Related papers: New Insights into Superintegrability from Unitary …
Given a collection $\{\lambda_1, \dots, \lambda_n\} $ of real numbers, there is a canonical probability distribution on the set of real symmetric or complex Hermitian matrices with eigenvalues $\lambda_1,\ldots,\lambda_n$. In this paper, we…
This work concerns the global minimization of a prescribed eigenvalue or a weighted sum of prescribed eigenvalues of a Hermitian matrix-valued function depending on its parameters analytically in a box. We describe how the analytical…
In the present context, superintegrability is a property of certain probability density functions coming from matrix models, which relates to the average over a distinguished basis of symmetric functions, typically the Jack or Macdonald…
In the recent study of Virasoro action on characters, we discovered that it gets especially simple for peculiar linear combinations of the Virasoro operators: particular harmonics of $\hat w$-operators. In this letter, we demonstrate that…
We generalize Harish-Chandra-Itzykson-Zuber and certain other integrals (Gross-Witten integral and integrals over complex matrices) using the notion of tau function of matrix argument. In this case one can reduce the matrix integral to the…
This thesis deals with the geometric and integrable aspects associated with random matrix models. Its purpose is to provide various applications of random matrix theory, from algebraic geometry to partial differential equations of…
We summarize the recent results about complete solvability of Hermitian and rectangular complex matrix models. Partition functions have very simple character expansions with coefficients made from dimensions of representation of the linear…
We develop methods for systematic construction of superintegrable polynomials in matrix/eigenvalue models. Our consideration is based on a tight connection of superintegrable property of Gaussian Hermitian model and $W_{1 + \infty}$ algebra…
In this paper, we compute the expectation of traces of powers of the hermitian matrix Jacobi process for a large enough but fixed size. To proceed, we first derive the semi-group density of its eigenvalues process as a bilinear series of…
A remarkable property of Hermitian ensembles is their universal behavior, that is, once properly rescaled the eigenvalue statistics does not depend on particularities of the ensemble. Recently, normal matrix ensembles have attracted…
The ability to quantify distinctness of a cluster structure is fundamental for certain simulation studies, in particular for those comparing performance of different classification algorithms. The intrinsic integral measure based on the…
We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…
The eigenvalue density for members of the Gaussian orthogonal and unitary ensembles follows the Wigner semi-circle law. If the Gaussian entries are all shifted by a constant amount c/Sqrt(2N), where N is the size of the matrix, in the large…
Pseudo-hermitian matrices are matrices hermitian with respect to an indefinite metric. They can be thought of as the truncation of pseudo-hermitian operators, defined over some Krein space, together with the associated metric, to a finite…
We study $k$-point correlators of characteristic polynomials in non-Hermitian ensembles of random matrices, focusing on the real, complex and quaternion $N \times N$ Ginibre ensembles. Our approach is based on the technique of character…
Concise review of the basic properties of unitary matrix integrals. They are studied with the help of the three matrix models: the ordinary unitary model, Brezin-Gross-Witten model and the Harish-Charndra-Itzykson-Zuber model. Especial…
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…
We study a unitary matrix model of the Gross-Witten-Wadia type, extended with the addition of characteristic polynomial insertions. The model interpolates between solvable unitary matrix models and is the unitary counterpart of a deformed…
We construct differential algebras in which spaces of (one-dimensional) periodic ultradistributions are embedded. By proving a Schwartz impossibility type result, we show that our embeddings are optimal in the sense of being consistent with…
Unitary 1-matrix models are shown to be exactly equivalent to hermitian 1-matrix models coupled to 2N vectors with appropriate potentials, to all orders in the 1/N expansion. This fact allows us to use all the techniques developed and…