Related papers: Integrability and Matrix Models
We introduce a unified method for study of 2-dimensional invariant subspaces of matrices and their corresponding super-eigenvalues. As a novel application to non-commutative algebra, we present a connection between the eigenvalues of…
The class of the hypercomplex pseudo-Hermitian manifolds is considered. The flatness of the considered manifolds with the 3 parallel complex structures is proved. Conformal transformations of the metrics are introduced. The conformal…
The paper focuses on the problem of tracking eigenvalue trajectories in large-scale power system models as system parameters vary. A continuation-based formulation is presented for tracing any single eigenvalue of interest, which supports…
Many important problems are characterized by the eigenvalues of a large matrix. For example, the difficulty of many optimization problems, such as those arising from the fitting of large models in statistics and machine learning, can be…
A straightforward model for deposition and evaporation on discrete cells of a finite array of any dimension leads to a matrix equation involving a Sylvester-Kac type matrix. The eigenvalues and eigenvectors of the general matrix are…
We reformulate the zero-dimensional hermitean one-matrix model as a (nonlocal) collective field theory, for finite~$N$. The Jacobian arising by changing variables from matrix eigenvalues to their density distribution is treated {\it…
Using our recent results on eigenvalues of invariants associated to the Lie superalgebra gl(m|n), we use characteristic identities to derive explicit matrix element formulae for all gl(m|n) generators, particularly non-elementary…
Small M-theories unify various models of a given family in the same way as the M-theory unifies a variety of superstring models. We consider this idea in application to the family of eigenvalue matrix models: their M-theory unifies various…
Dirichlet integrals and the associated Dirichlet statistical densities are widely used in various areas. Generalizations of Dirichlet integrals and Dirichlet models to matrix-variate cases, when the matrices are real symmetric positive…
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 describe Generalized Hermitian matrices ensemble sometimes called Chiral ensemble. We give global asymptotic of the density of eigenvalues or the statistical density. We will calculate a Laplace transform of such a density for finite…
This note is concerned in so called harmonic complex structures introduced by the author previously. I will recall some previous results and emphasize the motivation: Provide an attempt to a fundamental problem in geometry--determining the…
This is a brief survey of classical and recent results about the typical behavior of eigenvalues of large random matrices, written for mathematicians and others who study and use matrices but may not be accustomed to thinking about…
We present a hermitian matrix chain representation of the general solution of the Hirota bilinear difference equation of three variables. In the large N limit this matrix model provides some explicit particular solutions of continuous…
In this note we compute the functional derivative of the induced charge density, on a thin conductor, consisting of the union of g+1 disjoint intervals, $J:=\cup_{j=1}^{g+1}(a_j,b_j),$ with respect to an external potential. In the context…
Several inequalities for eigenvalues involving convex combinations and compressions are given. These inequalities are matrix version of the basic convexity inequality f((a+b)/2) < (f(a)+f(b))/2.
We propose a general framework to study the stability of the subspace spanned by $P$ consecutive eigenvectors of a generic symmetric matrix ${\bf H}_0$, when a small perturbation is added. This problem is relevant in various contexts,…
Complex Hermitian random matrices with a unitary symmetry can be distinguished by a weight function. When this is even, it is a known result that the distribution of the singular values can be decomposed as the superposition of two…
In this paper, I study the simple eigenvectors of two hypomorphic matrices using linear algebra. I give new proofs of results of Godsil and MaKay.
We obtain a new inequality for arbitrary Hermitian matrices. We describe particular linear maps called the matrix portrait of arbitrary NxN matrices. The maps are obtained as analogs of partial tracing of density matrices of multipartite…