Related papers: Solvable random matrix ensemble with a logarithmic…
This note, mostly expository, is devoted to Poincar{\'e} and log-Sobolev inequalities for a class of Boltzmann-Gibbs measures with singular interaction. Such measures allow to model one-dimensional particles with confinement and singular…
There is a two-component log-gas system with Boltzmann factor which provides an interpolation between the eigenvalue PDF for $\beta = 1$ and $\beta = 4$ invariant random matrix ensembles. The solvability of this log-gas system relies on the…
For the random eigenvalues with density corresponding to the Jacobi ensemble $$c \cdot \prod_{i < j} | \lambda_i - \lambda_j |^\beta \prod^n_{i=1} (2 - \lambda_i)^a (2 + \lambda_i)^b I_{(-2,2)} (\lambda_i) $$ $(a, b > -1, \beta > 0) $ a…
We calculate the $k$-point generating function of the correlated Jacobi ensemble using supersymmetric methods. We use the result for complex matrices for $k=1$ to derive a closed-form expression for eigenvalue density. For real matrices we…
In Part 1 we study the spherical functions on compact symmetric pairs of arbitrary rank under a suitable multiplicity freeness assumption and additional conditions on the branching rules. The spherical functions are taking values in the…
The eigenvalue correlations of random matrices from the Jacobi Unitary Ensemble have a known asymptotic behavior as their size tends to infinity. In the bulk of the spectrum the behavior is described in terms of the sine kernel, and at the…
Exactly solvable potentials of nonrelativistic quantum mechanics are known to be shape invariant. For these potentials, eigenvalues and eigenvectors can be derived using well known methods of supersymmetric quantum mechanics. The majority…
Strongly non-Gaussian ensembles of large random matrices possessing unitary symmetry and logarithmic level repulsion are studied both in presence and absence of hard edge in their energy spectra. Employing a theory of polynomials orthogonal…
Joint distribution function of N eigenvalues of U(N) invariant random-matrix ensemble can be interpreted as a probability density to find N fictitious non-interacting fermions to be confined in a one-dimensional space. Within this picture a…
We investigate the eigenvalues statistics of ensembles of normal random matrices when their order N tends to infinite. In the model the eigenvalues have uniform density within a region determined by a simple analytic polynomial curve. We…
We introduce an extended Kepler-Coulomb quantum model in spherical coordinates. The Schr\"{o}dinger equation of this Hamiltonian is solved in these coordinates and it is shown that the wave functions of the system can be expressed in terms…
A nonpolynomial one-dimensional quantum potential representing an oscillator, that can be considered as placed in the middle between the harmonic oscillator and the isotonic oscillator (harmonic oscillator with a centripetal barrier), is…
Recent developments [Kamenev and Mezard, cond-mat/9901110, cond-mat/9903001; Yurkevich and Lerner, cond-mat/9903025; Zirnbauer, cond-mat/9903338] have revived a discussion about applicability of the replica approach to description of…
In this paper we show that a quasi-exactly solvable (normalizable or periodic) one-dimensional Hamiltonian satisfying very mild conditions defines a family of weakly orthogonal polynomials which obey a three-term recursion relation. In…
Several examples of Jacobi matrices with an explicitly solvable spectral problem are worked out in detail. In all discussed cases the spectrum is discrete and coincides with the set of zeros of a special function. Moreover, the components…
We introduce a new family of $N\times N$ random real symmetric matrix ensembles, the $k$-checkerboard matrices, whose limiting spectral measure has two components which can be determined explicitly. All but $k$ eigenvalues are in the bulk,…
We study the joint probability density of the eigenvalues of a product of rectangular real, complex or quaternion random matrices in a unified way. The random matrices are distributed according to arbitrary probability densities, whose only…
We compute all massive partition functions or characteristic polynomials and their complex eigenvalue correlation functions for non-Hermitean extensions of the symplectic and chiral symplectic ensemble of random matrices. Our results are…
Infinite families of multi-indexed orthogonal polynomials are discovered as the solutions of exactly solvable one-dimensional quantum mechanical systems. The simplest examples, the one-indexed orthogonal polynomials, are the infinite…
Orthogonal systems in $\mathrm{L}_2(\mathbb{R})$, once implemented in spectral methods, enjoy a number of important advantages if their differentiation matrix is skew-symmetric and highly structured. Such systems, where the differentiation…