Related papers: Integrability and Matrix Models
We consider the random matrix ensemble with an external source \[ \frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM \] defined on $n\times n$ Hermitian matrices, where $A$ is a diagonal matrix with only two eigenvalues $\pm a$ of equal…
We show that a non-Hermitian operator with a tridiagonal matrix representation in a finite-dimensional vector space is similar to an Hermitian operator. The required condition is sufficient and simple examples show that it is not necessary.…
General properties of eigenvalues of $A+\tau uv^*$ as functions of $\tau\in\Comp$ or $\tau\in\Real$ or $\tau=\e^{\ii\theta}$ on the unit circle are considered. In particular, the problem of existence of global analytic formulas for…
We consider a discrete, non-Hermitian random matrix model, which can be expressed as a shift of a rank-one perturbation of an anti-symmetric matrix. We show that, asymptotically almost surely, the real parts of the eigenvalues of the…
A general framework based on Gaussian models and a MAP-EM algorithm is introduced in this paper for solving matrix/table completion problems. The numerical experiments with the standard and challenging movie ratings data show that the…
The ability to quantify distinctness of a cluster structure is fundamental for certain simulation studies, in particular for those comparing performance of different classification algorithms. The intrinsic integral measure based on the…
We show that partition functions of various matrix models can be obtained by acting on elementary functions with exponents of W-operators. A number of illustrations is given, including the Gaussian Hermitian matrix model, Hermitian model in…
We discuss the eigenvalue problem for 2x2 and 3x3 octonionic Hermitian matrices. In both cases, we give the general solution for real eigenvalues, and we show there are also solutions with non-real eigenvalues.
The exactly integrable systems connected with semisimple series $A$ for arbitrary grading are presented in explicit form. Their general solutions are expressed in terms of the matrix elements of various fundamental representations of $A_n$…
Inspired by a formal resemblance of certain q-expansions of modular forms and the master field formalism of matrix models in terms of Cuntz operators, we construct a Hermitian one-matrix model, which we dub the ``modular matrix model.''…
We study some basic properties and examples of Hermitian metrics on complex manifolds whose traces of the curvature of the Chern connection are proportional to the metric itself.
We consider real symmetric or complex hermitian random matrices with correlated entries. We prove local laws for the resolvent and universality of the local eigenvalue statistics in the bulk of the spectrum. The correlations have fast decay…
A new class of integrable mappings and chains is introduced. Corresponding $(1+2)$ integrable systems invariant with respect to such discrete transformations are presented in an explicit form. Their soliton-type solutions are constructed in…
The new class of integrable mappings and chains is introduced. Corresponding (1+2) integrable systems invariant with respect to such discrete transformations are represented in explicit form. Soliton like solutions of them are represented…
We construct ensembles of random integrable matrices with any prescribed number of nontrivial integrals and formulate integrable matrix theory (IMT) -- a counterpart of random matrix theory (RMT) for quantum integrable models. A type-M…
In this paper, we investigate the Euler-type integral representations for the generalized hypergeometric matrix function and develop some transformations in terms of hypergeometric matrix functions. Furthermore, unit and half arguments have…
We continue the study of the Hermitian random matrix ensemble with external source $\frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM$ where $A$ has two distinct eigenvalues $\pm a$ of equal multiplicity. This model exhibits a phase transition for…
Let $X^\beta$ be a real symmetric or complex Hermitian matrix whose entries are independent Gaussian random fields. We provide the sufficient and necessary conditions such that multiple collisions of eigenvalue processes of $A^\beta +…
This paper introduces a method for computing eigenvalues and eigenvectors of a generalized Hermitian, matrix eigenvalue problem. The work is focused on large scale eigenvalue problems, where the application of a direct inverse is out of…
Consider a $N\times n$ matrix $\Sigma_n=\frac{1}{\sqrt{n}}R_n^{1/2}X_n$, where $R_n$ is a nonnegative definite Hermitian matrix and $X_n$ is a random matrix with i.i.d. real or complex standardized entries. The fluctuations of the linear…