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We present a method to compute the genus expansion of the free energy of Hermitian matrix models from the large N expansion of the recurrence coefficients of the associated family of orthogonal polynomials. The method is based on the…
We consider the characteristic function of linear spectral statistics of generalized Wigner matrices. We provide an expansion of the characteristic function with error $\mathcal{O} ( N^{-1})$ around its limiting Gaussian form, and identify…
Many models for chaotic systems consist of joining two integrable systems with incompatible constants of motion. The quantum counterparts of such models have a propagator which factorizes into two integrable parts. Each part can be…
We develop a new method for generating probability tables based on a solid theoretical foundation. The fluctuating cross sections are calculated using the GOE-$S$-matrix model, in which the Gaussian Orthogonal Ensemble (GOE) is incorporated…
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…
Statistical properties of eigenvectors in non-Hermitian random matrix ensembles are discussed, with an emphasis on correlations between left and right eigenvectors. Two approaches are described. One is an exact calculation for Ginibre's…
We obtain bounds for the spectrum and for the total width of the spectral gaps for Jacobi matrices on $\ell^2(\Z)$ of the form $(H\psi)_n= a_{n-1}\psi_{n-1}+b_n\psi_n+a_n\psi_{n+1}$, where $a_n=a_{n+q}$ and $b_n=b_{n+q}$ are periodic…
We investigate the spectral fluctuation properties of constrained ensembles of random matrices (defined by the condition that a number N(Q) of matrix elements vanish identically; that condition is imposed in unitarily invariant form) in the…
We study the statistical properties of the scattering matrix associated with generic quantum graphs. The scattering matrix is the quantum analogue of the classical evolution operator on the graph. For the energy-averaged spectral form…
We prove a number of results concerning the large $N$ asymptotics of the free energy of a random matrix model with a polynomial potential $V(z)$. Our approach is based on a deformation $\tau_tV(z)$ of $V(z)$ to $z^2$, $0\le t<\infty$ and on…
In this paper we extend the orthogonal polynomials approach for extreme value calculations of Hermitian random matrices, developed by Nadal and Majumdar [1102.0738], to normal random matrices and 2D Coulomb gases in general. Firstly, we…
Spectral properties of Hermitian Toeplitz, Hankel, and Toeplitz-plus-Hankel random matrices with independent identically distributed entries are investigated. Combining numerical and analytic arguments it is demonstrated that spectral…
We prove that when suitably normalized, small enough powers of the absolute value of the characteristic polynomial of random Hermitian matrices, drawn from one-cut regular unitary invariant ensembles, converge in law to Gaussian…
Let $G$ be a finite connected graph on two or more vertices and $G^{[N,k]}$ the distance $k$-graph of the $N$-fold Cartesian power of $G$. For a fixed $k\ge1$, we obtain explicitly the large $N$ limit of the spectral distribution (the…
The semiclassical $\hbar$-expansion of the one-particle density matrix for a two-dimensional Fermi gas is calculated within the Wigner transform method of Grammaticos and Voros, originally developed in the context of nuclear physics. The…
Until now only for specific crossovers between Poissonian statistics (P), the statistics of a Gaussian orthogonal ensemble (GOE), or the statistics of a Gaussian unitary ensemble (GUE) analytical formulas for the level spacing distribution…
The quantum spectral curve equation associated to KP $\tau$-functions of hypergeometric type serving as generating functions for rationally weighted Hurwitz numbers is solved by generalized hypergeometric series. The basis elements spanning…
Products and sums of random matrices have seen a rapid development in the past decade due to various analytical techniques available. Two of these are the harmonic analysis approach and the concept of polynomial ensembles. Very recently, it…
We compute the spectral statistics of the sum H of two independent complex Wishart matrices, each of which is correlated with a different covariance matrix. Random matrix theory enjoys many applications including sums and products of random…
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…