Related papers: Rotationally invariant ensembles of integrable mat…
We study two types of random matrix ensembles that emerge when considering the same probability measure on partitions. One is the Meixner ensemble with a hard wall and the other are two families of unitary matrix models, with weight…
Embedded random matrix ensembles are generic models for describing statistical properties of finite isolated interacting quantum many-particle systems. For the simplest spinless systems, with say $m$ particles in $N$ single particle states…
Convenient parameterizations of matrices in terms of vectors transform (certain classes of) matrix equations into covariant (hence rotation-invariant) vector equations. Certain recently introduced such parameterizations are tersely…
Some tools and ideas are interchanged between random matrix theory and multivariate statistics. In the context of the random matrix theory, classes of spherical and generalised Wishart random matrix ensemble, containing as particular cases…
Symplectic invariants introduced in math-ph/0702045 can be computed for an arbitrary spectral curve. For some examples of spectral curves, those invariants can solve loop equations of matrix integrals, and many problems of enumerative…
Complex extension of quantum mechanics and the discovery of pseudo-unitarily invariant random matrix theory has set the stage for a number of applications of these concepts in physics. We briefly review the basic ideas and present…
An enumerative invariant theory in Algebraic Geometry, Differential Geometry, or Representation Theory, is the study of invariants which 'count' $\tau$-(semi)stable objects $E$ with fixed topological invariants $[E]=\alpha$ in some…
We axiomatize and study the matrices of type $H\in M_N(A)$, having unitary entries, $H_{ij}\in U(A)$, and whose rows and columns are subject to orthogonality type conditions. Here $A$ can be any $C^*$-algebra, for instance $A=\mathbb C$,…
The class of norm-dependent Random Matrix Ensembles is studied in the presence of an external field. The probability density in those ensembles depends on the trace of the squared random matrices, but is otherwise arbitrary. An exact…
Random Matrix Theory (RMT) has successfully modeled diverse systems, from energy levels of heavy nuclei to zeros of $L$-functions; this correspondence has allowed RMT to successfully predict many number theoretic behaviors. However there…
We show the density of eigenvalues for three classes of random matrix ensembles is determinantal. First we derive the density of eigenvalues of product of $k$ independent $n\times n$ matrices with i.i.d. complex Gaussian entries with a few…
A lattice model of critical dense polymers is solved exactly for arbitrary system size on the torus. More generally, an infinite family of lattice loop models is studied on the torus and related to the corresponding Fortuin-Kasteleyn random…
We propose new classes of random matrix ensembles whose statistical properties are intermediate between statistics of Wigner-Dyson random matrices and Poisson statistics. The construction is based on integrable N-body classical systems with…
The ensemble inter-relations to be considered are special features of classical cases, where the joint eigenvalue probability density can be computed explicitly. Attention will be focussed too on the consequences of these inter-relations,…
This thesis deals with the geometric and integrable aspects associated with random matrix models. Its purpose is to provide various applications of random matrix theory, from algebraic geometry to partial differential equations of…
We obtain a new inequality for arbitrary Hermitian matrices. We describe particular linear maps called the matrix portrait of arbitrary NxN matrices. The maps are obtained as analogs of partial tracing of density matrices of multipartite…
Small M-theories unify various models of a given family in the same way as the M-theory unifies a variety of superstring models. We consider this idea in application to the family of eigenvalue matrix models: their M-theory unifies various…
Consider an $n \times n$ non-Hermitian random matrix $M_n$ whose entries are independent real random variables. Under suitable conditions on the entries, we study the fluctuations of the entries of $f(M_n)$ as $n$ tends to infinity, where…
It is described how one comes to the Wigner-Dyson random matrix theory (RMT) starting from a model of a disordered metal. The lectures start with a historical introduction where basic ideas of the RMT and theory of disordered metals are…
We study a family of integrable systems of nonlinearly coupled harmonic oscillators on the classical and quantum levels. We show that the integrability of these systems follows from their symmetry characterized by algebras called here…