Related papers: Exact correlators in the Gaussian Hermitian matrix…
For a restricted class of potentials (harmonic+Gaussian potentials), we express the resolvent integral for the correlation functions of simple traces of powers of complex matrices of size $N$, in term of a determinant; this determinant is…
Certain integrable hierarchies appearing in random matrix theory, enumerative geometry, and conformal field theory are governed by Virasoro/$W$-algebra constraints and their $W$-representations.Motivated by the Gaussian Hermitian…
We study the estimation error of constrained M-estimators, and derive explicit upper bounds on the expected estimation error determined by the Gaussian width of the constraint set. Both of the cases where the true parameter is on the…
We derive the analogues of the Harer-Zagier formulas for single- and double-trace correlators in the q-deformed Hermitian Gaussian matrix model. This fully describes single-trace correlators and opens a road to $q$-deformations of important…
We derive one-point functions of the loop operators of Hermitian matrix-chain models at finite $N$ in terms of differential operators acting on the partition functions. The differential operators are completely determined by recursion…
In this paper, we construct the $W_{1+\infty}$-n-algebras in the framework of the generalized quantum algebra. We characterize the $\mathcal{R}(p,q)$-multi-variable $W_{1+\infty}$-algebra and derive its $n$-algebra which is the generalized…
We consider large-dimensional Hermitian or symmetric random matrices of the form $W=M+\vartheta V$ where $M$ is a Wigner matrix and $V$ is a real diagonal matrix whose entries are independent of $M$. For a large class of diagonal matrices…
We show how q-Virasoro constraints can be derived for a large class of (q,t)-deformed eigenvalue matrix models by an elementary trick of inserting certain q-difference operators under the integral, in complete analogy with full-derivative…
We provide a complete description of possible covariance matrices consistent with a Gaussian latent tree model for any tree. We then present techniques for utilising these constraints to assess whether observed data is compatible with that…
The loop equations in the $U(N)$ lattice gauge theory are represented in the form of constraints imposed on a generating functional for the Wilson loop correlators. These constraints form a closed algebra with respect to commutation. This…
Pseudo-Hermitian system is a class of non-Hermitian system with Hamiltonian satisfying the condition $\eta^{-1}H^\dagger\eta=H$. We develop the in-in and Schwinger Keldysh formalism to calculate cosmological correlators for pseudo-Hermitian…
We have found an exact formula expressing a general correlation function containing both products and ratios of characteristic polynomials of random Hermitian matrices. The answer is given in the form of a determinant. An essential…
We briefly review the solution of three ensembles of non-Hermitian random matrices generalizing the Wishart-Laguerre (also called chiral) ensembles. These generalizations are realized as Gaussian two-matrix models, where the complex…
We construct a quadratic basis of generators of matrix-extended $\mathcal{W}_{1+\infty}$ using a generalization of the Miura transformation. This makes it possible to conjecture a closed-form formula for the operator product expansions…
In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…
We calculate wide distance connected correlators in non-gaussian orthogonal, unitary and symplectic random matrix ensembles by solving the loop equation in the 1/N-expansion. The multi-level correlator is shown to be universal in large N…
We calculate correlation functions in matrix models modified by trace-squared terms. First we study scaling operators in modified one-matrix models and find that their correlation functions satisfy modified Virasoro constraints. Then we…
Virasoro constraints are applied to degree zero Gromov-Witten theory of weighted projective stacks $\mathbb{P}(1,N)$ and $\mathbb{P}(1,1,N)$ to obtain formulas of descendant cyclic Hurwitz-Hodge integrals in higher genera.
An iterative scheme is set up for solving the loop equation of the hermitian one-matrix model with a multi-cut structure. Explicit results are presented for genus one for an arbitrary but finite number of cuts. Due to the complicated form…
We study the eigenvalue correlations of random Hermitian $n\times n$ matrices of the form $S=M+\epsilon H$, where $H$ is a GUE matrix, $\epsilon>0$, and $M$ is a positive-definite Hermitian random matrix, independent of $H$, whose…