Related papers: Duality and integrability of supermatrix model wit…
Starting from the expression for the superdeterminant of (xI-M), where M is an arbitrary supermatrix, we propose a definition for the corresponding characteristic polynomial and we prove that each supermatrix satisfies its characteristic…
There are several methods to treat ensembles of random matrices in symmetric spaces, circular matrices, chiral matrices and others. Orthogonal polynomials and the supersymmetry method are particular powerful techniques. Here, we present a…
A hermitian matrix can be parametrized by a set consisting of its determinant and the eigenvalues of its submatrices. We established a group of equations which connect these variables with the mixing parameters of diagonalization. These…
We continue investigating the superintegrability property of matrix models, i.e. factorization of the matrix model averages of characters. This paper focuses on the Gaussian Hermitian example, where the role of characters is played by the…
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…
We continue investigating spectral properties of a Hermitised random matrix product, which, contrary to previous product ensembles, allows for eigenvalues on the full real line. When a GUE matrix with an external source is involved, we…
The exactly solvable four-vertex model with the fixed boundary conditions in the presence of inhomogeneous linearly growing external field is considered. The partition function of the model is calculated and represented in the determinantal…
We discuss the supersymmetric formulation of the nonhermitian $\beta = 2$ random matrix partition function with one bosonic flavor. This partition function is regularized by adding one conjugate boson and fermion each. A supersymmetric…
We propose a supplement matrix method for computing eigenvalues of a dual Hermitian matrix, and discuss its application in multi-agent formation control. Suppose we have a ring, which can be the real field, the complex field, or the…
Spectral functions of symmetric matrices -- those depending on matrices only through their eigenvalues -- appear often in optimization. A cornerstone variational analytic tool for studying such functions is a formula relating their…
Exact microscopic spectral correlation functions are derived by means of the replica limit of the Toda lattice equation. We consider both Hermitian and non-Hermitian theories in the Wigner-Dyson universality class (class A) and in the…
We find examples of duality among quantum theories that are related to arithmetic functions by identifying distinct Hamiltonians that have identical partition functions at suitably related coupling constants or temperatures. We are led to…
We derive the solvability conditions and a formula of a general solution to a Sylvester-type matrix equation over Hamilton quaternions. As an application, we investigate the necessary and sufficient conditions for the solvability of the…
In this note we provide proofs of various expressions for expectation values of symmetric polynomials in $\beta$-deformed eigenvalue models with quadratic, linear, and logarithmic potentials. The relations we derive are also referred to as…
In the present work we show that the joint probability distribution of the eigenvalues can be expressed in terms of a differential operator acting on the distribution of some other matrix quantities. Those quantities might be the diagonal…
Explicit expressions are proven for derivatives of the ratio of a determinant or Pfaffian determinant and a Vandermonde determinant. Such ratios appear for example in general group integrals of Harish-Chandra--Itzykson--Zuber type and in…
For one-matrix models with polynomial potentials, the explicit relationship between the partition function and the isomonodromic tau function for the 2x2 polynomial differential systems satisfied by the associated orthogonal polynomials is…
In this paper we present a far-reaching generalization of E. Vessiot's analysis of the Darboux integrable partial differential equations in one dependent and two independent variables. Our approach provides new insights into this classical…
We investigate spectral conditions on Hermitian matrices of roots of unity. Our main results are conjecturally sharp upper bounds on the number of residue classes of the characteristic polynomial of such matrices modulo ideals generated by…
In this paper we prove that the partition function in the random matrix model with external source is a KP $\tau$ function.