Related papers: Microscopic universality of complex matrix model c…
We consider unitary random matrix ensembles Z_{n,s,t}^{-1}e^{-n tr V_{s,t}(M)}dM on the space of Hermitian n x n matrices M, where the confining potential V_{s,t} is such that the limiting mean density of eigenvalues (as n\to\infty and…
Correlation matrices are the sub-class of positive definite real matrices with all entries on the diagonal equal to unity. Earlier work has exhibited a parametrisation of the corresponding Cholesky factorisation in terms of partial…
Non-Hermitian Wishart matrices were introduced in the context of quantum chromodynamics with a baryon chemical potential. These provide chiral extensions of the elliptic Ginibre ensembles as well as non-Hermitian extensions of the classical…
Recently we proved (EPRSY, ERSTVY, ESY4, ESYY, EYY, EYY2, EYYrigi) that the eigenvalue correlation functions of a general class of random matrices converge, weakly with respect to the energy, to the corresponding ones of Gaussian matrices.…
Universal limits for the eigenvalue correlation functions in the bulk of the spectrum are shown for a class of nondeterminantal random matrices known as the fixed trace ensemble.
We calculate wide distance connected correlators in non-gaussian orthogonal, unitary and symplectic random matrix ensembles by solving the loop equation in the 1/N-expansion. The multi-level correlator is shown to be universal in large N…
We obtain the explicit rate of convergence $N^{-1/2 + \epsilon}$ for the gaps of generalized Wigner matrices in the bulk of the spectrum, for distributions of matrix entries possibly atomic and supported on enough points. The proof proceeds…
We consider the asymptotics of the second-order correlation function of the characteristic polynomial of a random matrix. We show that the known result for a random matrix from the Gaussian Unitary Ensemble essentially continues to hold for…
The universality properties of kernels characterize the class of functions that can be approximated in the associated reproducing kernel Hilbert space and are of fundamental importance in the theoretical underpinning of kernel methods in…
We consider asymptotics of ratios of random characteristic polynomials associated with orthogonal polynomial ensembles. Under some natural conditions on the measure in the definition of the orthogonal polynomial ensemble we establish a…
This is a review of the Riemann-Hilbert approach to the large $N$ asymptotics in random matrix models and its applications. We discuss the following topics: random matrix models and orthogonal polynomials, the Riemann-Hilbert approach to…
The increasing application of deep-learning is accompanied by a shift towards highly non-linear statistical models. In terms of their geometry it is natural to identify these models with Riemannian manifolds. The further analysis of the…
This is a non-perturbative treatment of correlation functions for the weakly coupled massless Gross-Neveu model in a finite volume. The main result is that all correlation functions, treated as distributions, are uniformly bounded in the…
We obtain general, exact formulas for the overlaps between the eigenvectors of large correlated random matrices, with additive or multiplicative noise. These results have potential applications in many different contexts, from quantum…
Considering a determinantal point process on the real line, we establish a connection between the sine-kernel asymptotics for the correlation kernel and the CLT for mesoscopic linear statistics. This implies universality of mesoscopic…
Strongly non-Gaussian ensembles of large random matrices possessing unitary symmetry and logarithmic level repulsion are studied both in presence and absence of hard edge in their energy spectra. Employing a theory of polynomials orthogonal…
We develop a supersymmetric field theoretical description of the Gaussian ensemble of the almost diagonal Hermitian Random Matrices. The matrices have independent random entries H_{ij} with parametrically small off-diagonal elements…
In our previous work [math-ph/9904020], we proved that the correlation functions for simultaneous zeros of random generalized polynomials have universal scaling limits and we gave explicit formulas for pair correlations in codimensions 1…
The eigenvalue probability density function for symplectic invariant random matrix ensembles can be generalised to discrete settings involving either a linear or exponential lattice. The corresponding correlation functions can be expressed…
The orbital basis is natural when one needs to calculate the effect of local interactions or to unravel the role of orbital physics in the response to external probes. In systems with nonsymmorphic point groups, such as the iron-based…