Related papers: Harold Widom's work in random matrix theory
Analytical methods for finding moments of random Vandermonde matrices with entries on the unit circle are developed. Vandermonde Matrices play an important role in signal processing and wireless applications such as direction of arrival…
We introduce a model of the set of all Polish (=separable complete metric) spaces: the cone $\cal R$ of distance matrices, and consider geometric and probabilistic problems connected with this object. The notion of the universal distance…
We study the universality of the local eigenvalue statistics of Gaussian divisible Hermitian Wigner matrices. These random matrices are obtained by adding an independent GUE matrix to an Hermitian random matrix with independent elements, a…
Chiral random matrix theory makes very detailed predictions for the spectral correlations of the QCD Dirac operator, both in the bulk of the spectrum and near zero virtuality. These predictions have been successfully tested in lattice QCD…
In 1969 Harold Widom published his seminal paper, which gave a complete description of orthogonal and Chebyshev polynomials on a system of smooth Jordan curves. When there were Jordan arcs present the theory of orthogonal polynomials turned…
We study random vectors of the form $(\operatorname {Tr}(A^{(1)}V),...,\operatorname {Tr}(A^{(r)}V))$, where $V$ is a uniformly distributed element of a matrix version of a classical compact symmetric space, and the $A^{(\nu)}$ are…
This note, dedicated in Harold Widom's memory, is an expanded version of a lecture I gave in fall 2021 at the MSRI program "Universality and Integrability in Random Matrices and Interacting Particle Systems". I will focus on the behavior of…
We prove universality of local eigenvalue statistics in the bulk of the spectrum for orthogonal invariant matrix models with real analytic potentials with one interval limiting spectrum. Our starting point is the Tracy-Widom formula for the…
We study a certain random groeth model in two dimensions closely related to the one-dimensional totally asymmetric exclusion process. The results show that the shape fluctuations, appropriately scaled, converges in distribution to the…
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 introduce a new class of large structured random matrices characterized by four fundamental properties which we discuss. We prove that this class is stable under matrix-valued and pointwise non-linear operations. We then formulate an…
We study random band matrices within the framework of traffic probability, an operadic non-commutative probability theory introduced by Male based on graph operations. As a starting point, we revisit the familiar case of the permutation…
In this review we discuss the relationship between random matrix theories and symmetric spaces. We show that the integration manifolds of random matrix theories, the eigenvalue distribution, and the Dyson and boundary indices characterizing…
This paper presents a study of the properties of a matrix model that was introduced to describe transitions between all Wigner surmises of Random Matrix theory. New results include closed-form exact analytical expressions for the…
The Tracy-Widom distribution that has been much studied in recent years can be thought of as an extreme value distribution. We discuss interpolation between the classical extreme value distribution $\exp(-\exp(-x))$, the Gumbel distribution…
Complex analysis is a powerful tool to study classical integrable systems, statistical physics on the random lattice, random matrix theory, topological string theory,... All these topics share certain relations, called "loop equations" or…
This article is an introductory review of random matrix theory (RMT) and its applications, with special focus on quantum chaos. Random matrices were first used by Wigner to understand the spectra of complex nuclei from a statistical…
The Aldous-Hoover Theorem concerns an infinite matrix of random variables whose distribution is invariant under finite permutations of rows and columns. It states that, up to equality in distribution, each random variable in the matrix can…
Random matrix theory is a powerful way to describe universal correlations of eigenvalues of complex systems. It also may serve as a schematic model for disorder in quantum systems. In this review, we discuss both types of applications of…
The supersymmetric method is a powerful method for the evaluation of quenched averages in disordered systems. Among others, this method has been applied to the theory of S-matrix fluctuations, the theory of universal conductance…