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Kontsevitch's work on Airy matrix integrals has led to explicit results for the intersection numbers of the moduli space of curves. In a subsequent work Okounkov rederived these results from the edge behavior of a Gaussian matrix integral.…

Mathematical Physics · Physics 2009-11-13 E. Brezin , S. Hikami

We consider a Gaussian random matrix theory in the presence of an external matrix source. This matrix model, after duality (a simple version of the closed/open string duality), yields a generalized Kontsevich model through an appropriate…

High Energy Physics - Theory · Physics 2009-06-10 E. Brezin , S. Hikami

Kontsevich's work on Airy matrix integrals has led to explicit results for the intersection numbers of the moduli space of curves. In this article we show that a duality between k-point functions on $N\times N$ matrices and N-point…

High Energy Physics - Theory · Physics 2008-11-26 E. Brezin , S. Hikami

Random Matrix Theory is a powerful tool in applied mathematics. Three canonical models of random matrix distributions are the Gaussian Orthogonal, Unitary and Symplectic Ensembles. For matrix ensembles defined on k-fold tensor products of…

Mathematical Physics · Physics 2024-05-06 Michael Brodskiy , Owen L. Howell

A generalization of the Kontsevich Airy-model allows one to compute the intersection numbers of the moduli space of p-spin curves. These models are deduced from averages of characteristic polynomials over Gaussian ensembles of random…

High Energy Physics - Theory · Physics 2009-05-01 E. Brezin , S. Hikami

Random Hermitian matrices are used to model complex systems without time-reversal invariance. Adding an external source to the model can have the effect of shifting some of the matrix eigenvalues, which corresponds to shifting some of the…

Mathematical Physics · Physics 2015-05-20 Marco Bertola , Robert Buckingham , Seung-Yeop Lee , Virgil U. Pierce

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…

High Energy Physics - Theory · Physics 2015-06-26 Scott A. Yost

Recently, the supersymmetry method was extended from Gaussian ensembles to arbitrary unitarily invariant matrix ensembles by generalizing the Hubbard-Stratonovich transformation. Here, we complete this extension by including arbitrary…

Mathematical Physics · Physics 2009-06-17 Mario Kieburg , Johan Grönqvist , Thomas Guhr

In a previous paper, we introduced a new interpretation of matrix models, in which any d-dimensional curved space can be realized in terms of d matrices, and the diffeomorphism and the local Lorentz symmetries are included in the ordinary…

High Energy Physics - Theory · Physics 2008-11-26 Masanori Hanada , Hikaru Kawai , Yusuke Kimura

The leading correction to the smoothed connected energy density-density correlation function is obtained for the large energy difference, within the context of the Gaussian Random Matrix Theory. In order to achieve this result, the…

Condensed Matter · Physics 2015-06-25 Vladan Lucic

We have discussed earlier the correlation functions of the random variables $\det(\la-X)$ in which $X$ is a random matrix. In particular the moments of the distribution of these random variables are universal functions, when measured in the…

Mathematical Physics · Physics 2009-10-31 E. Brezin , S. Hikami

There are several methods to treat ensembles of random matrices in symmetric spaces, circular matrices, chiral matrices and others. Orthogonal polynomials and the supersymmetry method are particular powerful techniques. Here, we present a…

Mathematical Physics · Physics 2014-11-20 Mario Kieburg , Thomas Guhr

Random Hermitian matrices with a source term arise, for instance, in the study of non-intersecting Brownian walkers \cite{Adler:2009a, Daems:2007} and sample covariance matrices \cite{Baik:2005}. We consider the case when the $n\times n$…

Mathematical Physics · Physics 2010-09-21 Marco Bertola , Robert Buckingham , Seung-Yeop Lee , Virgil U. Pierce

We study Hermitian random matrix models with an external source matrix which has equispaced eigenvalues, and with an external field such that the limiting mean density of eigenvalues is supported on a single interval as the dimension tends…

Mathematical Physics · Physics 2013-06-25 Tom Claeys , Dong Wang

We consider the random matrix ensemble with an external source \[ \frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM \] defined on $n\times n$ Hermitian matrices, where $A$ is a diagonal matrix with only two eigenvalues $\pm a$ of equal…

Mathematical Physics · Physics 2009-11-10 Pavel M. Bleher , Arno B. J. Kuijlaars

It has been shown recently [10] that Cauchy transforms of orthogonal polynomials appear naturally in general correlation functions containing ratios of characteristic polynomials of random NxN Hermitian matrices. Our main goal is to…

High Energy Physics - Theory · Physics 2011-07-19 G. Akemann , Y. V. Fyodorov

We extend the recent study of the k-body embedded Gaussian ensembles by Benet et al. (Phys. Rev. Lett. 87 (2001) 101601-1 and Ann. Phys. 292 (2001) 67) and by Asaga et al. (cond-mat/0107363 and cond-mat/ 0107364). We show that central…

Condensed Matter · Physics 2015-06-24 Z. Pluhar , H. A. Weidenmueller

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…

Mathematical Physics · Physics 2009-11-11 Thomas Guhr

We study the Gaussian hermitian random matrix ensemble with an external matrix which has an arbitrary number of eigenvalues with arbitrary multiplicity. We compute the limiting eigenvalues correlations when the size of the matrix goes to…

Mathematical Physics · Physics 2008-03-06 N. Orantin

Random matrices in the large N expansion and the so-called double scaling limit can be used as toy models for quantum gravity: 2D quantum gravity coupled to conformal matter. This has generated a tremendous expansion of random matrix…

Mathematical Physics · Physics 2014-10-08 Jean Zinn-Justin
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