Related papers: New Instantons for Matrix Models

We analyze properties of non-hermitian matrices of size M constructed as square submatrices of unitary (orthogonal) random matrices of size N>M, distributed according to the Haar measure. In this way we define ensembles of random matrices…

I review aspects of work done in collaboration with A. Zee and R. Scalettar \cite{fz1,fz2,fsz} on complex non-hermitean random matrices. I open by explaining why the bag of tools used regularly in analyzing hermitean random matrices cannot…

In this paper, we derive the explicit series expansion of the eigenvalue distribution of various models, namely the case of non-central Wishart distributions, as well as correlated zero mean Wishart distributions. The tools used extend…

We present an application of autoregressive neural networks to Monte Carlo simulations of quantum spin chains using the correspondence with classical two-dimensional spin systems. We use a hierarchy of neural networks capable of estimating…

The probability that an interval $I$ is free of eigenvalues in a matrix ensemble with unitary symmetry is given by a Fredholm determinant. When the weight function in the matrix ensemble is a classical weight function, and the interval $I$…

In this work, we study a class of random matrices which interpolate between the Wigner matrix model and various types of patterned random matrices such as random Toeplitz, Hankel, and circulant matrices. The interpolation mechanism is…

In this paper we consider features of graviton scattering in Matrix theory compactified on a 2-torus. The features which interest us can only be determined by nonperturbative effects in the corresponding 2+1 dimensional super Yang Mills…

We consider random non-normal matrices constructed by removing one row and column from samples from Dyson's circular ensembles or samples from the classical compact groups. We develop sparse matrix models whose spectral measures match these…

We study non-perturbative aspects of the large N duality between Chern-Simons theory and topological strings, and we find a rich structure of large N phase transitions in the complex plane of the 't Hooft parameter. These transitions are…

We study the formation of gravitating global strings through quantum mechanical tunneling. The instantons that describe the nucleation process are characterized by two parameters: the string core thickness and its gravitational backreaction…

In a toroidal orbifold of type IIB string theory we study instanton effects in N=2 super Yang-Mills theories engineered with systems of wrapped magnetized D9 branes and Euclidean D5 branes. We analyze the various open string sectors in this…

Instanton theory is an established method to calculate rate constants of chemical reactions including atom tunneling. Technical and methodological improvements increased its applicability. Still, a large number of energy and gradient…

This paper studies inference in linear models with a high-dimensional parameter matrix that can be well-approximated by a ``spiked low-rank matrix.'' A spiked low-rank matrix has rank that grows slowly compared to its dimensions and nonzero…

In finance, economics and many other fields, observations in a matrix form are often generated over time. For example, a set of key economic indicators are regularly reported in different countries every quarter. The observations at each…

Several variants of recurrent neural networks (RNNs) with orthogonal or unitary recurrent matrices have recently been developed to mitigate the vanishing/exploding gradient problem and to model long-term dependencies of sequences. However,…

In these notes we give an overview of different topics in resurgence theory from a physics point of view, but with particular mathematical flavour. After a short review of the standard Borel method for the resummation of asymptotic series,…

In this paper we study random matrix models where the matrices in question contain infinitely many spikes. Recent work has characterized the possible outliers in the spectrum of large deformed unitarily invariant models when the number of…

Covariances and variances of linear statistics of a point process can be written as integrals over the truncated two-point correlation function. When the point process consists of the eigenvalues of a random matrix ensemble, there are often…

Let $A$ be a rectangular matrix of size $m\times n$ and $A_1$ be the random matrix where each entry of $A$ is multiplied by an independent $\{0,1\}$-Bernoulli random variable with parameter $1/2$. This paper is about when, how and why the…

Intrinsic wavelet transforms and wavelet estimation methods are introduced for curves in the non-Euclidean space of Hermitian positive definite matrices, with in mind the application to Fourier spectral estimation of multivariate stationary…