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Products and sums of random matrices have seen a rapid development in the past decade due to various analytical techniques available. Two of these are the harmonic analysis approach and the concept of polynomial ensembles. Very recently, it…

Probability · Mathematics 2023-02-02 Mario Kieburg

We consider unitary random matrix ensembles Z_{n,s,t}^{-1}e^{-n tr V_{s,t}(M)}dM on the space of Hermitian n x n matrices M, where the confining potential V_{s,t} is such that the limiting mean density of eigenvalues (as n\to\infty and…

Mathematical Physics · Physics 2009-11-11 T. Claeys , M. Vanlessen

The microscopic correlation functions of non-chiral random matrix models with complex eigenvalues are analyzed for a wide class of non-Gaussian measures. In the large-N limit of weak non-Hermiticity, where N is the size of the complex…

High Energy Physics - Theory · Physics 2014-11-18 G. Akemann

We investigate the eigenvalues statistics of ensembles of normal random matrices when their order N tends to infinite. In the model the eigenvalues have uniform density within a region determined by a simple analytic polynomial curve. We…

Probability · Mathematics 2009-09-08 Alexei M. Veneziani , Tiago Pereira , Domingos H. U. Marchetti

We address the question of how the celebrated universality of local correlations for the real eigenvalues of Hermitian random matrices of size NxN can be extended to complex eigenvalues in the case of random matrices without symmetry.…

Mathematical Physics · Physics 2015-04-20 G. Akemann , M. J. Phillips

Topological phenomena in quantum critical systems have recently attracted growing attention, as they go beyond the traditional paradigms of condensed matter and statistical physics. However, a general framework for identifying such…

Strongly Correlated Electrons · Physics 2026-05-27 Yuxuan Guo , Sheng Yang , Xue-Jia Yu

We continue investigating spectral properties of a Hermitised random matrix product, which, contrary to previous product ensembles, allows for eigenvalues on the full real line. When a GUE matrix with an external source is involved, we…

Probability · Mathematics 2017-06-21 Dang-Zheng Liu

We study multivariable Christoffel-Darboux kernels, which may be viewed as reproducing kernels for antisymmetric orthogonal polynomials, and also as correlation functions for products of characteristic polynomials of random Hermitian…

Classical Analysis and ODEs · Mathematics 2008-04-24 Hjalmar Rosengren

For the unitary ensembles of $N\times N$ Hermitian matrices associated with a weight function $w$ there is a kernel, expressible in terms of the polynomials orthogonal with respect to the weight function, which plays an important role. For…

solv-int · Physics 2015-06-26 Harold Widom

It is a result of Ginibre that the normalized bulk $k$-point correlation functions of a complex $n\times n$ Gaussian matrix with independent entries of mean zero and unit variance are asymptotically given by the determinantal point process…

Probability · Mathematics 2024-05-28 Terence Tao , Van Vu

We describe a new universality class for unitary invariant random matrix ensembles. It arises in the double scaling limit of ensembles of random $n \times n$ Hermitian matrices $Z_{n,N}^{-1} |\det M|^{2\alpha} e^{-N \Tr V(M)} dM$ with…

Classical Analysis and ODEs · Mathematics 2010-07-30 A. R. Its , A. B. J. Kuijlaars , J. Ostensson

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…

Probability · Mathematics 2011-04-08 Kurt Johansson

We obtain the explicit rate of convergence $N^{-1/2 + \epsilon}$ for the gaps of generalized Wigner matrices in the bulk of the spectrum, for distributions of matrix entries possibly atomic and supported on enough points. The proof proceeds…

Probability · Mathematics 2025-09-24 Albert Zhang

We study the singular values of the product of two coupled rectangular random matrices as a determinantal point process. Each of the two factors is given by a parameter dependent linear combination of two independent, complex Gaussian…

Mathematical Physics · Physics 2016-07-11 Gernot Akemann , Eugene Strahov

In this work we prove an universality result regarding the equidistribution of zeros of random holomorphic sections associated to a sequence of singular Hermitian holomorphic line bundles on a compact K\"ahler complex space $X$. Namely,…

Complex Variables · Mathematics 2020-04-15 Turgay Bayraktar , Dan Coman , George Marinescu

We consider complex, weakly non-Hermitian matrices $A = W_1 +i\sqrt{{\tau}_N}W_2$ , where $W_1$ and $W_2$ are Hermitian matrices and $\tau_N = O(N^{-1})$. We first show that for pairs of Hermitian matrices $(W_1 , W_2)$ such that $W_1$…

Probability · Mathematics 2023-11-13 Mohammed Osman

Non-Hermitian random matrices with symplectic symmetry provide examples for Pfaffian point processes in the complex plane. These point processes are characterised by a matrix valued kernel of skew-orthogonal polynomials. We develop their…

Mathematical Physics · Physics 2022-01-19 Gernot Akemann , Markus Ebke , Iván Parra

The paper investigates the properties of certain biorthogonal polynomials appearing in a specific simultaneous Hermite-Pade' approximation scheme. Associated to any totally positive kernel and a pair of positive measures on the positive…

Mathematical Physics · Physics 2009-04-20 M. Bertola , M. Gekhtman , J. Szmigielski

Consider $N\times N$ Hermitian or symmetric random matrices $H$ where the distribution of the $(i,j)$ matrix element is given by a probability measure $\nu_{ij}$ with a subexponential decay. Let $\sigma_{ij}^2$ be the variance for the…

Mathematical Physics · Physics 2011-09-27 Laszlo Erdos , Horng-Tzer Yau , Jun Yin

We consider the biorthogonal polynomials associated to the two-matrix model where the eigenvalue distribution has potentials V_1,V_2 with arbitrary rational derivative and whose supports are constrained on an arbitrary union of intervals…

Exactly Solvable and Integrable Systems · Physics 2008-04-02 M Bertola
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