Related papers: Eigenvalue processes of symmetric tridiagonal matr…
We present detailed computations of the 'at least finite' terms (three dominant orders) of the free energy in a one-cut matrix model with a hard edge a, in beta-ensembles, with any polynomial potential. beta is a positive number, so not…
We investigate off-diagonal matrix elements of local operators in integrable spin chains, focusing on the isotropic spin-$1/2$ Heisenberg chain ($XXX$ chain). We employ state-of-the-art Algebraic Bethe Ansatz results, which allow us to…
We investigate the eigenvalue statistics of random Bernoulli matrices, where the matrix elements are chosen independently from a binary set with equal probability. This is achieved by initiating a discrete random walk process over the space…
It is well-known that the finite difference discretization of the Laplacian eigenvalue problem $-\Delta u = \lambda u$ leads to a matrix eigenvalue problem (EVP) $A x= \lambda x$ where the matrix $A$ is Toeplitz-plus-Hankel. Analytical…
We consider an ensemble of self-dual matrices with arbitrary complex entries. This ensemble is closely related to a previously defined ensemble of anti-symmetric matrices with arbitrary complex entries. We study the two-level correlation…
We show that for all positive beta the semigroups of beta-Dyson Brownian motions of different dimensions are intertwined. The proof relates beta-Dyson Brownian motions directly to Jack symmetric polynomials and omits an approximation of the…
Determinants and symmetric functions of the eigenvalues of matrices characterizing stochastic processes with indepedent increments. Relationships with Fibonacci numbers are derived.
Tensor-valued and matrix-valued measurements of different physical properties are increasingly available in material sciences and medical imaging applications. The eigenvalues and eigenvectors of such multivariate data provide novel and…
We derive the exact form of the eigenvalue spectra of correlation matrices derived from a set of time-shifted, finite Brownian random walks (time-series). These matrices can be seen as random, real, asymmetric matrices with a special…
We compute exact asymptotic results for the probability of the occurrence of large deviations of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we…
We develop a theory of multilevel distributions of eigenvalues which complements the Dyson's threefold $\beta=1,2,4$ approach corresponding to real/complex/quaternion matrices by $\beta=\infty$ point. Our central objects are G$\infty$E…
We consider Brownian motion on symmetric matrices of octonions, and study the law of the spectrum. Due to the fact that the octonion algebra is nonassociative, the dimension of the matrices plays a special role. We provide two specific…
We study the fluctuations of the largest eigenvalue $\lambda_{\max}$ of $N \times N$ random matrices in the limit of large $N$. The main focus is on Gaussian $\beta$-ensembles, including in particular the Gaussian orthogonal ($\beta=1$),…
The three different sets of Bethe ansatz equations describing the Bethe ansatz solution of the supersymmetric t-J model are known to be equivalent. Here we give a new, simplified proof of this fact which relies on the properties of certain…
We develop a supersymmetric field theoretical description of the Gaussian ensemble of the almost diagonal Hermitian Random Matrices. The matrices have independent random entries H_{ij} with parametrically small off-diagonal elements…
We uncover a hidden Gaussian ensemble inside each of the three circular ensembles of random matrices, which provide novel diagrammatic rules for the calculation of moments. The matrices involved are generic complex for $\beta=2$, complex…
We define and study a multidimensional process that generalizes the eigenvalues of matrix Jacobi processes on the one hand and whose stationary distribution is given by the beta Jacobi ensemble on the other hand.
In arXiv:1410.7268v3, the authors consider eigenvalues of overlapping Wishart matrices and prove that its fluctuations asymptotically convergence to the Gaussian free field. In this brief note, their result is extended to show that when the…
Gaussian processes occupy one of the leading places in modern statistics and probability theory due to their importance and a wealth of strong results. The common use of Gaussian processes is in connection with problems related to…
We consider the uniform random $d$-regular graph on $N$ vertices, with $d \in [N^\alpha, N^{2/3-\alpha}]$ for arbitrary $\alpha > 0$. We prove that in the bulk of the spectrum the local eigenvalue correlation functions and the distribution…