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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,…

Mathematical Physics · Physics 2015-01-20 A. B. J. Kuijlaars

We analyze further a recently proposed S-matrix description of transplanckian scattering in the specific case of axisymmetric collisions of extended sources, where some of the original approximations are not necessary. We confirm the claim…

High Energy Physics - Theory · Physics 2014-11-18 G. Veneziano , J. Wosiek

We reconsider the problem of calculating a general spectral correlation function containing an arbitrary number of products and ratios of characteristic polynomials for a N x N random matrix taken from the Gaussian Unitary Ensemble (GUE).…

Mathematical Physics · Physics 2015-06-26 Yan V Fyodorov , Eugene Strahov

We have discussed earlier the correlation functions of the random variables $\det(\la-X)$ in which $X$ is a random matrix. In particular the moments of the distribution of these random variables are universal functions, when measured in the…

Mathematical Physics · Physics 2009-10-31 E. Brezin , S. Hikami

We study limit distributions of independent random matrices as well as limit joint distributions of their blocks under normalized partial traces composed with classical expectation. In particular, we are concerned with the ensemble of…

Operator Algebras · Mathematics 2014-07-25 Romuald Lenczewski

{Recently, we found that the correlation between the eigenvalues of random hermitean matrices exhibits universal behavior. Here we study this universal behavior and develop a diagrammatic approach which enables us to extend our previous…

Condensed Matter · Physics 2009-10-22 E. Brezin , A. Zee

The diagonalization of Hermitian supermatrices is studied. Such a change of coordinates is inevitable to find certain structures in random matrix theory. However it still poses serious problems since up to now the calculation of all…

Mathematical Physics · Physics 2011-06-21 Mario Kieburg

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…

Condensed Matter · Physics 2009-10-22 E. Brézin , A. Zee

We consider the problem of the statistics of the scattering matrix S of a chaotic cavity (quantum dot), which is coupled to the outside world by non-ideal leads containing N scattering channels. The Hamiltonian H of the quantum dot is…

Condensed Matter · Physics 2016-08-31 P. W. Brouwer

We introduce a new method for studying universality of random matrices. Let T_n be the Jacobi matrix associated to the Dyson beta ensemble with uniformly convex polynomial potential. We show that after scaling, T_n converges to the…

Probability · Mathematics 2015-12-29 Manjunath Krishnapur , Brian Rider , Balint Virag

We consider $S$-matrix correlation functions for a chaotic cavity having $M$ open channels, in the absence of time-reversal invariance. Relying on a semiclassical approximation, we compute the average over $E$ of the quantities ${\rm…

Chaotic Dynamics · Physics 2015-07-21 Marcel Novaes

A generalized Hubbard-Stratonovitch transformation relating an integral over random unitary N times N matrices to an integral over Efetov's unitary sigma model manifold, is introduced. This transformation adapts the supersymmetry method to…

chao-dyn · Physics 2009-10-28 Martin R. Zirnbauer

Random-matrix theory is used to study the mesoscopic fluctuations of the excitation gap in a metal grain or quantum dot induced by the proximity to a superconductor. We propose that the probability distribution of the gap is a universal…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 M. G. Vavilov , P. W. Brouwer , V. Ambegaokar , C. W. J. Beenakker

The paper addresses the calculation of correlation functions of permanental polynomials of matrices with random entries. By exploiting a convenient contour integral representation of the matrix permanent some explicit results are provided…

Mathematical Physics · Physics 2007-05-23 Yan V Fyodorov

We give a proof of the Universality Conjecture for orthogonal and symplectic ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial, V(x)=kappa_{2m}x^{2m}+..., kappa_{2m}>0. For such…

Mathematical Physics · Physics 2007-05-23 Percy Deift , Dimitri Gioev

The bulk S-Matrix can be given a non-perturbative definition in terms of the flat space limit of AdS/CFT. We show that the unitarity of the S-Matrix, ie the optical theorem, can be derived by studying the behavior of the OPE and the…

High Energy Physics - Theory · Physics 2015-06-03 A. Liam Fitzpatrick , Jared Kaplan

We consider matrix-valued processes described as solutions to stochastic differential equations of very general form. We study the family of the empirical measure-valued processes constructed from the corresponding eigenvalues. We show that…

Probability · Mathematics 2019-01-10 Jacek Małecki , José Luis Pérez

Number theorists have studied extensively the connections between the distribution of zeros of the Riemann $\zeta$-function, and of some generalizations, with the statistics of the eigenvalues of large random matrices. It is interesting to…

Mathematical Physics · Physics 2009-10-31 E. Brezin , S. Hikami

We compute averages of products and ratios of characteristic polynomials associated with Orthogonal, Unitary, and Symplectic Ensembles of Random Matrix Theory. The pfaffian/determinantal formulas for these averages are obtained, and the…

Mathematical Physics · Physics 2007-05-23 A. Borodin , E. Strahov

We prove universality at the edge of the spectrum for unitary (beta=2), orthogonal (beta=1) and symplectic (beta=4) ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial,…

Mathematical Physics · Physics 2007-05-23 Percy Deift , Dimitri Gioev