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We introduce random matrix ensembles that correspond to the infinite families of irreducible Riemannian symmetric spaces of type I. In particular, we recover the Circular Orthogonal and Symplectic Ensembles of Dyson, and find other families…
We use Seiberg--Witten-like relations in the topological recursion framework to obtain virtual Euler characteristics for uni- and multicellular maps for ensembles of classic orthogonal polynomials and for ensembles related to nonorientable…
Properties of universality have essential relevance for the theory of random matrices usually called the Wigner ensemble. The issue was analysed up to recent years with detailed and relevant results. We present a slightly different view and…
The ensemble inter-relations to be considered are special features of classical cases, where the joint eigenvalue probability density can be computed explicitly. Attention will be focussed too on the consequences of these inter-relations,…
Random Matrix Theory (RMT) has successfully modeled diverse systems, from energy levels of heavy nuclei to zeros of $L$-functions; this correspondence has allowed RMT to successfully predict many number theoretic behaviors. However there…
Recent theoretical studies of chaotic scattering have encounted ensembles of random matrices in which the eigenvalue probability density function contains a one-body factor with an exponent proportional to the number of eigenvalues. Two…
The limiting distribution of eigenvalues of N x N random matrices has many applications. One of the most studied ensembles are real symmetric matrices with independent entries iidrv; the limiting rescaled spectral measure (LRSM)…
One object of interest in random matrix theory is a family of point ensembles (random point configurations) related to various systems of classical orthogonal polynomials. The paper deals with a one--parametric deformation of these…
This paper develops the algorithmic and dynamical foundations of recursive ensemble learning driven by Fibonacci-type update flows. In contrast with classical boosting Freund and Schapire (1997); Friedman (2001), where the ensemble evolves…
We consider random Hermitian matrices made of complex or real $M\times N$ rectangular blocks, where the blocks are drawn from various ensembles. These matrices have $N$ pairs of opposite real nonvanishing eigenvalues, as well as $M-N$ zero…
We discuss the product of $M$ rectangular random matrices with independent Gaussian entries, which have several applications including wireless telecommunication and econophysics. For complex matrices an explicit expression for the joint…
We analyze statistical properties of the complex system with conditions which manifests through specific constraints on the column/row sum of the matrix elements. The presence of additional constraints besides symmetry leads to new…
The $\beta$-ensembles of random matrix theory with classical weights have many special properties. One is that the loop equations specifying the resolvent and corresponding multipoint correlators permit a derivation at general order of the…
The averages of ratios of characteristic polynomials det(lambda - X) of N x N random matrices X, are investigated in the large N limit for the GUE, GOE and GSE ensemble. The density of states and the two-point correlation function are…
Universality of eigenvalue spacings is one of the basic characteristics of random matrices. We give the precise meaning of universality and discuss the standard universality classes (sine, Airy, Bessel) and their appearance in unitary,…
We derive the connected correlation functions for eigenvalues of large Hermitian random matrices with independently distributed elements using both a diagrammatic and a renormalization group (RG) inspired approach. With the diagrammatic…
Random Matrix Theory is a powerful tool in applied mathematics. Three canonical models of random matrix distributions are the Gaussian Orthogonal, Unitary and Symplectic Ensembles. For matrix ensembles defined on k-fold tensor products of…
We show that an algorithmic construction of sequences of recursive trees leads to a direct proof of the convergence of random recursive trees in an associated Doob-Martin compactification; it also gives a representation of the limit in…
We introduce a random matrix framework for studying statistical-mechanical lattice systems through spectral observables. Equilibrium configurations sampled from a Boltzmann measure are mapped to matrix ensembles whose covariance structure…
This paper considers random matrices distributed according to Haar measure in different classical compact groups. Utilizing the determinantal point structures of their nontrivial eigenangles, with respect to the $L_1$-Wasserstein distance,…