Related papers: Solutions of loop equations are random matrices
A unified theory of orthogonal polynomials of a discrete variable is presented through the eigenvalue problem of hermitian matrices of finite or infinite dimensions. It can be considered as a matrix version of exactly solvable Schr\"odinger…
Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…
The "loop equations" of random matrix theory are a hierarchy of equations born of attempts to obtain explicit formulae for generating functions of map enumeration problems. These equations, originating in the physics of 2-dimensional…
We study the Brown measure of certain non-hermitian operators arising from Voiculescu's free probability theory. Usually those operators appear as the limit in *-moments of certain ensembles of non-hermitian random matrices, and the Brown…
Normalized eigenvalue counting measure of the sum of two Hermitian (or real symmetric) matrices $A_{n}$ and $B_{n}$ rotated independently with respect to each other by the random unitary (or orthogonal) Haar distributed matrix $U_{n}$ (i.e.…
Random matrices are used in fields as different as the study of multi-orthogonal polynomials or the enumeration of discrete surfaces. Both of them are based on the study of a matrix integral. However, this term can be confusing since the…
We discuss the eigenvalue problem for 3x3 octonionic Hermitian matrices which is relevant to the Jordan formulation of quantum mechanics. In contrast to the eigenvalue problems considered in our previous work, all eigenvalues are real and…
We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These…
The correlation functions of the multi-arc complex matrix model are shown to be universal for any finite number of arcs. The universality classes are characterized by the support of the eigenvalue density and are conjectured to fall into…
We consider perturbations of a large Jordan matrix, either random and small in norm or of small rank. In both cases we show that most of the eigenvalues of the perturbed matrix are very close to a circle with centre at the origin. In the…
The dimensions of sets of matrices of various types, with specified eigenvalue multiplicities, are determined. The dimensions of the sets of matrices with given Jordan form and with given singular value multiplicities are also found. Each…
Given a collection $\{\lambda_1, \dots, \lambda_n\} $ of real numbers, there is a canonical probability distribution on the set of real symmetric or complex Hermitian matrices with eigenvalues $\lambda_1,\ldots,\lambda_n$. In this paper, we…
A given Hamiltonian matrix H with real spectrum is assumed tridiagonal and non-Hermitian. Its possible Hermitizations via an amended, ad hoc inner-product metric are studied. Under certain reasonable assumptions, all of these metrics are…
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…
Pseudo-hermitian matrices are matrices hermitian with respect to an indefinite metric. They can be thought of as the truncation of pseudo-hermitian operators, defined over some Krein space, together with the associated metric, to a finite…
We derive the loop equation for the 1-matrix model with generic difference-type measure for eigenvalues and develop a recursive algebraic framework for solving it to an arbitrary order in the coupling constant in and beyond the planar…
Products and sums of random matrices have seen a rapid development in the past decade due to various analytical techniques available. Two of these are the harmonic analysis approach and the concept of polynomial ensembles. Very recently, it…
The loop equations for a chain of hermitian random matrices are computed explicitely, including the 1/N^2 corrections. To leading order, the master loop equation reduces to an algebraic equation, whose solution can be written in terms of…
We consider non-Hermitian random matrices $X \in \mathbb{C}^{n \times n}$ with general decaying correlations between their entries. For large $n$, the empirical spectral distribution is well approximated by a deterministic density,…
We propose a verified computation method for eigenvalues in a region and the corresponding eigenvectors of generalized Hermitian eigenvalue problems. The proposed method uses complex moments to extract the eigencomponents of interest from a…