Related papers: Introduction to Random Matrices

In this paper, we investigate the eigenvalue distribution of a class of kernel random matrices whose $(i,j)$-th entry is $f(X_i,X_j)$ where $f$ is a symmetric function belonging to the Paley-Wiener space $\mathcal{B}_c$ and $(X_i)_{1\leq i…

In this paper, we first briefly review some recent results on the distribution of the maximal eigenvalue of a $(N\times N)$ random matrix drawn from Gaussian ensembles. Next we focus on the Gaussian Unitary Ensemble (GUE) and by suitably…

The integrable structure of Ginibre's Orthogonal Ensemble of random matrices is looked at through the prism of the probability "p_{n,k}" to find exactly "k" real eigenvalues in the spectrum of an "n" by "n" real asymmetric Gaussian random…

Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…

We consider integrals of tau functions of Zakharov-Shabat systems whose higher times are related to the eigenvalues of products of random matrices. Apart of random matrices there is the set of $n$ pairs of given matrices which play the role…

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…

Embedded random matrix ensembles are generic models for describing statistical properties of finite isolated quantum many-particle systems. For the simplest spinless fermion (or boson) systems with say $m$ fermions (or bosons) in $N$ single…

The remarkable universality of the eigenvalue correlation functions is perhaps one of the most salient findings in random matrix theory. Particularly for short-range separations of the eigenvalues, the correlation functions have been shown…

The averages of ratios of characteristic polynomials det(lambda - X) of N x N random matrices X, are investigated in the large N limit for the GUE, GOE and GSE ensemble. The density of states and the two-point correlation function are…

We consider the 2-dimensional Toda lattice tau functions $\tau_n(t,s;\eta,\theta)$ deforming the probabilities $\tau_n(\eta,\theta)$ that a randomly chosen matrix from the unitary group U(n), for the Haar measure, has no eigenvalues within…

A random matrix ensemble incorporating both GUE and Poisson level statistics while respecting $U(N)$ invariance is proposed and shown to be equivalent to a system of noninteracting, confined, one dimensional fermions at finite temperature.

This thesis deals with the geometric and integrable aspects associated with random matrix models. Its purpose is to provide various applications of random matrix theory, from algebraic geometry to partial differential equations of…

We apply concepts of random differential geometry connected to the random matrix ensembles of the random linear operators acting on finite dimensional Hilbert spaces. The values taken by random linear operators belong to the Liouville…

We compute exact asymptotic of the statistical density of random matrices belonging to the Generalized Gaussian orthogonal, unitary and symplectic ensembles such that there no eigenvalues in the interval $[\sigma, +\infty[$. In particular,…

We develop a simple algorithm to generate random variables described by densities equaling squared Hermite functions. As an application, we show how to generate a randomly chosen eigenvalue of a matrix from the Gaussian Unitary Ensemble…

Representation theory and the theory of symmetric functions have played a central role in Random Matrix Theory in the computation of quantities such as joint moments of traces and joint moments of characteristic polynomials of matrices…

We introduce in this paper embedded Gaussian unitary ensemble of random matrices, for $m$ fermions in $\Omega$ number of single particle orbits, generated by random two-body interactions that are SU(4) scalar, called EGUE(2)-SU(4). Here the…

Let $(-A,B,C)$ be a linear system in continuous time $t>0$ with input and output space ${\bf C}$ and state space $H$. The function $\phi_{(x)}(t)=Ce^{-(t+2x)A}B$ determines a Hankel integral operator $\Gamma_{\phi_{(x)}}$ on $L^2((0, \infty…

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…

Several distribution functions in the classical unitarily invariant matrix ensembles are prime examples of isomonodromic tau functions as introduced by Jimbo, Miwa and Ueno (JMU) in the early 1980s \cite{JMU}. Recent advances in the theory…