Related papers: Rotationally invariant ensembles of integrable mat…
Efficient methods for computing with matrices over finite fields often involve randomised algorithms, where matrices with a certain property are sought via repeated random selection. Complexity analyses for these algorithms require…
The paper discusses progress in understanding statistical properties of complex eigenvalues (and corresponding eigenvectors) of weakly non-unitary and non-Hermitian random matrices. Ensembles of this type emerge in various physical…
We generalize the supersymmetry method in Random Matrix Theory to arbitrary rotation invariant ensembles. Our exact approach further extends a previous contribution in which we constructed a supersymmetric representation for the class of…
Integrable theory is formulated for correlation functions of characteristic polynomials associated with invariant non-Gaussian ensembles of Hermitean random matrices. By embedding the correlation functions of interest into a more general…
Integrable differential identities, together with ensemble-specific initial conditions, provide an effective approach for the characterisation of relevant observables and state functions in random matrix theory. We develop this approach for…
Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…
We explore the conjectured duality between a class of large $N$ matrix integrals, known as multicritical matrix integrals (MMI), and the series $(2m-1,2)$ of non-unitary minimal models on a fluctuating background. We match the critical…
We introduce a family of rotationally invariant random matrix ensembles characterized by a parameter $\lambda$. While $\lambda=1$ corresponds to well-known critical ensembles, we show that $\lambda \ne 1$ describes "L\'evy like" ensembles,…
A sequence of random variables is exchangeable if its joint distribution is invariant under variable permutations. We introduce exchangeable variable models (EVMs) as a novel class of probabilistic models whose basic building blocks are…
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…
Since it was first applied to the study of nuclear interactions by Wigner and Dyson, almost 60 years ago, Random Matrix Theory (RMT) has developed into a field of its own within applied mathematics, and is now essential to many parts of…
We investigate the eigenvalues statistics of ensembles of normal random matrices when their order N tends to infinite. In the model the eigenvalues have uniform density within a region determined by a simple analytic polynomial curve. We…
One proves that each almost local-global semihereditary ring has the stacked basis property and is almost Bezout. If M is a finitely presented module, its torsion part tM is a direct sum of cyclic modules where the family of annhilators is…
First we survey generating function methods for obtaining useful probability estimates about random matrices in the finite classical groups. Then we describe a probabilistic picture of conjugacy classes which is coherent and beautiful.…
We construct an explicit family of modular iterated integrals which involves cusp forms. This leads to a new method of producing "invariant versions" of iterated integrals of modular forms. The construction will be based on an extension of…
Embedded random matrix ensembles are generic models for describing statistical properties of finite isolated quantum many-particle systems. For the simplest spinless fermion (or boson) systems with say $m$ fermions (or bosons) in $N$ single…
An integrable theory is developed for the perturbation equations engendered from small disturbances of solutions. It includes various integrable properties of the perturbation equations: hereditary recursion operators, master symmetries,…
Compared with co-prime integers, co-prime integer matrices are more challenging due to the non-commutativity. In this paper, we present a new family of pairwise co-prime integer matrices of any dimension and large size. These matrices are…
Recently, we have classified Hermitian random matrix ensembles that are invariant under the conjugate action of the unitary group and stable with respect to matrix addition. Apart from a scaling and a shift, the whole information of such an…
We formulate gaussian and circular random-matrix models representing a coupled system consisting of an absorbing and an amplifying resonator, which are mutually related by a generalized time-reversal symmetry. Motivated by optical…