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Related papers: Dualities in random matrix theory

200 papers

We consider an ensemble of self-dual matrices with arbitrary complex entries. This ensemble is closely related to a previously defined ensemble of anti-symmetric matrices with arbitrary complex entries. We study the two-level correlation…

Disordered Systems and Neural Networks · Physics 2007-05-23 M. B. Hastings

We study the Hermitian supermatrix model involving an external source. We derive the determinantal formula for the supermatrix partition function, and also for the expectation value of the characteristic polynomial ratio, which yields the…

Mathematical Physics · Physics 2014-12-16 Taro Kimura

We establish a strong-weak coupling duality between two types of free matrix models. In the large-N limit, the real-symmetric matrix model is dual to the quaternionic-real matrix model. Using the large-N conformal invariant collective field…

High Energy Physics - Theory · Physics 2009-11-10 I. Andrić , D. Jurman

We study the characteristic polynomial of Haar distributed random unitary matrices. We show that after a suitable normalization, as one increases the size of the matrix, powers of the absolute value of the characteristic polynomial as well…

Probability · Mathematics 2015-10-05 Christian Webb

It is a result of Ginibre that the normalized bulk $k$-point correlation functions of a complex $n\times n$ Gaussian matrix with independent entries of mean zero and unit variance are asymptotically given by the determinantal point process…

Probability · Mathematics 2024-05-28 Terence Tao , Van Vu

Moments of the characteristic polynomial of a random matrix taken from any of the three ensembles, orthogonal, unitary or symplectic, are given either as a determinant or a pfaffian or as a sum of determinants. For gaussian ensembles…

Statistical Mechanics · Physics 2007-05-23 M. L. Mehta , J. -M. Normand

The Ginibre ensemble of nonhermitean random Hamiltonian matrices $K$ is considered. Each quantum system described by $K$ is a dissipative system and the eigenenergies $Z_{i}$ of the Hamiltonian are complex-valued random variables. The…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

This thesis deals with the geometric and integrable aspects associated with random matrix models. Its purpose is to provide various applications of random matrix theory, from algebraic geometry to partial differential equations of…

Mathematical Physics · Physics 2010-12-22 Olivier Marchal

We study multiplicative statistics for the eigenvalues of unitarily-invariant Hermitian random matrix models. We consider one-cut regular polynomial potentials and a large class of multiplicative statistics. We show that in the large matrix…

Mathematical Physics · Physics 2022-11-30 Promit Ghosal , Guilherme L. F. Silva

Define a module representation to be a linear parameterisation of a collection of module homomorphisms over a ring. Generalising work of Knuth, we define duality functors indexed by the elements of the symmetric group of degree three…

Rings and Algebras · Mathematics 2019-08-27 Tobias Rossmann

According to the classification scheme of the generalized random matrix ensembles, we present various kinds of concrete examples of the generalized ensemble, and derive their joint density functions in an unified way by one simple formula…

Mathematical Physics · Physics 2007-05-23 Jinpeng An , Zhengdong Wang , Kuihua Yan

The paper discusses progress in understanding statistical properties of complex eigenvalues (and corresponding eigenvectors) of weakly non-unitary and non-Hermitian random matrices. Ensembles of this type emerge in various physical…

Chaotic Dynamics · Physics 2009-11-07 Yan V Fyodorov , H. -J Sommers

The Hamiltonian of the quantum Calogero-Sutherland model of $N$ identical particles on the circle with $1/r^{2}$ interactions has eigenfunctions consisting of Jack polynomials times the base state. By use of the generalized Jack polynomials…

Mathematical Physics · Physics 2017-05-19 Charles F. Dunkl

We review our recent results on pseudo-hermitian random matrix theory which were hitherto presented in various conferences and talks. (Detailed accounts of our work will appear soon in separate publications.) Following an introduction of…

Mathematical Physics · Physics 2021-10-27 Joshua Feinberg , Roman Riser

Moments of secular and inverse secular coefficients, averaged over random matrices from classical groups, are related to the enumeration of non-negative matrices with prescribed row and column sums. Similar random matrix averages are…

Combinatorics · Mathematics 2007-05-23 Peter J. Forrester , Alex Gamburd

A generalisation of the Ginibre ensemble of non-Hermitian random square matrices is introduced. The corresponding probability measure is induced by the ensemble of rectangular Gaussian matrices via a quadratisation procedure. We derive the…

Mathematical Physics · Physics 2015-05-28 J. Fischmann , W. Bruzda , B. A. Khoruzhenko , H. -J. Sommers , K. Zyczkowski

We introduce and study a class of discrete particle ensembles that naturally arise in connection with classical random matrix ensembles, log-gases and Jack polynomials. Under technical assumptions on a general analytic potential we prove…

Probability · Mathematics 2022-07-20 Evgeni Dimitrov , Alisa Knizel

For the generalized Jacobi, Laguerre and Hermite polynomials $P_n^{(\alpha_n, \beta_n)} (x), L_n^{(\alpha_n)} (x),$\break $H_n^{(\gamma_n)} (x)$ the limit distributions of the zeros are found, when the sequences $\alpha_n$ or $\beta_n$ tend…

Classical Analysis and ODEs · Mathematics 2016-09-06 Holger Dette , William J. Studden

We uncover a hidden Gaussian ensemble inside each of the three circular ensembles of random matrices, which provide novel diagrammatic rules for the calculation of moments. The matrices involved are generic complex for $\beta=2$, complex…

Mathematical Physics · Physics 2023-06-14 Marcel Novaes

Representation theory and the theory of symmetric functions have played a central role in Random Matrix Theory in the computation of quantities such as joint moments of traces and joint moments of characteristic polynomials of matrices…

Mathematical Physics · Physics 2025-04-18 Bhargavi Jonnadula , Jonathan P. Keating , Francesco Mezzadri
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