Related papers: Solutions of loop equations are random matrices

A two dimensional eigenvalue problem (2DEVP) of a Hermitian matrix pair $(A, C)$ is introduced in this paper. The 2DEVP can be viewed as a linear algebraic formulation of the well-known eigenvalue optimization problem of the parameter…

Most of the exact solutions of quantum one-dimensional Hamiltonians are obtained thanks to the success of the Bethe ansatz on its several formulations. According to this ansatz the amplitudes of the eigenfunctions of the Hamiltonian are…

Let M be an arbitrary Hermitian matrix of order n, and k be a positive integer less than or equal to n. We show that if k is large, the distribution of eigenvalues on the real line is almost the same for almost all principal submatrices of…

Inverse Vandermonde matrix calculation is a long-standing problem to solve nonsingular linear system $Vc=b$ where the rows of a square matrix $V$ are constructed by progression of the power polynomials. It has many applications in…

We characterize the relationship between the singular values of a complex Hermitian (resp., real symmetric, complex symmetric) matrix and the singular values of its off-diagonal block. We also characterize the eigenvalues of an Hermitian…

We completely determine the Brown measure of the sum of a self-adjoint element and an elliptic element, which is the limiting eigenvalue distribution of the random matrix \[Y_N+\sqrt{s-\frac{t}{2}}X_N+i\sqrt{\frac{t}{2}}X_N'\] where $Y_N$…

We consider eigenvalues of a product of n non-Hermitian, independent random matrices. Each matrix in this product is of size N\times N with independent standard complex Gaussian variables. The eigenvalues of such a product form a…

We show that the averaged characteristic polynomial and the averaged inverse characteristic polynomial, associated with Hermitian matrices whose elements perform a random walk in the space of complex numbers, satisfy certain partial…

We consider the hermitian random matrix model with external source and general polynomial potential, when the source has two distinct eigenvalues but is otherwise arbitrary. All such models studied so far have a common feature: an…

In these notes, we consider the problem of finding the logarithm or the square root of a real matrix. It is known that for every real n x n matrix, A, if no real eigenvalue of A is negative or zero, then A has a real logarithm, that is,…

We prove that when suitably normalized, small enough powers of the absolute value of the characteristic polynomial of random Hermitian matrices, drawn from one-cut regular unitary invariant ensembles, converge in law to Gaussian…

We derive the loop equations for the one Hermitian matrix model in any dimension. These are a consequence of the Schwinger-Dyson equations of the model. Moreover we show that in leading order of large $N$ the loop equations form a closed…

We investigate the eigenvalues statistics of ensembles of normal random matrices when their order N tends to infinite. In the model the eigenvalues have uniform density within a region determined by a simple analytic polynomial curve. We…

We show that in the large matrix limit, the eigenvalues of the normal matrix model for matrices with spectrum inside a compact domain with a special class of potentials homogeneously fill the interior of a polynomial curve uniquely defined…

Solving linear systems and computing eigenvalues are two fundamental problems in linear algebra. For solving linear systems, many efficient quantum algorithms have been discovered. For computing eigenvalues, currently, we have efficient…

We consider the logarithm of the characteristic polynomial of random permutation matrices, evaluated on a finite set of different points. The permutations are chosen with respect to the Ewens distribution on the symmetric group. We show…

A matrix polynomial is a polynomial in a complex variable $\lambda$ with coefficients in $n \times n$ complex matrices. The spectral curve of a matrix polynomial $P(\lambda)$ is the curve $\{ (\lambda, \mu) \in \mathbb{C}^2 \mid…

We investigate traces of powers of random matrices whose distributions are invariant under rotations (with respect to the Hilbert--Schmidt inner product) within a real-linear subspace of the space of $n\times n$ matrices. The matrices we…

This work identifies a solvable (in the sense that spectral correlation functions can be expressed in terms of orthogonal polynomials), rotationally invariant random matrix ensemble with a logarithmic weakly confining potential. The…

In this paper we study polynomials $(P_n)$ which are hermitian orthogonal on two arcs of the unit circle with respect to weight functions which have square root singularities at the end points of the arcs, an arbitrary nonvanishing…