Related papers: Lecture Notes on "Random Matrices"
We establish a quantitative version of the Tracy--Widom law for the largest eigenvalue of high dimensional sample covariance matrices. To be precise, we show that the fluctuations of the largest eigenvalue of a sample covariance matrix…
Chapters 1 to 4 are the lecture notes of my course "Real Algebraic Geometry I" from the winter term 2020/2021. Chapters 5 to 8 are the lecture notes of its continuation "Real Algebraic Geometry II" from the summer term 2021. Chapters 9 and…
We show that if the non Gaussian part of the cumulants of a random matrix model obey some scaling bounds in the size of the matrix, then Wigner's semicircle law holds. This result is derived using the replica technique and an analogue of…
These lecture notes have been developed for the course Computational Social Choice of the Artificial Intelligence MSc programme at the University of Groningen. They cover mathematical and algorithmic aspects of voting theory.
We discuss the semiclassical approximation to transport problems in quantum chaotic systems. The figures of merit are moments of the transmission matrix and of the time delay matrix. After reviewing a few results obtained by treating these…
We present an overview of selected topics in random permutations and random partitions highlighting analogies with random matrix theory.
Matrix models are a promising candidate for a nonperturbative formulation of the superstring theory. It is possible to study how the standard model and other phenomenological models appear from the matrix model, and estimate the probability…
Properties of universality have essential relevance for the theory of random matrices usually called the Wigner ensemble. The issue was analysed up to recent years with detailed and relevant results. We present a slightly different view and…
Random matrices have their roots in multivariate analysis in statistics, and since Wigner's pioneering work in 1955, they have been a very important tool in mathematical physics. In functional analysis, random matrices and random structures…
We establish the relation between two objects: an integrable system related to Painleve II equation, and the symplectic invariants of a certain plane curve \Sigma_{TW} describing the average eigenvalue density of a random hermitian matrix…
We analyze complex networks under random matrix theory framework. Particularly, we show that $\Delta_3$ statistic, which gives information about the long range correlations among eigenvalues, provides a qualitative measure of randomness in…
First we survey generating function methods for obtaining useful probability estimates about random matrices in the finite classical groups. Then we describe a probabilistic picture of conjugacy classes which is coherent and beautiful.…
This is an expanded version of lectures given in Hangzhou and Beijing, on the symplectic forms common to Seiberg-Witten theory and the theory of solitons. Methods for evaluating the prepotential are discussed. The construction of new…
All dynamical systems of biological interest--be they food webs, regulation of genes, or contacts between healthy and infectious individuals--have complex network structure. Wigner's semicircular law and Girko's circular law describe the…
We consider $N\times N$ Hermitian random matrices with independent identically distributed entries (Wigner matrices). The matrices are normalized so that the average spacing between consecutive eigenvalues is of order $1/N$. Under suitable…
Various ensembles of random matrices with independent entries are analyzed by the replica formalism in the large-N limit. A result on the Laplacian random matrix with Wigner-rescaling is generalized to arbitrary probability distribution.
Since it was first applied to the study of nuclear interactions by Wigner and Dyson, almost 60 years ago, Random Matrix Theory (RMT) has developed into a field of its own within applied mathematics, and is now essential to many parts of…
The lecture note consists of four parts. In the first part, we review a 2+1 dimensional lattice model which realizes emergent supersymmetry at a quantum critical point. The second part is devoted to a phenomenon called fractionalization…
We discuss the problem of adding random matrices, which enable us to study Hamiltonians consisting of a deterministic term plus a random term. Using a diagrammatic approach and introducing the concept of ``gluon connectedness," we calculate…
This note presents some central limit theorems for the eigenvalue counting function of Wigner matrices in the form of suitable translations of results by Gustavsson and O'Rourke on the limiting behavior of eigenvalues inside the bulk of the…