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We have found an exact formula expressing a general correlation function containing both products and ratios of characteristic polynomials of random Hermitian matrices. The answer is given in the form of a determinant. An essential…

Mathematical Physics · Physics 2008-11-26 Yan V. Fyodorov , Eugene Strahov

We extend a recent theory of parametric correlations in the spectrum of random matrices to study the response to an external perturbation of eigenvalues near the soft edge of the support. We demonstrate by explicit non-perturbative…

Condensed Matter · Physics 2009-10-22 A. M. S. Macedo

We study how the solution of the two-dimensional Dirichlet boundary problem for smooth simply connected domains depends upon variations of the data of the problem. We show that the Hadamard formula for the variation of the Dirichlet Green…

High Energy Physics - Theory · Physics 2009-11-07 A. Marshakov , P. Wiegmann , A. Zabrodin

It is a result of Ginibre that the normalized bulk $k$-point correlation functions of a complex $n\times n$ Gaussian matrix with independent entries of mean zero and unit variance are asymptotically given by the determinantal point process…

Probability · Mathematics 2024-05-28 Terence Tao , Van Vu

The correlation functions of the multi-arc complex matrix model are shown to be universal for any finite number of arcs. The universality classes are characterized by the support of the eigenvalue density and are conjectured to fall into…

High Energy Physics - Theory · Physics 2009-10-30 Gernot Akemann

We introduce an extension of the diagrammatic rules in random matrix theory and apply it to nonhermitean random matrix models using the 1/N approximation. A number of one- and two-point functions are evaluated on their holomorphic and…

Condensed Matter · Physics 2009-10-28 Romuald A. Janik , Maciej A. Nowak , Gabor Papp , Ismail Zahed

For a restricted class of potentials (harmonic+Gaussian potentials), we express the resolvent integral for the correlation functions of simple traces of powers of complex matrices of size $N$, in term of a determinant; this determinant is…

High Energy Physics - Theory · Physics 2009-11-11 M. C. Bergère

The $s$-point correlation function of a Gaussian Hermitian random matrix theory, with an external source tuned to generate a multi-critical singularity, provides the intersection numbers of the moduli space for the $p$-th spin curves…

Mathematical Physics · Physics 2015-02-06 E. Brezin , S. Hikami

We introduce a generalized ensemble of nonhermitian matrices interpolating between the Gaussian Unitary Ensemble, the Ginibre ensemble and the Poisson ensemble. The joint eigenvalue distribution of this model is obtained by means of an…

Disordered Systems and Neural Networks · Physics 2009-11-07 A. M. Garcia-Garcia , S. M. Nishigaki , J. J. M. Verbaarschot

One possible way to investigate the nature of the primordial power spectrum fluctuations is by investigating the statistical properties of the local maximum in the density fluctuation fields. In this work we present a study of the mean…

We compute all massive partition functions or characteristic polynomials and their complex eigenvalue correlation functions for non-Hermitean extensions of the symplectic and chiral symplectic ensemble of random matrices. Our results are…

Mathematical Physics · Physics 2008-11-26 G. Akemann , F. Basile

Correlation function of complex eigenvalues of N by N random matrices drawn from non-Hermitean random matrix ensemble of symplectic symmetry is given in terms of a quaternion determinant. Spectral properties of Gaussian ensembles are…

Statistical Mechanics · Physics 2009-11-07 E. Kanzieper

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…

Probability · Mathematics 2024-02-29 Sung-Soo Byun , Kohei Noda

We prove that for Gaussian random normal matrices the correlation function has universal behavior. Using the technique of orthogonal polynomials and identities similar to the Christoffel-Darboux formula, we find that in the limit, as the…

Mathematical Physics · Physics 2013-12-03 Roman Riser

We briefly review the solution of three ensembles of non-Hermitian random matrices generalizing the Wishart-Laguerre (also called chiral) ensembles. These generalizations are realized as Gaussian two-matrix models, where the complex…

Mathematical Physics · Physics 2011-06-01 Gernot Akemann

The general correlation function for the eigenvalues of $p$ complex hermitian matrices coupled in a chain is given as a single determinant. For this we use a slight generalization of a theorem of Dyson.

Condensed Matter · Physics 2009-10-30 B. Eynard , M. L. Mehta

We calculate connected correlators in time dependent Gaussian orthogonal and symplectic random matrix ensembles by a diagrammatic method. We obtain averaged one-point Green's functions in the leading order O(1) and wide two-level and…

Condensed Matter · Physics 2008-02-03 Chigak Itoi , Yoshinori Sakamoto

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…

Condensed Matter · Physics 2016-08-31 Chigak Itoi

We formulate a general cluster Dual Fermion Approach to nonlocal correlations in crystals. The scheme allows the treatment of long-range correlations beyond cluster DMFT and nonlocal effects in realistic calculations of multiorbital…

Strongly Correlated Electrons · Physics 2015-05-13 H. Hafermann , S. Brener , A. N. Rubtsov , M. I. Katsnelson , A. I. Lichtenstein

We continue the study of the Hermitian random matrix ensemble with external source $\frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM$ where $A$ has two distinct eigenvalues $\pm a$ of equal multiplicity. This model exhibits a phase transition for…

Mathematical Physics · Physics 2010-07-29 Alexander I. Aptekarev , Pavel M. Bleher , Arno B. J. Kuijlaars