Related papers: Supersymmetry Approach to Almost Diagonal Random M…
Complex extension of quantum mechanics and the discovery of pseudo-unitarily invariant random matrix theory has set the stage for a number of applications of these concepts in physics. We briefly review the basic ideas and present…
Integrable theory is formulated for correlation functions of characteristic polynomials associated with invariant non-Gaussian ensembles of Hermitean random matrices. By embedding the correlation functions of interest into a more general…
A two-dimensional Pauli Hamiltonian describing the interaction of a neutral spin-1/2 particle with a magnetic field having axial and second order symmetries, is considered. After separation of variables, the one-dimensional matrix…
An ensemble of 2 x 2 pseudo-Hermitian random matrices is constructed that possesses real eigenvalues with level-spacing distribution exactly as for the Gaussian Unitary Ensemble found by Wigner. By a re-interpretation of Connes' spectral…
Attention has been brought to the possibility that statistical fluctuation properties of several complex spectra, or, well-known number sequences may display strong signatures that the Hamiltonian yielding them as eigenvalues is…
We study the distribution of eigenvalues of almost-Hermitian random matrices associated with the classical Gaussian and Laguerre unitary ensembles. In the almost-Hermitian setting, which was pioneered by Fyodorov, Khoruzhenko and Sommers in…
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…
The paper gives a thorough introduction to spectra of digraphs via its Hermitian adjacency matrix. This matrix is indexed by the vertices of the digraph, and the entry corresponding to an arc from $x$ to $y$ is equal to the complex unity…
We study S-matrix correlations for random matrix ensembles with a Hamiltonian which is the sum of a given deterministic part and of a random matrix with a Gaussian probability distribution. Using Efetov's supersymmetry formalism, we show…
Recently, the supersymmetry method was extended from Gaussian ensembles to arbitrary unitarily invariant matrix ensembles by generalizing the Hubbard-Stratonovich transformation. Here, we complete this extension by including arbitrary…
The task of analytically diagonalizing a tridiagonal matrix can be considerably simplified when a part of the matrix is uniform. Such quasi-uniform matrices occur in several physical contexts, both classical and quantum, where…
Real non-symmetric matrices may have either real or complex conjugate eigenvalues. These matrices can be seen to be pseudo-symmetric as $\eta M \eta^{-1} = M^t$, where the metric $\eta$ could be secular (a constant matrix) or depending upon…
Sample correlation matrices are employed ubiquitously in statistics. However, quite surprisingly, little is known about their asymptotic spectral properties for high-dimensional data, particularly beyond the case of "null models" for which…
This thesis reviews recent progress on products of random matrices from the perspective of exactly solved Gaussian random matrix models. We derive exact formulae for the correlation functions for the eigen- and singular values at arbitrary…
Random hyperspherical harmonics are Gaussian Laplace eigenfunctions on the unit $d$-dimensional sphere ($d\ge 2$). We study the convergence in Total Variation distance for their nonlinear statistics in the high energy limit, i.e., for…
We study the eigenvalue correlations of random Hermitian $n\times n$ matrices of the form $S=M+\epsilon H$, where $H$ is a GUE matrix, $\epsilon>0$, and $M$ is a positive-definite Hermitian random matrix, independent of $H$, whose…
We show that the metric operator for a pseudo-supersymmetric Hamiltonian that has at least one negative real eigenvalue is necessarily indefinite. We introduce pseudo-Hermitian fermion (phermion) and abnormal phermion algebras and provide a…
We give a constructive proof for the superbosonization formula for invariant random matrix ensembles, which is the supersymmetry analog of the theory of Wishart matrices. Formulas are given for unitary, orthogonal and symplectic symmetry,…
In these notes we explain how the CFT description of random matrix models can be used to perform actual calculations. Our basic example is the hermitian matrix model, reformulated as a conformal invariant theory of free fermions. We give an…
We show that correlation matrices with particular average and variance of the correlation coefficients have a notably restricted spectral structure. Applying geometric methods, we derive lower bounds for the largest eigenvalue and the…