Related papers: Characteristic polynomials of complex random matri…
The goal of this article is to rederive the connection between the Painlev\'e $5$ integrable system and the universal eigenvalues correlation functions of double-scaled hermitian matrix models, through the topological recursion method. More…
We show that the distribution of bulk spacings between pairs of adjacent eigenvalue real parts of a random matrix drawn from the complex elliptic Ginibre ensemble is asymptotically given by a generalization of the Gaudin-Mehta distribution,…
By using the method of orthogonal polynomials we analyze the statistical properties of complex eigenvalues of random matrices describing a crossover from Hermitian matrices characterized by the Wigner- Dyson statistics of real eigenvalues…
We give a closed form for the correlation functions of ensembles of a class of asymmetric real matrices in terms of the Pfaffian of an antisymmetric matrix formed from a $2 \times 2$ matrix kernel associated to the ensemble. We apply this…
We study the mean diagonal overlap of left and right eigenvectors associated with complex eigenvalues in $N\times N$ non-Hermitian random Gaussian matrices. In well known works by Chalker and Mehlig the expectation of this (self-)overlap…
Non-Hermitian Wishart matrices were introduced in the context of quantum chromodynamics with a baryon chemical potential. These provide chiral extensions of the elliptic Ginibre ensembles as well as non-Hermitian extensions of the classical…
We investigate the characteristic polynomials $\varphi_N$ of the Gaussian $\beta$-ensemble for general $\beta>0$ through its transfer matrix recurrence. Our motivation is to obtain a (probabilistic) approximation for $\varphi_N$ in terms of…
We study the averaged product of characteristic polynomials of large random matrices in the Gaussian beta-ensemble perturbed by an external source of finite rank. We prove that at the edge of the spectrum, the limiting correlations involve…
The squared singular values of the product of $M$ complex Ginibre matrices form a biorthogonal ensemble, and thus their distribution is fully determined by a correlation kernel. The kernel permits a hard edge scaling to a form specified in…
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…
We obtain the double scaling asymptotic behavior of the recurrence coefficients and the partition function at the critical point of the $N\times N$ Hermitian random matrix model with cubic potential. We prove that the recurrence…
We study polynomials that are orthogonal with respect to a varying quartic weight \exp(-N(x^2/2+tx^4/4)) for t<0, where the orthogonality takes place on certain contours in the complex plane. Inspired by developments in 2D quantum gravity,…
We look at the eigenvalues of the complex Ginibre Ensemble of random matrices consisting of $N$ eigenvalues. We study the event that for $ {c \in [0,1]}$, $\lfloor cN \rfloor$ of the eigenvalues are located outside of a disk of radius $ R…
Unstable separatrix solutions for the first and second Painlev\'e transcendents are studied both numerically and analytically. For a fixed initial condition, say $y(0)=0$, there is a discrete set of initial slopes $y'(0)=b_n$ that give rise…
We compute the average characteristic polynomial of the hermitised product of $M$ real or complex Wigner matrices of size $N\times N$ and the average of the characteristic polynomial of a product of $M$ such Wigner matrices times the…
We compute asymptotics for Hankel determinants and orthogonal polynomials with respect to a discontinuous Gaussian weight, in a critical regime where the discontinuity is close to the edge of the associated equilibrium measure support.…
In this paper, we consider the perturbed Laguerre unitary ensemble described by the weight function of $$w(x,t)=(x+t)^{\lambda}x^{\alpha}e^{-x}$$ with $ x\geq 0,\ t>0,\ \alpha>0,\ \alpha+\lambda+1 > 0.$ The Deift-Zhou nonlinear steepest…
We compute all massive partition functions or characteristic polynomials and their complex eigenvalue correlation functions for non-Hermitean extensions of the symplectic and chiral symplectic ensemble of random matrices. Our results are…
Following the work of Conrey, Rubinstein and Snaith and Forrester and Witte we examine a mixed moment of the characteristic polynomial and its derivative for matrices from the unitary group U(N) (also known as the CUE) and relate the moment…
The conjectured three generic local bulk statistics amongst all non-Hermitian random matrix symmetry classes have recently been extended to three generic local edge statistics. We study analytically and numerically complex spacing ratios…