Related papers: Random Matrices with Merging Singularities and the…
This paper develops a deeper understanding of the structure and combinatorial significance of the partition function for Hermitian random matrices. The coefficients of the large N expansion of the logarithm of this partition function,also…
In this paper, we are concerned with the following noncommutative Painlev\'{e} II equation \begin{equation*} \mathbf{D}^2 \beta_1 = 4\mathbf{s} \beta_1 +4 \beta_1 \mathbf{s} +8 \beta_1^3, \end{equation*} where $\beta_1=\beta_1(\vec{s})$ is…
The Painleve-IV equation has three families of rational solutions generated by the generalized Hermite polynomials. Each family is indexed by two positive integers m and n. These functions have applications to nonlinear wave equations,…
We study the asymptotic behaviour of orthogonal polynomials in the complex plane that are associated to a certain normal matrix model. The model depends on a parameter and the asymptotic distribution of the eigenvalues undergoes a…
After reviewing the Hermitian one matrix model, we will give a brief introduction to the Hermitian two matrix model and present a summary of some recent results on the asymptotic behavior of the two matrix model with a quartic potential. In…
This paper is concerned with certain connections between the ensemble of n x n unitary matrices -- specifically the characteristic function of the random variable tr(U) -- and combinatorics -- specifically Ulam's problem concerning the…
The paper is concerned with the asymptotic behavior of the correlation functions of the characteristic polynomials of non-Hermitian random matrices with independent entries. It is shown that the correlation functions behave like that for…
We study asymptotic behavior for determinants of $n\times n$ Toeplitz matrices corresponding to symbols with two Fisher-Hartwig singularities at the distance $2t\ge0$ from each other on the unit circle. We obtain large $n$ asymptotics which…
We study the partition function from random matrix theory using a well known connection to orthogonal polynomials, and a recently developed Riemann-Hilbert approach to the computation of detailed asymptotics for these orthogonal…
We give a summary of the results from Parts I-V (math.RT/9804086, math.RT/9804087, math.RT/9804088, math.RT/9810013, math.RT/9810014). Our work originated from harmonic analysis on the infinite symmetric group. The problem of spectral…
We study invariant random matrix ensembles \begin{equation*} \mathbb{P}_n(d M)=Z_n^{-1}\exp(-n\,tr(V(M)))\,d M \end{equation*} defined on complex Hermitian matrices $M$ of size $n\times n$, where $V$ is real analytic such that the…
We study piecewise polynomial functions $\gamma_k(c)$ that appear in the asymptotics of averages of the divisor sum in short intervals. Specifically, we express these polynomials as the inverse Fourier transform of a Hankel determinant that…
We investigate the asymptotic behaviour of the second-order correlation function of the characteristic polynomial of a Hermitian Wigner matrix at the edge of the spectrum. We show that the suitably rescaled second-order correlation function…
In this paper, we study the singularly perturbed Gaussian unitary ensembles defined by the measure \begin{equation*} \frac{1}{C_n} e^{- n\textrm{tr}\, V(M;\lambda,\vec{t}\;)}dM, \end{equation*} over the space of $n \times n$ Hermitian…
Correlation functions involving products and ratios of half-integer powers of characteristic polynomials of random matrices from the Gaussian Orthogonal Ensemble (GOE) frequently arise in applications of Random Matrix Theory (RMT) to…
We consider ensembles of real symmetric band matrices with entries drawn from an infinite sequence of exchangeable random variables, as far as the symmetry of the matrices permits. In general the entries of the upper triangular parts of…
We prove a number of results concerning the large $N$ asymptotics of the free energy of a random matrix model with a polynomial potential $V(z)$. Our approach is based on a deformation $\tau_tV(z)$ of $V(z)$ to $z^2$, $0\le t<\infty$ and on…
In these lecture notes we present some connections between random matrices, the asymmetric exclusion process, random tilings. These three apparently unrelated objects have (sometimes) a similar mathematical structure, an interlacing…
We study the asymptotic behavior of a special smooth solution y(x,t) to the second member of the Painleve I hierarchy. This solution arises in random matrix theory and in the study of Hamiltonian perturbations of hyperbolic equations. The…
We consider the problem of computation of the correlation functions for the z-measures with the deformation (Jack) parameters 2 or 1/2. Such measures on partitions are originated from the representation theory of the infinite symmetric…