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Random Hermitian matrices are used to model complex systems without time-reversal invariance. Adding an external source to the model can have the effect of shifting some of the matrix eigenvalues, which corresponds to shifting some of the…

Mathematical Physics · Physics 2015-05-20 Marco Bertola , Robert Buckingham , Seung-Yeop Lee , Virgil U. Pierce

We introduce a new method for studying universality of random matrices. Let T_n be the Jacobi matrix associated to the Dyson beta ensemble with uniformly convex polynomial potential. We show that after scaling, T_n converges to the…

Probability · Mathematics 2015-12-29 Manjunath Krishnapur , Brian Rider , Balint Virag

The unitary Wilson random matrix theory is an interpolation between the chiral Gaussian unitary ensemble and the Gaussian unitary ensemble. This new way of interpolation is also reflected in the orthogonal polynomials corresponding to such…

Mathematical Physics · Physics 2013-07-29 Mario Kieburg

We present a set of conditions which, if satisfied, provide for a complete asymptotic analysis of random matrices with source term containing two distinct eigenvalues. These conditions are shown to be equivalent to the existence of a…

Mathematical Physics · Physics 2009-11-11 K. D. T-R McLaughlin

We consider $N\times N$ symmetric or hermitian random matrices with independent, identically distributed entries where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove…

Mathematical Physics · Physics 2017-08-23 Laszlo Erdos

Recently, the supersymmetry method was extended from Gaussian ensembles to arbitrary unitarily invariant matrix ensembles by generalizing the Hubbard-Stratonovich transformation. Here, we complete this extension by including arbitrary…

Mathematical Physics · Physics 2009-06-17 Mario Kieburg , Johan Grönqvist , Thomas Guhr

We investigate $\beta$-Generalized random Hermitian matrices ensemble sometimes called Chiral ensemble. We give global asymptotic of the density of eigenvalues or the statistical density. We investigate general method names as equilibrium…

Probability · Mathematics 2014-09-02 Mohamed Bouali

In this paper we calculate, in the large N limit, the eigenvalue density of an infinite product of random unitary matrices, each of them generated by a random hermitian matrix. This is equivalent to solving unitary diffusion generated by a…

Mathematical Physics · Physics 2009-11-10 Romuald A. Janik , Waldemar Wieczorek

In this short note, we revisit the work of T. Tao and V. Vu on large non-hermitian random matrices with independent and identically distributed entries with mean zero and unit variance. We prove under weaker assumptions that the limit…

Probability · Mathematics 2011-03-01 Charles Bordenave

We prove the edge universality of the beta ensembles for any $\beta\ge 1$, provided that the limiting spectrum is supported on a single interval, and the external potential is $\mathscr{C}^4$ and regular. We also prove that the edge…

Probability · Mathematics 2015-06-16 Paul Bourgade , Laszlo Erdos , Horng-Tzer Yau

By employing an accelerated weighting method, we establish arbitrary polynomial and exponential pointwise convergence for multiple ergodic averages under general balancing conditions in both discrete and continuous settings, including…

Dynamical Systems · Mathematics 2025-12-30 Zhicheng Tong , Yong Li

We prove that general correlation functions of both ratios and products of characteristic polynomials of Hermitian random matrices are governed by integrable kernels of three different types: a) those constructed from orthogonal…

Mathematical Physics · Physics 2009-11-07 Eugene Strahov , Yan V. Fyodorov

Random matrix ensembles with orthogonal and unitary symmetry correspond to the cases of real symmetric and Hermitian random matrices respectively. We show that the probability density function for the corresponding spacings between…

Mathematical Physics · Physics 2007-05-23 P. J. Forrester , N. S. Witte

We consider the $q^\text{Volume}$ lozenge tiling model on a large, finite hexagon. It is well-known that random lozenge tilings of the hexagon correspond to a two-dimensional determinantal point process via a bijection with ensembles of…

Mathematical Physics · Physics 2025-04-25 Ahmad Barhoumi , Maurice Duits

We consider dynamically defined Hermitian matrices generated from orbits of the doubling map. We prove that their spectra fall into the GUE universality class from random matrix theory.

Probability · Mathematics 2022-01-05 Arka Adhikari , Marius Lemm

A recent approach to the Beck-Fiala conjecture, a fundamental problem in combinatorics, has been to understand when random integer matrices have constant discrepancy. We give a complete answer to this question for two natural models:…

Probability · Mathematics 2021-08-17 Dylan J. Altschuler , Jonathan Niles-Weed

It is shown how the universal correlation function of Brezin and Zee, and Beenakker, for random matrix ensembles of Wigner-Dyson type with density support on a finite interval can be derived using a linear response argument and macroscopic…

Condensed Matter · Physics 2009-10-22 P. J. Forrester

We consider the adjacency matrix of the ensemble of Erd\H{o}s-R\'enyi random graphs which consists of graphs on $N$ vertices in which each edge occurs independently with probability $p$. We prove that in the regime $pN \gg 1$ these matrices…

Probability · Mathematics 2016-01-20 Jiaoyang Huang , Benjamin Landon , Horng-Tzer Yau

In this paper, we study the mesoscopic fluctuations at edges of orthogonal polynomial ensembles with both continuous and discrete measures. Our main result is a Central limit Theorem (CLT) for linear statistics at mesoscopic scales. We show…

Probability · Mathematics 2025-05-13 Wenkui Liu

We introduce a generalization of Glimm's random choice method, which provides us with an approximation of entropy solutions to quasilinear hyperbolic system of balance laws. The flux-function and the source term of the equations may depend…

Analysis of PDEs · Mathematics 2007-05-23 John M. Hong , Philippe G. LeFloch