Related papers: Large scale correlations in normal and general non…

We derive the connected correlation functions for eigenvalues of large Hermitian random matrices with independently distributed elements using both a diagrammatic and a renormalization group (RG) inspired approach. With the diagrammatic…

A recursive method is derived to calculate all eigenvalue correlation functions of a random hermitian matrix in the large size limit, and after smoothing of the short scale oscillations. The property that the two-point function is…

The microscopic correlation functions of non-chiral random matrix models with complex eigenvalues are analyzed for a wide class of non-Gaussian measures. In the large-N limit of weak non-Hermiticity, where N is the size of the complex…

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 establish a general relation between the diagonal correlator of eigenvectors and the spectral Green's function for non-hermitian random-matrix models in the large-N limit. We apply this result to a number of non-hermitian random-matrix…

We consider the random matrix ensemble with an external source \[ \frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM \] defined on $n\times n$ Hermitian matrices, where $A$ is a diagonal matrix with only two eigenvalues $\pm a$ of equal…

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…

In this paper, we consider the Dirichlet problem for a new class of augmented Hessian equations. Under sharp assumptions that the matrix function in the augmented Hessian is regular and there exists a smooth subsolution, we establish global…

We calculate connected correlators in Gaussian orthogonal, unitary and symplectic random matrix ensembles by the replica method in the 1/N-expansion. We obtain averaged one-point Green's functions up to the next-to-leading order O(1/N) and…

We consider random non-hermitean matrices in the large $N$ limit. The power of analytic function theory cannot be brought to bear directly to analyze non-hermitean random matrices, in contrast to hermitean random matrices. To overcome this…

We consider the product of n complex non-Hermitian, independent random matrices, each of size NxN with independent identically distributed Gaussian entries (Ginibre matrices). The joint probability distribution of the complex eigenvalues of…

We present the first two leading terms of the 1/N (genus) expansion of the free energy for ensembles of normal and complex random matrices. The results are expressed through the support of eigenvalues (assumed to be a connected domain in…

We derive the double scaling limit of eigenvalue correlations in the random matrix model at critical points and we relate the limiting correlation functions to a nonlinear hierarchy of ordinary differential equations.

We study the Gaussian hermitian random matrix ensemble with an external matrix which has an arbitrary number of eigenvalues with arbitrary multiplicity. We compute the limiting eigenvalues correlations when the size of the matrix goes to…

The parqueting-reflection principle is shown to also work for constructing harmonic Green functions and harmonic Neumann functions for a class of domains, which are bounded by two arcs in $\mathbb{C}$ with a special intersecting angle…

We reconsider the problem of calculating a general spectral correlation function containing an arbitrary number of products and ratios of characteristic polynomials for a N x N random matrix taken from the Gaussian Unitary Ensemble (GUE).…

Unitary ensembles of large N x N random matrices with a non-Gaussian probability distribution P[H] ~ exp{-TrV[H]} are studied using a theory of polynomials orthogonal with respect to exponential weights. Asymptotically exact expressions for…

We consider the correlation functions of eigenvalues of a unidimensional chain of large random hermitian matrices. An asymptotic expression of the orthogonal polynomials allows to find new results for the correlations of eigenvalues of…

We review the integrable structure of the Dirichlet boundary problem in two dimensions. The solution to the Dirichlet boundary problem for simply-connected case is given through a quasiclassical tau-function, which satisfies the Hirota…

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…