Related papers: New Developments In Non-Hermitian Random Matrix Mo…
Both theoretical and experimental studies of topological phases in non-Hermitian systems have made a remarkable progress in the last few years of research. In this article, we review the key concepts pertaining to topological phases in…
The classical random matrix theory is mostly focused on asymptotic spectral properties of random matrices as their dimensions grow to infinity. At the same time many recent applications from convex geometry to functional analysis to…
Recently much effort has been made towards the introduction of non-Hermitian random matrix models respecting $PT$-symmetry. Here we show that there is a one-to-one correspondence between complex $PT$-symmetric matrices and split-complex and…
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…
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…
Supersymmetry is nowadays indispensable for many problems in Random Matrix Theory. It is presented here with an emphasis on conceptual and structural issues. An introduction to supermathematics is given. The Hubbard-Stratonovich…
We discuss the time evolution of physical finite dimensional systems which are modelled by non-hermitian Hamiltonians. We address both general non-hermitian Hamiltonians and pseudo-hermitian ones. We apply the theory of Krein Spaces to…
A phenomenological Hamiltonian of a closed (i.e., unitary) quantum system is assumed to have an $N$ by $N$ real-matrix form composed of a unperturbed diagonal-matrix part $H^{(N)}_0$ and of a tridiagonal-matrix perturbation…
It is shown that the simplest multiplicative random complex matrix model generalizes the large-N phase structure found in the unitary case: A perturbative regime is joined to a nonperturbative regime at a point of nonanalyticity.
In a differential approach elaborated, we study the evolution of the parameters of Gaussian, mixed, continuous variable density matrices, whose dynamics are given by Hermitian Hamiltonians expressed as quadratic forms of the position and…
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…
The paper investigates properties of generalized Hermite-type processes that arise in non-central limit theorems for integral functionals of long-range dependent random fields. The case of increasing multidimensional domain asymptotics is…
In this chapter we present the sums of Hermitian squares approach to noncommutative polynomial optimization problems. This is an extension of the sums of squares approach for polynomial optimization arising from real algebraic geometry. We…
Unitary 1-matrix models are shown to be exactly equivalent to hermitian 1-matrix models coupled to 2N vectors with appropriate potentials, to all orders in the 1/N expansion. This fact allows us to use all the techniques developed and…
We propose a new pattern of the neutrino mixing matrix which can be parametrized as the product of an arbitrary Hermitian matrix and the well-known tri-bimaximal mixing matrix. In this scenario, nontrivial values of the smallest neutrino…
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…
Consider an $n \times n$ non-Hermitian random matrix $M_n$ whose entries are independent real random variables. Under suitable conditions on the entries, we study the fluctuations of the entries of $f(M_n)$ as $n$ tends to infinity, where…
This review article provides an overview of random matrix theory (RMT) with a focus on its growing impact on the formulation and inference of statistical models and methodologies. Emphasizing applications within high-dimensional statistics,…
We study a hermitian $(n+1)$-matrix model with plaquette interaction, $\sum_{i=1}^n MA_iMA_i$. By means of a conformal transformation we rewrite the model as an $O(n)$ model on a random lattice with a non polynomial potential. This allows…
Symmetry of non-Hermitian matrices underpins many physical phenomena. In particular, chaotic open quantum systems exhibit universal bulk spectral correlations classified on the basis of time-reversal symmetry$^{\dagger}$ (TRS$^{\dagger}$),…