Related papers: New Insights into Superintegrability from Unitary …
We consider the single eigenvalue fluctuations of random matrices of general Wigner-type, under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove that the asymptotic fluctuations of a single eigenvalue…
Random Hermitian matrices with a source term arise, for instance, in the study of non-intersecting Brownian walkers \cite{Adler:2009a, Daems:2007} and sample covariance matrices \cite{Baik:2005}. We consider the case when the $n\times n$…
We derive a sufficient condition for a Hermitian $N \times N$ matrix $A$ to have at least $m$ eigenvalues (counting multiplicities) in the interval $(-\epsilon, \epsilon)$. This condition is expressed in terms of the existence of a…
Partition functions of certain classes of "spin glass" models in statistical physics show strong connections to combinatorial graph invariants. Also known as homomorphism functions they allow for the representation of many such invariants,…
We prove multi-dimensional central limit theorems for the spectral moments (of arbitrary degrees) associated with random matrices with real-valued i.i.d. entries, satisfying some appropriate moment conditions. Our techniques rely on a…
In order to have a better understanding of finite random matrices with non-Gaussian entries, we study the $1/N$ expansion of local eigenvalue statistics in both the bulk and at the hard edge of the spectrum of random matrices. This gives…
Constructions in type-driven compositional distributional semantics associate large collections of matrices of size $D$ to linguistic corpora. We develop the proposal of analysing the statistical characteristics of this data in the…
We consider Schur function expansion for the partition function of the model of normal matrices. We show that this expansion coincides with Takasaki expansion \cite{Tinit} for tau functions of Toda lattice hierarchy. We show that the…
We consider certain scalar product of symmetric functions which is parameterized by a function $r$ and an integer $n$. One the one hand we have a fermionic representation of this scalar product. On the other hand we get a representation of…
We introduce a generalized ensemble of nonhermitian matrices interpolating between the Gaussian Unitary Ensemble, the Ginibre ensemble and the Poisson ensemble. The joint eigenvalue distribution of this model is obtained by means of an…
In this study, we derive the exact distributions of eigenvalues of a singular Wishart matrix under an elliptical model. We define generalized heterogeneous hypergeometric functions with two matrix arguments and provide convergence…
Schur decompositions and the corresponding Schur forms of a single matrix, a pair of matrices, or a collection of matrices associated with the periodic eigenvalue problem are frequently used and studied. These forms are upper-triangular…
Weingarten functions provide a tool for computing Haar measure matrix integrals of polynomials in the matrix entries. An important property of Weingarten functions, is their particularly simple large $N$ limits. In 2017 Benoit Collins and…
In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…
In the context of the complex-analytic structure within the unit disk centered at the origin of the complex plane, that was presented in a previous paper, we show that singular Schwartz distributions can be represented within that same…
We show that randomly choosing the matrices in a completely positive map from the unitary group gives a quantum expander. We consider Hermitian and non-Hermitian cases, and we provide asymptotically tight bounds in the Hermitian case on the…
We study the hermitean and normal two matrix models in planar approximation for an arbitrary number of eigenvalue supports. Its planar graph interpretation is given. The study reveals a general structure of the underlying analytic complex…
We establish universal Gaussian fluctuations for the mesoscopic linear eigenvalue statistics in the vicinity of the cusp-like singularities of the limiting spectral density for Wigner-type random matrices. Prior to this work, the linear…
The quantum spectral curve equation associated to KP $\tau$-functions of hypergeometric type serving as generating functions for rationally weighted Hurwitz numbers is solved by generalized hypergeometric series. The basis elements spanning…
We analyze the well-known equivalence between the quadratic Kontsevich-Penner and Hermitian matrix models from the point of view of superintegrability relations, i.e. explicit formulas for character averages. This is not that trivial on the…