Related papers: Derivative principles for invariant ensembles
We develop a compositional approach for automatic and symbolic differentiation based on categorical constructions in functional analysis where derivatives are linear functions on abstract vectors rather than being limited to scalars,…
Dual complex matrices have found applications in brain science. There are two different definitions of the dual complex number multiplication. One is noncommutative. Another is commutative. In this paper, we use the commutative definition.…
In this article, we develop a framework to study the large deviation principle for matrix models and their quantized versions, by tilting the measures using the limits of spherical integrals obtained in [46,47]. As examples, we obtain 1. a…
We consider an ensemble of self-dual matrices with arbitrary complex entries. This ensemble is closely related to a previously defined ensemble of anti-symmetric matrices with arbitrary complex entries. We study the two-level correlation…
The singular values of products of standard complex Gaussian random matrices, or sub-blocks of Haar distributed unitary matrices, have the property that their probability distribution has an explicit, structured form referred to as a…
It is known that non-commuting observables in quantum mechanics do not have joint probability. This statement refers to the precise (additive) probability model. I show that the joint distribution of any non-commuting pair of variables can…
The diagonalization of Hermitian supermatrices is studied. Such a change of coordinates is inevitable to find certain structures in random matrix theory. However it still poses serious problems since up to now the calculation of all…
Symplectic ensemble of disordered non-Hermitian Hamiltonians is studied. Starting from a model with an imaginary magnetic field, we derive a proper supermatrix $\sigma $-model. The zero-dimensional version of this model corresponds to a…
One of the main features of eigenvalue matrix models is that the averages of characters are again characters, what can be considered as a far-going generalization of the Fourier transform property of Gaussian exponential. This is true for…
Recently much effort has been made towards the introduction of non-Hermitian random matrix models respecting $PT$-symmetry. Here we show that there is a one-to-one correspondence between complex $PT$-symmetric matrices and split-complex and…
We study the overlaps between right and left eigenvectors for random matrices of the spherical and truncated unitary ensembles. Conditionally on all eigenvalues, diagonal overlaps are shown to be distributed as a product of independent…
In this paper, we consider the problem of deriving new eigenvalue distributions of real-valued Wishart matrices that arises in many scientific and engineering applications. The distributions are derived using the tools from the theory of…
. We study the statistical properties of the eigenvalues of non-Hermitian operators assoicated with the dissipative complex systems. By considering the Gaussian ensembles of such operators, a hierarchical relation between the correlators is…
The paper discusses progress in understanding statistical properties of complex eigenvalues (and corresponding eigenvectors) of weakly non-unitary and non-Hermitian random matrices. Ensembles of this type emerge in various physical…
Differential reformulations of field theories are often used for explicit computations. We derive a one-matrix differential formulation of two-matrix models, with the help of which it is possible to diagonalize the one- and two-matrix…
Together with David Schlang we computed the discriminants of the invariant Hermitian forms for all indicator $o$ even degree absolutely irreducible characters of the ATLAS groups supplementing the tables of orthogonal determinants computed…
We investigate the product of $n$ complex non-Hermitian, independent random matrices, each of size $N\times N$ in the class of elliptic matrices, with independent identically distributed entries. The joint probability distribution of the…
In this paper we provide a method for constructing joint distributions for an arbitrary set of observables on finite dimensional Hilbert spaces irrespective of whether the observables commute or not. These distributions have a number of…
Containers conveniently represent a wide class of inductive data types. Their derivatives compute representations of types of one-hole contexts, useful for implementing tree-traversal algorithms. In the category of containers and cartesian…
We derive functional equations for distributions of six classical statistics (ascents, descents, left-to-right maxima, right-to-left maxima, left-to-right minima, and right-to-left minima) on separable and irreducible separable…