Related papers: Correlation kernels for sums and products of rando…
For coupled-channel resonance scattering we derive a model with a closed form solution for the $T$-matrix that satisfies unitarity and analyticity. The two-channel case is handled explicitly for an arbitrary number of resonances. The method…
Horn's problem, i.e., the study of the eigenvalues of the sum $C=A+B$ of two matrices, given the spectrum of $A$ and of $B$, is re-examined, comparing the case of real symmetric, complex Hermitian and self-dual quaternionic $3\times 3$…
We compute the correlation functions mixing the powers of two non-commuting random matrices within the same trace. The angular part of the integration was partially known in the literature: we pursue the calculation and carry out the…
We describe Generalized Hermitian matrices ensemble sometimes called Chiral ensemble. We give global asymptotic of the density of eigenvalues or the statistical density. We will calculate a Laplace transform of such a density for finite…
The statistical distribution of eigenvalues of pairs of coupled random matrices can be expressed in terms of integral kernels having a generalized Christoffel--Darboux form constructed from sequences of biorthogonal polynomials. For…
Perturbation Theory to Large Scale Structure Cosmology proposes corrections to the linearly evolved density contrast and velocity in terms of a series development in which all terms are integrals of powers of the linear density contrast…
We study the induced spherical ensemble of non-Hermitian matrices with real quaternion entries (considering each quaternion as a $2\times 2$ complex matrix). We define the ensemble by the matrix probability distribution function that is…
General analytical expressions for Double Quantum Nuclear Magnetic Resonance (NMR) kinetic curves of many-spin I=1/2 systems are derived with an accuracy of the second cumulant approximation. The expressions obtained exactly describe the…
We show that many integrals containing products of confluent hypergeometric functions follow directly from one single integral that has a very simple formula in terms of Appell's double series F_2. We present some techniques for computing…
We obtain explicit double-contour representations for the correlation kernels of the discrete orthogonal ($\beta=1$) and symplectic ($\beta=4$) random matrix ensembles with Meixner, Charlier, and Krawtchouk weights. A single…
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…
Representation theory and the theory of symmetric functions have played a central role in Random Matrix Theory in the computation of quantities such as joint moments of traces and joint moments of characteristic polynomials of matrices…
Some properties that nominally involve the eigenvalues of Gaussian Unitary Ensemble (GUE) can instead be phrased in terms of singular values. By discarding the signs of the eigenvalues, we gain access to a surprising decomposition: the…
We study the normal matrix model, also known as the two-dimensional one-component plasma at a specific temperature, with merging singularity. As the number $n$ of particles tends to infinity we obtain the limiting local correlation kernel…
We consider the sample covariance matrices of large data matrices which have i.i.d. complex matrix entries and which are non-square in the sense that the difference between the number of rows and the number of columns tends to infinity. We…
Associated to two given sequences of eigenvalues $\lambda_1 \geq \dots \geq \lambda_n$ and $\mu_1 \geq \dots \geq \mu_n$ is a natural polytope, the polytope of augmented hives with the specified boundary data, which is associated to sums of…
The article introduces an elementary cost and storage reduction method for spectral clustering and principal component analysis. The method consists in randomly "puncturing" both the data matrix $X\in\mathbb{C}^{p\times n}$ (or…
Wishart correlation matrices are the standard model for the statistical analysis of time series. The ensemble averaged eigenvalue density is of considerable practical and theoretical interest. For complex time series and correlation…
Consider the $n\times n$ matrix $X_n=A_n+H_n$, where $A_n$ is a $n\times n$ matrix (either deterministic or random) and $H_n$ is a $n\times n$ matrix independent from $A_n$ drawn from complex Ginibre ensemble. We study the limiting…
We study the effect of highly oscillatory potentials to the eigenvalues of a random matrix. Consider the circular unitary ensembles with an external potential which is periodic with the period comparable to the average spacing of the…