Related papers: Lax random matrices from Calogero systems
We introduce a class of ${\mathbb{Z}}_N$ graded discrete Lax pairs, with $N\times N$ matrices, linear in the spectral parameter. We give a classification scheme for such Lax pairs and the associated discrete integrable systems. We present…
From random matrix theory it is known that for special values of the coupling constant the Calogero-Moser (CM) equation system is nothing but the radial part of a generalized harmonic oscillator Schroedinger equation. This allows an…
It is shown that the Zakharov-Mihailov (ZM) Lagrangian structure for integrable nonlinear equations derived from a general class of Lax pairs possesses a Lagrangian multiform structure. We show that, as a consequence of this multiform…
In this paper, we consider the log-concave ensemble of random matrices, a class of covariance-type matrices $XX^*$ with isotropic log-concave $X$-columns. A main example is the covariance estimator of the uniform measure on isotropic convex…
Differential-difference integrable exponential type systems are studied corresponding to the Cartan matrices of semi-simple or affine Lie algebras. For the systems corresponding to the algebras $A_2$, $B_2$, $C_2$, $G_2$ the complete sets…
In an absorptive system the Wigner reaction $K-$matrix (directly related to the impedance matrix in acoustic or electromagnetic wave scattering) is non-selfadjoint, hence its eigenvalues are complex. The most interesting regime arises when…
We demonstrate a method to solve a general class of random matrix ensembles numerically. The method is suitable for solving log-gas models with biorthogonal type two-body interactions and arbitrary potentials. We reproduce standard results…
We propose a convex variational approach to compute localized density matrices for both zero temperature and finite temperature cases, by adding an entry-wise $\ell_1$ regularization to the free energy of the quantum system. Based on the…
We present and compare two families of ensembles of random density matrices. The first, static ensemble, is obtained foliating an unbiased ensemble of density matrices. As criterion we use fixed purity as the simplest example of a useful…
A novel algebra underlying integrable systems is shown to generate and unify a large class of quantum integrable models with given $R$-matrix, through reductions of an ancestor Lax operator and its different realizations. Along with known…
In this work we discuss connections between a one-dimensional system of $N$ particles interacting with a repulsive inverse square potential and confined in a harmonic potential (Calogero-Moser model) and the log-gas model which appears in…
The integrability of two symplectic maps, that can be considered as discrete-time analogs of the Garnier and Neumann systems is established in the framework of the $r$-matrix approach, starting from their Lax representation. In contrast…
In a previous article [N. Delice, F.W. Nijhoff and S. Yoo-Kong, J. Phys. A: Math. Theor. 48(3) (2015), 035206] a novel class of elliptic Lax pairs for integrable lattice equations was introduced. The present article proposes a…
The present work provides an original framework for random matrix analysis based on revisiting the concentration of measure theory from a probabilistic point of view. By providing various notions of vector concentration ($q$-exponential,…
It is shown how a system of evolution equations can be developed both from the structure equations of a submanifold embedded in three-space as well as from a matrix SO(6) Lax pair. The two systems obtained this way correspond exactly when a…
Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…
We study the spectral properties of a class of random matrices where the matrix elements depend exponentially on the distance between uniformly and randomly distributed points. This model arises naturally in various physical contexts, such…
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…
Integrable systems have provided various insights into physical phenomena and mathematics. The way of constructing many-body integrable systems is limited to few ansatzes for the Lax pair, except for highly inventive findings of conserved…
The goal of these expository notes is to give an introduction to random matrices for non-specialist of this topic focusing on the link between random matrices and systems of particles in interaction. We first recall some general results…