Related papers: Rotationally invariant ensembles of integrable mat…
We discuss some families of integrable and superintegrable systems in $n$-dimensional Euclidean space which are invariant to $m\geq n-2$ rotations. The integrable invariant Hamiltonian $H=\sum p_i^2+V(q)$ commutes with $n-2$ integrals of…
We present a systematic construction of probes into the dynamics of isospectral ensembles of Hamiltonians by the notion of Isospectral twirling, expanding the scopes and methods of ref.[1]. The relevant ensembles of Hamiltonians are those…
We characterize asymptotic collective behaviour of rectangular random matrices, the sizes of which tend to infinity at different rates: when embedded in a space of larger square matrices, independent rectangular random matrices are…
Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…
We consider the quantum inverse scattering method for several mixed integrable models based on the rational SU(N) R-matrix with general toroidal boundary conditions. This includes systems whose Hilbert spaces are invariant by the discrete…
Random matrix models based on an integral over supermatrices are proposed as a natural extension of bosonic matrix models. The subtle nature of superspace integration allows these models to have very different properties from the analogous…
Using the Generalized Maximium Entropy Principle based on the nonextensive q entropy a new family of random matrix ensembles is generated. This family unifies previous extensions of Random Matrix Theory and gives rise to an orthogonal…
In these notes we explain how the CFT description of random matrix models can be used to perform actual calculations. Our basic example is the hermitian matrix model, reformulated as a conformal invariant theory of free fermions. We give an…
We review elementary properties of random matrices and discuss widely used mathematical methods for both hermitian and nonhermitian random matrix ensembles. Applications to a wide range of physics problems are summarized. This paper…
A number of random matrix ensembles permitting exact determination of their eigenvalue and eigenvector statistics maintain this property under a rank $1$ perturbation. Considered in this review are the additive rank $1$ perturbation of the…
We investigate the product of $n$ complex non-Hermitian, independent random matrices, each of size $N\times N$ in the class of elliptic matrices, with independent identically distributed entries. The joint probability distribution of the…
This review covers recent results concerning the estimation of large covariance matrices using tools from Random Matrix Theory (RMT). We introduce several RMT methods and analytical techniques, such as the Replica formalism and Free…
This paper considers random (non-Hermitian) circulant matrices, and proves several results analogous to recent theorems on non-Hermitian random matrices with independent entries. In particular, the limiting spectral distribution of a random…
For the family of the orthogonal quantum matrix algebras we investigate the structure of their characteristic subalgebras -- special commutative subalgebras, which for the subfamily of the reflection equation algebras appear to be central.…
In this paper, we are concerned with the inversion of circulant matrices and their quantized tensor-train (QTT) structure. In particular, we show that the inverse of a complex circulant matrix $A$, generated by the first column of the form…
In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter $\theta>0$) by replacing the entries equal to one by…
It is shown that the matrix models which give non-perturbative definitions of string and M theory may be interpreted as non-local hidden variables theories in which the quantum observables are the eigenvalues of the matrices while their…
We introduce a new family of copula densities constructed from univariate distributions on $[0,1]$. Although our construction is structurally simple, the resulting family is versatile: it includes both smooth and irregular examples, and…
Classical random matrix ensembles were originally introduced in physics to approximate quantum many-particle nuclear interactions. However, there exists a plethora of quantum systems whose dynamics is explained in terms of few-particle…
Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…