of the empirical eigenvalues distribution of the partial transpose of a random quantum state. The limiting distribution was previously investigated via Wishart random matrices indirectly (by…
Spectral correlations in unitary invariant, non-Gaussian ensembles of large random matrices possessing an eigenvalue gap are studied within the framework of the orthogonal polynomial technique. Both local and global characteristics of…
We study the behavior of a real $p$-dimensional Wishart random matrix with $n$ degrees of freedom when $n,p\rightarrow\infty$ but $p/n\rightarrow 0$. We establish the existence of phase transitions when $p$ grows at the order…
We prove that for Gaussian random normal matrices the correlation function has universal behavior. Using the technique of orthogonal polynomials and identities similar to the Christoffel-Darboux formula, we find that in the limit, as the…
The Assouad dimension of a metric space determines its extremal scaling properties. The derived notion of the Assouad spectrum fixes relative scales by a scaling function to obtain interpolation behaviour between the quasi-Assouad and…
In this work, we consider the weighted difference of two independent complex Wishart matrices and derive the joint probability density function of the corresponding eigenvalues in a finite-dimension scenario using two distinct approaches.…