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Two approaches (TW and ASvM) to derivation of integrable differential equations for random matrix probabilities are compared. Both methods are rewritten in such a form that simple and explicit relations between all TW dependent variables…

Mathematical Physics · Physics 2010-06-24 Igor Rumanov

We show that any matrix-polynomial combination of free noncommutative random variables each having an algebraic law has again an algebraic law. Our result answers a question raised by a recent paper of Shlyakhtenko and Skoufranis. The…

Operator Algebras · Mathematics 2014-08-15 Greg W. Anderson

A central question in random matrix theory is universality. When an emergent phenomena is observed from a large collection of chosen random variables it is natural to ask if this behavior is specific to the chosen random variable or if the…

Probability · Mathematics 2021-01-13 Jake Koenig , Hoi Nguyen

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…

Probability · Mathematics 2024-06-26 Tatiana Brailovskaya , Ramon van Handel

It is well-known that the partition function of the unitary ensembles of random matrices is given by a tau-function of the Toda lattice hierarchy and those of the orthogonal and symplectic ensembles are tau-functions of the Pfaff lattice…

Exactly Solvable and Integrable Systems · Physics 2015-05-13 Yuji Kodama , Virgil U. Pierce

Here we review the many aspects and distinct phenomena associated to quantum dynamics on general graph structures. For so, we discuss such class of systems under the energy domain Green's function ($G$) framework. This approach is…

Quantum Physics · Physics 2016-08-22 Fabiano M. Andrade , A. G. M. Schmidt , E. Vicentini , B. K. Cheng , M. G. E. da Luz

It is shown how the universal correlation function of Brezin and Zee, and Beenakker, for random matrix ensembles of Wigner-Dyson type with density support on a finite interval can be derived using a linear response argument and macroscopic…

Condensed Matter · Physics 2009-10-22 P. J. Forrester

We use order zero maps to express the Jiang-Su algebra Z as a universal C*-algebra on countably many generators and relations, and we show that a natural deformation of these relations yields the stably projectionless algebra W studied by…

Operator Algebras · Mathematics 2012-08-31 Bhishan Jacelon , Wilhelm Winter

The principle of the common cause claims that if an improbable coincidence has occurred, there must exist a common cause. This is generally taken to mean that positive correlations between non-causally related events should disappear when…

Other Statistics · Statistics 2017-03-20 Claudio Mazzola

In this paper we review the extent to which one can use classical distribution theory in describing solutions of Einstein's equations. We show that there are a number of physically interesting cases which cannot be treated using…

General Relativity and Quantum Cosmology · Physics 2009-11-11 Roland Steinbauer , James A. Vickers

Products of $M$ i.i.d. random matrices of size $N \times N$ are related to classical limit theorems in probability theory ($N=1$ and large $M$), to Lyapunov exponents in dynamical systems (finite $N$ and large $M$), and to universality in…

Probability · Mathematics 2022-12-19 Dang-Zheng Liu , Dong Wang , Yanhui Wang

We compute the large scale (macroscopic) correlations in ensembles of normal random matrices with an arbitrary measure and in ensembles of general non-Hermition matrices with a class of non-Gaussian measures. In both cases the eigenvalues…

High Energy Physics - Theory · Physics 2008-11-26 P. Wiegmann , A. Zabrodin

We introduce a model of the set of all Polish (=separable complete metric) spaces: the cone $\cal R$ of distance matrices, and consider geometric and probabilistic problems connected with this object. The notion of the universal distance…

Probability · Mathematics 2007-05-23 A. Vershik

Consider the matrix $A_{\mathcal{G}}$ chosen uniformly at random from the finite set of all $N$-dimensional matrices of zero main-diagonal and binary entries, having each row and column of $A_{\mathcal{G}}$ sum to $d$. That is, the…

Probability · Mathematics 2025-07-31 Arka Adhikari , Amir Dembo

This report provides Green's functions (classical propagators) of gravitational fields appearing in general relativity. The existence of Green's function of the wave equation in curved space with an indefinite metric is ensured owing to the…

General Relativity and Quantum Cosmology · Physics 2025-02-21 Yoshimasa Kurihara

The distribution of word probabilities in the monkey model of Zipf's law is associated with two universality properties: (1) the power law exponent converges strongly to $-1$ as the alphabet size increases and the letter probabilities are…

Probability · Mathematics 2016-04-20 Richard Perline , Ronald Perline

When one tries to take into account the non-trivial vacuum structure of Quantum Field Theory, the standard functional-integral tools such as generating functionals or transitional amplitudes, are often quite inadequate for such purposes.…

High Energy Physics - Theory · Physics 2017-11-15 Massimo Blasone , Petr Jizba , Luca Smaldone

We apply random matrix theory to complex networks. We show that nearest neighbor spacing distribution of the eigenvalues of the adjacency matrices of various model networks, namely scale-free, small-world and random networks follow…

Adaptation and Self-Organizing Systems · Physics 2016-09-08 Jayendra N. Bandyopadhyay , Sarika Jalan

Applications of the H\"uckel (tight binding) model are ubiquitous in quantum chemistry and solid state physics. The matrix representation of this model is isomorphic to an unoriented vertex adjacency matrix of a bipartite graph, which is…

Mathematical Physics · Physics 2017-03-16 Ramis Movassagh , Gilbert Strang , Yuta Tsuji , Roald Hoffmann

It is shown how, starting from a mapping theorem recently proved between massless quartic scalar field theory and Yang-Mills theory, both two-point functions and spectrum of the Yang-Mills theory can be obtained. These results compare very…

High Energy Physics - Theory · Physics 2018-10-31 Marco Frasca