Related papers: Dualities in random matrix theory
In the present work we show that the joint probability distribution of the eigenvalues can be expressed in terms of a differential operator acting on the distribution of some other matrix quantities. Those quantities might be the diagonal…
The eigenvalue correlations of random matrices from the Jacobi Unitary Ensemble have a known asymptotic behavior as their size tends to infinity. In the bulk of the spectrum the behavior is described in terms of the sine kernel, and at the…
We show how classical and quantum dualities, as well as duality relations that appear only in a sector of certain theories ("emergent dualities"), can be unveiled, and systematically established. Our method relies on the use of morphisms of…
We reformulate the zero-dimensional hermitean one-matrix model as a (nonlocal) collective field theory, for finite~$N$. The Jacobian arising by changing variables from matrix eigenvalues to their density distribution is treated {\it…
We generally study the density of eigenvalues in unitary ensembles of random matrices from the recurrence coefficients with regularly varying conditions for the orthogonal polynomials. First we calculate directly the moments of the density.…
We evaluate averages involving characteristic polynomials, inverse characteristic polynomials and ratios of characteristic polynomials for a $N\times N$ random matrix taken from a $L$-deformed Chiral Gaussian Unitary Ensemble with an…
Given a collection $\{\lambda_1, \dots, \lambda_n\} $ of real numbers, there is a canonical probability distribution on the set of real symmetric or complex Hermitian matrices with eigenvalues $\lambda_1,\ldots,\lambda_n$. In this paper, we…
We survey a number of models from physics, statistical mechanics, probability theory and combinatorics, which are each described in terms of an orthogonal polynomial ensemble. The most prominent example is apparently the Hermite ensemble,…
In this paper we calculate, in the large N limit, the eigenvalue density of an infinite product of random unitary matrices, each of them generated by a random hermitian matrix. This is equivalent to solving unitary diffusion generated by a…
The eigenvalue PDF for some well known classes of non-Hermitian random matrices --- the complex Ginibre ensemble for example --- can be interpreted as the Boltzmann factor for one-component plasma systems in two-dimensional domains. We…
We characterize the phenomenon of "crowding" near the largest eigenvalue $\lambda_{\max}$ of random $N \times N$ matrices belonging to the Gaussian $\beta$-ensemble of random matrix theory, including in particular the Gaussian orthogonal…
The study of random walks has increasingly been popular across diverse disciplines such as statistics, mathematics, quantum physics, where they are used to model paths consisting of successive random steps in a mathematical space. A…
Non-Hermitian random matrices with statistical spectral characteristics beyond the standard Ginibre ensembles have recently emerged in the description of dissipative quantum many-body systems as well as in non-ergodic wave transport in…
We apply concepts of random differential geometry connected to the random matrix ensembles of the random linear operators acting on finite dimensional Hilbert spaces. The values taken by random linear operators belong to the Liouville…
We review elementary properties of random matrices and discuss widely used mathematical methods for both hermitian and nonhermitian random matrix ensembles. Applications to a wide range of physics problems are summarized. This paper…
We establish three identities involving Dyck paths and alternating Motzkin paths, whose proofs are based on variants of the same bijection. We interpret these identities in terms of closed random walks on the halfline. We explain how these…
We investigate the joint moments of the 2k-th power of the characteristic polynomial of random unitary matrices with the 2h-th power of the derivative of this same polynomial. We prove that for a fixed h, the moments are given by rational…
Recursive matrices are ubiquitous in combinatorics, which have been extensively studied. We focus on the study of the sums of $2\times 2$ minors of certain recursive matrices, the alternating sums of their $2\times 2$ minors, and the sums…
A unified theory of orthogonal polynomials of a discrete variable is presented through the eigenvalue problem of hermitian matrices of finite or infinite dimensions. It can be considered as a matrix version of exactly solvable Schr\"odinger…
The Jacobi polynomials $\hat{P}_n^{(\alpha,\beta)}(x)$ conform the canonical family of hypergeometric orthogonal polynomials (HOPs) with the two-parameter weight function $(1-x)^\alpha (1+x)^\beta, \alpha,\beta>-1,$ on the interval…