Related papers: Universal relation between Green's functions in ra…
We review some recent techniques for dealing with non-hermitian random matrix models based on generalized Green's functions. We introduce the diagrammatic methods in the hermitian case and generalize them to the non-hermitian case. The…
The behavior of correlation functions is studied in a class of matrix models characterized by a measure $\exp(-S)$ containing a potential term and an external source term: $S=N\tr(V(M)-MA)$. In the large $N$ limit, the short-distance…
Both the Klein-Williams invariant $\ell_G(f)$ from \cite{KW2} and the generalized equivariant Lefschetz invariant $\lambda_G(f)$ from \cite{weber07} serve as complete obstructions to the fixed point problem in the equivariant setting. The…
We consider 1d random Hermitian $N\times N$ block band matrices consisting of $W\times W$ random Gaussian blocks (parametrized by $j,k \in\Lambda=[1,n]\cap \mathbb{Z}$, $N=nW$) with a fixed entry's variance…
We show that the quantum Hamilton Jacobi approach to a class of quantum mechanical bound state problems and the Gaussian orthogonal ensemble of random matrix theory are equivalent. The Berry connection for both problems is identical to…
We prove strong clustering of k-point correlation functions of zeroes of Gaussian Entire Functions. In the course of the proof, we also obtain universal local bounds for k-point functions of zeroes of arbitrary nondegenerate Gaussian…
Let $\a$ be a real-valued random variable of mean zero and variance 1. Let $M_n(\a)$ denote the $n \times n$ random matrix whose entries are iid copies of $\a$ and $\sigma_n(M_n(\a))$ denote the least singular value of $M_n(\a)$.…
We introduce here a new universality conjecture for levels of random Hamiltonians, in the same spirit as the local REM conjecture made by S. Mertens and H. Bauke. We establish our conjecture for a wide class of Gaussian and non-Gaussian…
We study the distribution of singular values of product of random matrices pertinent to the analysis of deep neural networks. The matrices resemble the product of the sample covariance matrices, however, an important difference is that the…
We show that the permanent of a matrix can be written as the expectation value of a function of random variables each with zero mean and unit variance. This result is used to show that Glynn's theorem and a simplified MacMahon theorem…
Using large $N$ arguments, we propose a scheme for calculating the two-point eigenvector correlation function for non-normal random matrices in the large $N$ limit. The setting generalizes the quaternionic extension of free probability to…
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…
In his groundbreaking work on pair correlation, Montgomery analyzed the distribution of the differences $\gamma'-\gamma$ between ordinates $\gamma$ of the nontrivial zeros of the Riemann zeta function, assuming the Riemann Hypothesis. In…
We use methods of random matrix theory to analyze the cross-correlation matrix C of price changes of the largest 1000 US stocks for the 2-year period 1994-95. We find that the statistics of most of the eigenvalues in the spectrum of C agree…
We consider the (smoothed) average correlation between the density of energy levels of a disordered system, in which the Hamiltonian is equal to the sum of a deterministic H0 and of a random potential $\varphi$. Remarkably, this correlation…
We investigate regularity properties of generalized conjugate functions induced by a general coupling function and the associated generalized proximal mapping. Our main results provide verifiable conditions ensuring local single-valuedness,…
The definition of topological invariants $\tilde{\cal N}_4, \tilde{\cal N}_5$ suggested in \cite{VZ2012} is extended to the case, when there are zeros and poles of the Green function in momentum space. It is shown how to extend the index…
We discuss the problem of adding random matrices, which enable us to study Hamiltonians consisting of a deterministic term plus a random term. Using a diagrammatic approach and introducing the concept of ``gluon connectedness," we calculate…
We prove a number of results motivated by global questions of uniformity in computability theory, and universality of countable Borel equivalence relations. Our main technical tool is a game for constructing functions on free products of…
In this paper we present, in a integral form, the Euclidean Green function associated with a massless scalar field in the five-dimensional Kaluza-Klein magnetic monopole superposed to a global monopole, admitting a non-trivial coupling…