Related papers: Matricial model for the free multiplicative convol…
Let $\Gamma$ be a non-commutative free group on finitely many generators. In a previous work two of the authors have constructed the class of multiplicative representations of $\Gamma$ and proved them irreducible as representation of…
Recently, the supersymmetry method was extended from Gaussian ensembles to arbitrary unitarily invariant matrix ensembles by generalizing the Hubbard-Stratonovich transformation. Here, we complete this extension by including arbitrary…
In this paper the large $N$ limit of one hermitian matrix models coupled to an external matrix is considered. It is shown that in the large N limit the number of degrees of freedom are reduced to be order N even though it is order $N^{2}$…
We consider two different genus expansions of the free energy functions of Hermitian one-matrix models, one using fat graphs, one using ordinary graphs (thin graphs). Some structural results are first proved for the thin version of genus…
We study pairs $(A,B)$ of square matrices that are in additive (resp. multiplicative) finite free position, that is, the characteristic polynomial $\chi_{A+B}(x)$ (resp. $\chi_{AB}(x)$) equals the additive finite free convolution…
In this paper, we prove that in small parameter regions, arbitrary unitary matrix integrals converge in the large $N$ limit and match their formal expansion. Secondly we give a combinatorial model for our matrix integral asymptotics and…
We obtain the topological expansion of the hermitian matrix model using its representation as a CFT on a hyperelliptic Riemann surface. To each branch point of the Riemann surface we associate an operator which represents a twist field…
Different types of convolution operations involving large Vandermonde matrices are considered. The convolutions parallel those of large Gaussian matrices and additive and multiplicative free convolution. First additive and multiplicative…
In this paper we calculate, in the large N limit, the eigenvalue density of an infinite product of random unitary matrices, each of them generated by a random hermitian matrix. This is equivalent to solving unitary diffusion generated by a…
In a 1999 paper, Bercovici and Pata showed that a natural bijection between the classically, free and Boolean infinitely divisible measures held at the level of limit theorems of triangular arrays. This result was extended to include…
In this thesis generalizations of matrix and eigenvalue models involving supersymmetry are discussed. Following a brief review of the Hermitian one matrix model, the c=-2 matrix model is considered. Built from a matrix valued superfield…
Gaussian and Chiral Beta-Ensembles, which generalise well known orthogonal (Beta=1), unitary (Beta=2), and symplectic (Beta=4) ensembles of random Hermitian matrices, are considered. Averages are shown to satisfy duality relations like…
We propose a new class of models for random permutations, which we call log-linear models, by the analogy with log-linear models used in the analysis of contingency tables. As a special case, we study the family of all Luce-decomposable…
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…
The loop equation for the complex one-matrix model with a multi-cut structure is derived and solved in the planar limit. An iterative scheme for higher genus contributions to the free energy and the multi-loop correlators is presented for…
The asymptotic freeness of independent unitarily invariant $N\times N$ random matrices holds in expectation up to $O(N^{-2})$. An already known consequence is the infinitesimal freeness in expectation. We put in evidence another consequence…
Motivated by the asymptotic collective behavior of random and deterministic matrices, we propose an approximation (called "free deterministic equivalent") to quite general random matrix models, by replacing the matrices with operators…
We present examples and diagrams illustrating the proofs appearing in "Real second-order freeness and the asymptotic real second-order freeness of several real matrix models", to which this paper is meant to be an appendix. We show how…
We compute an the genus 1 correction to free energy of Hermitian two-matrix model in terms of theta-functions associated to spectral curve arising in large N limit. We discuss the relationship of this expression to isomonodromic…
The unitarily invariant probability measures on infinite Hermitian matrices have been classified by Pickrell, and by Olshanski and Vershik. This classification is equivalent to determining the boundary of a certain inhomogeneous Markov…