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Related papers: Random super matrices with an external source

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It is shown that the correlation functions of the random variables $\det(\lambda - X)$, in which $X$ is a real symmetric $ N\times N$ random matrix, exhibit universal local statistics in the large $N$ limit. The derivation relies on an…

Mathematical Physics · Physics 2009-11-07 E. Brezin , S. Hikami

We derive a $2+1$ dimensional model with unconventional supersymmetry at the boundary of an ${\rm AdS}_4$ $\mathcal{N}$-extended supergravity, generalizing previous results. The (unconventional) extended supersymmetry of the boundary model…

High Energy Physics - Theory · Physics 2020-01-22 L. Andrianopoli , B. L. Cerchiai , R. D'Auria , A. Gallerati , R. Noris , M. Trigiante , J. Zanelli

This is a continuation of our earlier paper on the universality of the eigenvalues of Wigner random matrices. The main new results of this paper are an extension of the results in that paper from the bulk of the spectrum up to the edge. In…

Probability · Mathematics 2015-05-13 Terence Tao , Van Vu

We develop a supersymmetric field theoretical description of the Gaussian ensemble of the almost diagonal Hermitian Random Matrices. The matrices have independent random entries H_{ij} with parametrically small off-diagonal elements…

Disordered Systems and Neural Networks · Physics 2016-09-07 Oleg Yevtushenko , Alexander Ossipov

The averages of ratios of characteristic polynomials det(lambda - X) of N x N random matrices X, are investigated in the large N limit for the GUE, GOE and GSE ensemble. The density of states and the two-point correlation function are…

Mathematical Physics · Physics 2009-11-07 E. Brezin , S. Hikami

In this thesis generalizations of matrix and eigenvalue models involving supersymmetry are discussed. Following a brief review of the Hermitian one matrix model, the c=-2 matrix model is considered. Built from a matrix valued superfield…

High Energy Physics - Theory · Physics 2016-09-06 Jan C. Plefka

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…

Probability · Mathematics 2010-05-05 Joseph Najnudel , Ashkan Nikeghbali

The $s$-point correlation function of a Gaussian Hermitian random matrix theory, with an external source tuned to generate a multi-critical singularity, provides the intersection numbers of the moduli space for the $p$-th spin curves…

Mathematical Physics · Physics 2015-02-06 E. Brezin , S. Hikami

The characteristic multi-dimensional integrals that represent physical quantities in random-matrix models, when calculated within the supersymmetry method, can be related to a class of integrals introduced in the context of two-dimensional…

Condensed Matter · Physics 2009-10-28 Peter J. Forrester , Josef A. Zuk

We continue the study of the Hermitian random matrix ensemble with external source $\frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM$ where $A$ has two distinct eigenvalues $\pm a$ of equal multiplicity. This model exhibits a phase transition for…

Mathematical Physics · Physics 2010-07-29 Alexander I. Aptekarev , Pavel M. Bleher , Arno B. J. Kuijlaars

Some results in random matrices are generalized to supermatrices, in particular supermatrix integration is reduced to an integration over the eigenvalues and the resulting volume element is shown to be equivalent to a one dimensional…

High Energy Physics - Theory · Physics 2010-04-06 A. D'adda

We present a new model of quantum gravity as a theory of random geometries given explicitly in terms of a multitrace matrix model. This is a generalization of the usual discretized random surfaces of 2D quantum gravity which works away from…

High Energy Physics - Theory · Physics 2017-11-22 Badis Ydri , Cherine Soudani , Ahlam Rouag

We introduce a general class of algorithms and supply a number of general results useful for analysing these algorithms when applied to regular graphs of large girth. As a result, we can transfer a number of results proved for random…

Combinatorics · Mathematics 2017-03-06 Carlos Hoppen , Nicholas Wormald

We consider the double scaling limit in 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 two eigenvalues $\pm a$ of…

Mathematical Physics · Physics 2010-07-30 Pavel M. Bleher , Arno B. J. Kuijlaars

The matrix model of topological field theory for the moduli space of p-th spin curves is extended to the case of the Lie algebra of the orthogonal group. We derive a new duality relation for the expectation values of characteristic…

Mathematical Physics · Physics 2009-12-10 Edouard Brezin , Shinobu Hikami

In the last few years, the supersymmetry method was generalized to real-symmetric, Hermitean, and Hermitean self-dual random matrices drawn from ensembles invariant under the orthogonal, unitary, and unitary symplectic group, respectively.…

Mathematical Physics · Physics 2014-10-14 Vural Kaymak , Mario Kieburg , Thomas Guhr

In this article, a model of random hermitian matrices is considered, in which the measure $\exp(-S)$ contains a general U(N)-invariant potential and an external source term: $S=N\tr(V(M)+MA)$. The generalization of known determinant…

Condensed Matter · Physics 2009-10-30 P. Zinn-Justin

Matrix square roots and their inverses arise frequently in machine learning, e.g., when sampling from high-dimensional Gaussians $\mathcal{N}(\mathbf 0, \mathbf K)$ or whitening a vector $\mathbf b$ against covariance matrix $\mathbf K$.…

Machine Learning · Computer Science 2020-12-02 Geoff Pleiss , Martin Jankowiak , David Eriksson , Anil Damle , Jacob R. Gardner

We solve a family of Gaussian two-matrix models with rectangular Nx(N+v) matrices, having real asymmetric matrix elements and depending on a non-Hermiticity parameter mu. Our model can be thought of as the chiral extension of the real…

High Energy Physics - Theory · Physics 2010-05-07 G. Akemann , M. J. Phillips , H. -J. Sommers

In this paper, we give an elementary proof of the additivity of the functional inverses of the resolvents of large $N$ random matrices, using recently developed matrix model techniques. This proof also gives a very natural generalization of…

Mathematical Physics · Physics 2009-10-31 P. Zinn-Justin