Related papers: Harold Widom's work in random matrix theory
By using the independence structure of points following a determinantal point process, we study the radii of the spherical ensemble, the truncation of the circular unitary ensemble and the product ensemble with parameter n and k. The…
In the epsilon-regime of QCD the main features of the spectrum of the low-lying eigenvalues of the (euclidean) Dirac operator are expected to be described by a certain universality class of random matrix models. In particular, the latter…
We present a Gaussian ensemble of random cyclic matrices on the real field and study their spectral fluctuations. These cyclic matrices are shown to be pseudo-symmetric with respect to generalized parity. We calculate the joint probability…
We study the singularity probability of n*n random matrices with i.i.d. entries from highly biased discrete distributions. We obtain sharp non-asymptotic bounds for this probability and derive estimates on the least singular values. Our…
We consider the asymmetric simple exclusion process in one dimension with weak asymmetry (WASEP) and 0-1 step initial condition. Our interest are the fluctuations of the time-integrated particle current at some prescribed spatial location.…
We resolve affirmatively some conjectures of Reiner, Stanton, and White \cite{ReinerComm} regarding enumeration of transportation matrices which are invariant under certain cyclic row and column rotations. Our results are phrased in terms…
In this preface to the Journal of Physics A, Special Edition on Random Matrix Theory, we give a review of the main historical developments of random matrix theory. A short summary of the papers that appear in this special edition is also…
Leo Kadanoff has worked in many fields of statistical mechanics. His contributions had an enormous impact. This holds in particular for critical phenomena, where he explained Widom's homogeneity laws by means of block-spin transformations…
In recent years, random matrices have come to play a major role in computational mathematics, but most of the classical areas of random matrix theory remain the province of experts. Over the last decade, with the advent of matrix…
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…
Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…
We show that a perturbation of any fixed square matrix D by a random unitary matrix is well invertible with high probability. A similar result holds for perturbations by random orthogonal matrices; the only notable exception is when D is…
The application of Random Matrix Theory to the Dirac operator of QCD yields predictions for the probability distributions of the lowest eigenvalues. We measured Dirac operator spectra using massless overlap fermions in quenched QCD at…
These notes are based on lectures delivered by the authors at a Langeoog seminar of SFB/TR12 "Symmetries and universality in mesoscopic systems" to a mixed audience of mathematicians and theoretical physicists. After a brief outline of the…
Supersymmetry is nowadays indispensable for many problems in Random Matrix Theory. It is presented here with an emphasis on conceptual and structural issues. An introduction to supermathematics is given. The Hubbard-Stratonovich…
In these lecture notes we present some connections between random matrices, the asymmetric exclusion process, random tilings. These three apparently unrelated objects have (sometimes) a similar mathematical structure, an interlacing…
Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…
We consider a possible generalization of the random matrix theory, which involves the maximization of Tsallis' $q$-parametrized entropy. We discuss the dependence of the spacing distribution on $q$ using a non-extensive generalization of…
This paper investigates an upper bound of the operator norm for sub-Gaussian tailed random matrices. A lot of attention has been put on uniformly bounded sub-Gaussian tailed random matrices with independent coefficients. However, little has…
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…