Related papers: Universality of S-matrix correlations for determin…
Correlation function of complex eigenvalues of N by N random matrices drawn from non-Hermitean random matrix ensemble of symplectic symmetry is given in terms of a quaternion determinant. Spectral properties of Gaussian ensembles are…
We give a generalization of the random matrix ensembles, including all lassical ensembles. Then we derive the joint density function of the generalized ensemble by one simple formula, which give a direct and unified way to compute the…
Starting from Gaussian random matrix models we derive a new supermatrix field theory model. In contrast to the conventional non-linear sigma models, the new model is applicable for any range of correlations of the elements of the random…
We consider asymptotic behavior of the correlation functions of the characteristic polynomials of the hermitian sample covariance matrices $H_n=n^{-1}A_{m,n}^*A_{m,n}$, where $A_{m,n}$ is a $m\times n$ complex matrix with independent and…
We consider the non-Hermitian analogue of the celebrated Wigner-Dyson-Mehta bulk universality phenomenon, i.e. that in the bulk the local eigenvalue statistics of a large random matrix with independent, identically distributed centred…
We consider unitary ensembles of Hermitian NxN matrices H with a confining potential NV where V is analytic and uniformly convex. From work by Zinn-Justin, Collins, and Guionnet and Maida it is known that the large-N limit of the…
The averages of ratios of characteristic polynomials det(lambda - X) of N x N random matrices X, are investigated in the large N limit for the GUE, GOE and GSE ensemble. The density of states and the two-point correlation function are…
We study the question of diagonalizability of the Hamiltonian for the Faddeev-Reshetikhin (FR) model in the two particle sector. Although the two particle S-matrix element for the FR model, which may be relevant for the quantization of…
It has been shown by Strahov and Fyodorov that averages of products and ratios of characteristic polynomials corresponding to Hermitian matrices of a unitary ensemble, involve kernels related to orthogonal polynomials and their Cauchy…
We investigate the joint convergence of independent random Toeplitz matrices with complex input entries that have a pair-correlation structure, along with deterministic Toeplitz matrices and the backward identity permutation matrix.…
In this short note, we extend the celebrated results of Tao and Vu, and Krishnapur on the universality of empirical spectral distributions to a wide class of inhomogeneous complex random matrices, by showing that a technical and…
In this paper the kernel for the spectral correlation functions of the invariant chiral random matrix ensembles with real ($\beta =1$) and quaternion real ($\beta = 4$) matrix elements is expressed in terms of the kernel of the…
We show that, under mild assumptions, the spectrum of a sum of independent random matrices is close to that of the Gaussian random matrix whose entries have the same mean and covariance. This nonasymptotic universality principle yields…
The Faddeev-Reshetikhin model arises as a truncation of strings in AdS_5XS^5. Its two particle S-matrix should be obtained by diagonalizing its Hamiltonian. However this does not happen in a straightforward way. There is a Lorentz violating…
Any semigroup $\mathcal{S}$ of stochastic matrices induces a semigroup majorization relation $\prec^{\mathcal{S}}$ on the set $\Delta_{n-1}$ of probability $n$-vectors. Pick $X,Y$ at random in $\Delta_{n-1}$: what is the probability that…
For general large non-Hermitian random matrices $X$ and deterministic normal deformations $A$, we prove that the local eigenvalue statistics of $A+X$ close to the critical edge points of its spectrum are universal. This concludes the proof…
Inter-relations between random matrix ensembles with different symmetry types provide inter-relations between generating functions for the gap probabilites at the spectrum edge. Combining these in the scaled limit with the exact evaluation…
We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…
We consider $N\times N$ random matrices of the form $H=W+V$ where $W$ is a real symmetric or complex Hermitian Wigner matrix and $V$ is a random or deterministic, real, diagonal matrix whose entries are independent of $W$. We assume…
We consider the geometry of quantum states associated with different classes of random matrix Hamiltonians, in particular ensembles that show integrability to chaotic transition in terms of the nearest neighbour energy level spacing…