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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…
The Zamolodchikov model describes an exact relativistic factorized scattering theory of straight strings in (2+1)-dimensional space-time. It also defines an integrable 3D lattice model of statistical mechanics and quantum field theory. The…
We extend the recent study of the k-body embedded Gaussian ensembles by Benet et al. (Phys. Rev. Lett. 87 (2001) 101601-1 and Ann. Phys. 292 (2001) 67) and by Asaga et al. (cond-mat/0107363 and cond-mat/ 0107364). We show that central…
Kontsevitch's work on Airy matrix integrals has led to explicit results for the intersection numbers of the moduli space of curves. In a subsequent work Okounkov rederived these results from the edge behavior of a Gaussian matrix integral.…
A new integrable class of Davey--Stewartson type systems of nonlinear partial differential equations (NPDEs) in 2+1 dimensions is derived from the matrix Kadomtsev--Petviashvili equation by means of an asymptotically exact nonlinear…
We review the ideas of how random matrix theory has to be properly applied to quantum physics; particularly we focus on how the spectrum has to be properly prepared and the random matrix correctly identified before the random matrix and the…
Motivated by current interest in understanding statistical properties of random landscapes in high-dimensional spaces, we consider a model of the landscape in $\mathbb{R}^N$ obtained by superimposing $M>N$ plane waves of random wavevectors…
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…
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…
A new universality class distinct from the standard Wigner-Dyson ones is identified. This class is realized by putting a metallic quantum dot in contact with a superconductor, while applying a magnetic field so as to make the pairing field…
Using the superstatistics method, we propose an extension of the random matrix theory to cover systems with mixed regular-chaotic dynamics. Unlike most of the other works in this direction, the ensembles of the proposed approach are basis…
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…
Random Matrix Theory is a powerful tool in applied mathematics. Three canonical models of random matrix distributions are the Gaussian Orthogonal, Unitary and Symplectic Ensembles. For matrix ensembles defined on k-fold tensor products of…
The embedded ensembles were introduced by Mon and French as physically more plausible stochastic models of many--body systems governed by one--and two--body interactions than provided by standard random--matrix theory. We review several…
We relate two integrable models in (1+1) dimensions, namely, multicomponent Calogero-Sutherland model with particles and antiparticles interacting via the hyperbolic potential and the nonrelativistic factorizable $S$-matrix theory with…
This paper develops mixed-normal approximations for probabilities that vectors of multiple Skorohod integrals belong to random convex polytopes when the dimensions of the vectors possibly diverge to infinity. We apply the developed theory…
There are several methods to treat ensembles of random matrices in symmetric spaces, circular matrices, chiral matrices and others. Orthogonal polynomials and the supersymmetry method are particular powerful techniques. Here, we present a…
This thesis deals with the geometric and integrable aspects associated with random matrix models. Its purpose is to provide various applications of random matrix theory, from algebraic geometry to partial differential equations of…
For the orthogonal-unitary and symplectic-unitary transitions in random matrix theory, the general parameter dependent distribution between two sets of eigenvalues with two different parameter values can be expressed as a quaternion…
We argue that one cannot correctly calculate the elastic scattering S-matrix for high-energy dipole-dipole scattering, in the region where S is small, without taking fluctuations into account. The relevant fluctuations are rare and…