Related papers: Lax random matrices from Calogero systems
A method to generate new classes of random matrix ensembles is proposed. Random matrices from these ensembles are Lax matrices of classically integrable systems with a certain distribution of momenta and coordinates. The existence of an…
We propose new classes of random matrix ensembles whose statistical properties are intermediate between statistics of Wigner-Dyson random matrices and Poisson statistics. The construction is based on integrable N-body classical systems with…
In this paper we study factorization formulae for the Lax matrices of the classical Ruijsenaars-Schneider and Calogero-Moser models. We review the already known results and discuss their possible origins. The first origin comes from the…
We study a new class of matrix models, formulated on a lattice. On each site are $N$ states with random energies governed by a Gaussian random matrix Hamiltonian. The states on different sites are coupled randomly. We calculate the density…
A classical R-matrix structure is described for the Lax representation of the integrable n-particle chains of Calogero-Olshanetski-Perelo\-mov. This R-matrix is dynamical, non antisymmetric and non-invertible. It immediately triggers the…
Within the class of integrable Calogero models associated with (semi-)simple Lie algebras and with symmetric pairs of Lie algebras identified in a previous paper, we analyze whether and to what extent it is possible to find a gauge…
New classical integrable systems of Camassa-Holm peakon type are proposed. They realize the maximal even piecewise-D_2 generalization of the Calogero-Francoise flows, yielding periodic and pseudoperiodic trigonometric/hyperbolic potentials.…
Simple deformations, with a parameter $\epsilon$, of classical $R$-matrices which follow from decomposition of appropriate Lie algebras, are considered. As a result nonstandard Lax representations for some well known integrable systems are…
We introduce a family of order $N\in \mathbb{N}$ Lax matrices that is indexed by the natural number $k\in \{1,\ldots,N-1\}.$ For each value of $k$ they serve as strong Lax matrices of a hierarchy of integrable difference systems in edge…
The Calogero type matrix discretization scheme is applied to constructing the Lax type integrable discretizations of one wide enough class of nonlinear integrable dynamical systems on functional manifolds. Their Lie-algebraic structure and…
It is well known that the joint probability density of the eigenvalues of Gaussian ensembles of random matrices may be interpreted as a Coulomb gas. We review these classical results for hermitian and complex random matrices, with special…
We study properties of Hamiltonian integrable systems with random initial data by considering their Lax representation. Specifically, we investigate the spectral behaviour of the corresponding Lax matrices when the number $N$ of degrees of…
We derive exact results for gap probabilities, as well as densities of extreme eigenvalues for six complex random matrix ensembles of fundamental importance. These are Gauss-Wigner, Laguerre-Wishart, Cauchy-Lorentz (two variants),…
The issues related to the integrability of quantum Calogero-Moser models based on any root systems are addressed. For the models with degenerate potentials, i.e. the rational with/without the harmonic confining force, the hyperbolic and the…
Beta-ensembles of random matrices are naturally considered as quantum integrable systems, in particular, due to their relation with conformal field theory, and more recently appeared connection with quantized Painlev\'e Hamiltonians. Here…
This paper is intended to serve as a review of a series of papers with Nikita Nekrasov, where we achieved several important results concerning the relation between the moduli space of instantons and classical integrable systems. We derive…
We provide a self-contained introduction to random matrices. While some applications are mentioned, our main emphasis is on three different approaches to random matrix models: the Coulomb gas method and its interpretation in terms of…
. The choice of a suitable random matrix model of a complex system is very sensitive to the nature of its complexity. The statistical spectral analysis of various complex systems requires, therefore, a thorough probing of a wide range of…
We introduce a log-gas model that is a generalization of a random matrix ensemble with an additional interaction, whose strength depends on a parameter $\gamma$. The equilibrium density is computed by numerically solving the Riemann-Hilbert…
We propose a method based on the Wang-Landau algorithm to numerically generate the spectral densities of random matrix ensembles. The method employs Dyson's log-gas formalism for random matrix eigenvalues and also enables one to…