Related papers: Random matrix triality at nonzero chemical potenti…
We derive exact analytic expressions for the distributions of eigenvalues and singular values for the product of an arbitrary number of independent rectangular Gaussian random matrices in the limit of large matrix dimensions. We show that…
When a randomness is introduced at the level of real matrix elements, depending on its particular realization, a pair of eigenvalues can appear as real or form a complex conjugate pair. We show that in the limit of large matrix size the…
In this brief paper the probability density of a random real, complex and quaternion determinant is rederived using singular values. The behaviour of suitably rescaled random determinants is studied in the limit of infinite order of the…
We clarify the relation between the improvement of dispersion relations in the fermion sector of lattice regularized QCD and the improvement of bulk thermodynamic observables. We show that in the infinite temperature limit the cut-off…
The microscopic spectral eigenvalue correlations of QCD Dirac operators in the presence of dynamical fermions are calculated within the framework of Random Matrix Theory (RMT). Our approach treats the low--energy correlation functions of…
Recently we introduced a family of $U(N)$ invariant Random Matrix Ensembles which is characterized by a parameter $\lambda$ describing logarithmic soft-confinement potentials $V(H) \sim [\ln H]^{(1+\lambda)} \:(\lambda>0$). We showed that…
We investigate the distribution of the spacings of adjacent eigenvalues of the lattice Dirac operator. At zero chemical potential $\mu$, the nearest-neighbor spacing distribution $P(s)$ follows the Wigner surmise of random matrix theory…
Universality in unitary invariant random matrix ensembles with complex matrix elements is considered. We treat two general ensembles which have a determinant factor in the weight. These ensembles are relevant, e.g., for spectra of the Dirac…
We consider complex sample covariance matrices $M_N=\frac{1}{N}YY^*$ where $Y$ is a $N \times p$ random matrix with i.i.d. entries $Y_{ij}, 1\leq i\leq N, 1\leq j \leq p$ with distribution $F$. Under some regularity and decay assumption on…
In the last few years, the supersymmetry method was generalized to real-symmetric, Hermitean, and Hermitean self-dual random matrices drawn from ensembles invariant under the orthogonal, unitary, and unitary symplectic group, respectively.…
In this lecture we discuss correlations of the QCD Dirac eigenvalues. We find that below a scale of $E_c\sim \Lambda/L^2$ they are given by chiral Random Matrix Theory. This follows from analytical arguments based on partially quenched…
We investigate the statistical properties of eigenvalues of pseudo-Hermitian random matrices whose eigenvalues are real or complex conjugate. It is shown that when the spectrum splits into separated sets of real and complex conjugate…
We consider the Gaussian ensembles of random matrices and describe the normal modes of the eigenvalue spectrum, i.e., the correlated fluctuations of eigenvalues about their most probable values. The associated normal mode spectrum is…
We study discretization effects of the Wilson and staggered Dirac operator with $N_{\rm c}>2$ using chiral random matrix theory (chRMT). We obtain analytical results for the joint probability density of Wilson-chRMT in terms of a…
We study the singular values (and Lyapunov exponents) for products of $N$ independent $n\times n$ random matrices with i.i.d. entries. Such matrix products have been extensively analyzed using free probability, which applies when $n\to…
We prove that the spectral radius of a large random matrix $X$ with independent, identically distributed complex entries follows the Gumbel law irrespective of the distribution of the matrix elements. This solves a long-standing conjecture…
We study a random matrix model for QCD at finite density via complex Langevin dynamics. This model has a phase transition to a phase with nonzero baryon density. We study the convergence of the algorithm as a function of the quark mass and…
Finding eigenvalue distributions for a number of sparse random matrix ensembles can be reduced to solving nonlinear integral equations of the Hammerstein type. While a systematic mathematical theory of such equations exists, it has not been…
The universality phenomenon asserts that the distribution of the eigenvalues of random matrix with i.i.d. zero mean, unit variance entries does not depend on the underlying structure of the random entries. For example, a plot of the…
Recently, a non-Hermitian chiral random matrix model was proposed to describe the eigenvalues of the QCD Dirac operator at nonzero chemical potential. This matrix model can be constructed from QCD by mapping it to an equivalent matrix model…