Related papers: Harold Widom's work in random matrix theory
The aim of Part II is to explore the technique of invariance of tautological equations in the realm of Gromov--Witten theory. The main result is a proof of Invariance Theorem (Invariance Conjecture~1 in [14]), via the techniques from…
We consider the statistics of the extreme eigenvalues of sparse random matrices, a class of random matrices that includes the normalized adjacency matrices of the Erd{\H o}s-R{\'e}nyi graph $G(N,p)$. Recently, it was shown by Lee, up to an…
The main objective of this paper is to give a rigorous treatment of Wigner's and Eisenbud's $R$-matrix method for scattering matrices of scattering systems consisting of two selfadjoint extensions of the same symmetric operator with finite…
The studies of fluctuations of the one-dimensional Kardar-Parisi-Zhang universality class using the techniques from random matrix theory are reviewed from the point of view of the asymmetric simple exclusion process. We explain the basics…
The supersymmetry method pioneered by Wegner and Efetov (1979-1983) is reviewed for the case of Hermitian band random matrices, with special attention given to the original method of Schaefer and Wegner and a recent variant due to Fyodorov.…
The four moment theorem asserts, roughly speaking, that the joint distribution of a small number of eigenvalues of a Wigner random matrix (when measured at the scale of the mean eigenvalue spacing) depends only on the first four moments of…
The main purpose of this paper is to introduce the random tensor with normal distribution, which promotes the matrix normal distribution to a higher order case. Some basic knowledge on tensors are introduced before we focus on the random…
In this short note we collect together known results on the use of Random Matrix Theory in lattice statistical mechanics. The purpose here is two fold. Firstly the RMT analysis provides an intrinsic characterization of integrability, and…
We consider the joint distribution of real and imaginary parts of eigenvalues of random matrices with independent entries with mean zero and unit variance. We prove the convergence of this distribution to the uniform distribution on the…
In his seminal 1962 paper on the ``threefold way'', Freeman Dyson classified the spaces of matrices that support the random matrix ensembles deemed relevant from the point of view of classical quantum mechanics. Recently, Heinzner,…
Several well-known results from the random matrix theory, such as Wigner's law and the Marchenko--Pastur law, can be interpreted (and proved) in terms of non-backtracking walks on a certain graph. Orthogonal polynomials with respect to the…
These lectures present a survey of recent developments in the area of random matrices (finite and infinite) and random permutations. These probabilistic problems suggest matrix integrals (or Fredholm determinants), which arise very…
We calculate the leading contribution to the spectral density of the Wilson Dirac operator using chiral perturbation theory where volume and lattice spacing corrections are given by universal scaling functions. We find analytical…
We consider large non-Hermitian real or complex random matrices $X$ with independent, identically distributed centred entries. We prove that their local eigenvalue statistics near the spectral edge, the unit circle, coincide with those of…
We give a new, elementary proof of a key inequality used by Rudelson in the derivation of his well-known bound for random sums of rank-one operators. Our approach is based on Ahlswede and Winter's technique for proving operator Chernoff…
We survey some recent progress on rigorously establishing the universality of various spectral statistics of Wigner random matrix ensembles, focusing in particular on the Four Moment Theorem and its applications.
A fundamental result of free probability theory due to Voiculescu and subsequently refined by many authors states that conjugation by independent Haar-distributed random unitary matrices delivers asymptotic freeness. In this paper we…
We give a proof of the Universality Conjecture for orthogonal and symplectic ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial, V(x)=kappa_{2m}x^{2m}+..., kappa_{2m}>0. For such…
It is known that a unitary matrix can be decomposed into a product of reflections, one for each dimension, and the Haar measure on the unitary group pushes forward to independent uniform measures on the reflections. We consider the sequence…
Using the method of Tracy and Widom we rederive the correlation functions for \beta=1 Hermitian and real asymmetric ensembles of N x N matrices with N odd.