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Orthogonal - unitary and symplectic - unitary crossover ensembles of random matrices are relevant in many contexts, especially in the study of time reversal symmetry breaking in quantum chaotic systems. Using skew-orthogonal polynomials we…

Mathematical Physics · Physics 2011-05-30 Santosh Kumar , Akhilesh Pandey

One object of interest in random matrix theory is a family of point ensembles (random point configurations) related to various systems of classical orthogonal polynomials. The paper deals with a one--parametric deformation of these…

Classical Analysis and ODEs · Mathematics 2009-10-31 Alexei Borodin

Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…

Mathematical Physics · Physics 2017-06-19 J. P. Keating , N. Linden , H. J. Wells

We give an overview of the recursive characterisations of random matrix ensembles that are currently at the forefront of random matrix theory by way of studying two classes of ensembles using two different types of recursive schemes:…

Mathematical Physics · Physics 2023-01-30 Anas A. Rahman

In this review we discuss the relationship between random matrix theories and symmetric spaces. We show that the integration manifolds of random matrix theories, the eigenvalue distribution, and the Dyson and boundary indices characterizing…

Condensed Matter · Physics 2009-11-10 M. Caselle , U. Magnea

We prove universality at the edge of the spectrum for unitary (beta=2), orthogonal (beta=1) and symplectic (beta=4) ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial,…

Mathematical Physics · Physics 2007-05-23 Percy Deift , Dimitri Gioev

We express the averages of products of characteristic polynomials for random matrix ensembles associated with compact symmetric spaces in terms of Jack polynomials or Heckman and Opdam's Jacobi polynomials depending on the root system of…

Probability · Mathematics 2009-11-11 Sho Matsumoto

Recent theoretical studies of chaotic scattering have encounted ensembles of random matrices in which the eigenvalue probability density function contains a one-body factor with an exponent proportional to the number of eigenvalues. Two…

Statistical Mechanics · Physics 2009-10-31 T. H. Baker , P. J. Forrester , P. A. Pearce

Inter-relations between random matrix ensembles with different symmetry types provide inter-relations between generating functions for the gap probabilites at the spectrum edge. Combining these in the scaled limit with the exact evaluation…

Mathematical Physics · Physics 2007-05-23 P. J. Forrester

Starting from compact symmetric spaces of inner type, we provide infinite families of compact homogeneous spaces carrying invariant non-flat Bismut connections with vanishing Ricci tensor. These examples turn out to be generalized symmetric…

Differential Geometry · Mathematics 2025-01-03 Fabio Podestà , Alberto Raffero

In Random Matrix Theory the local correlations of the Laguerre and Jacobi Unitary Ensemble in the hard edge scaling limit can be described in terms of the Bessel kernel (containing a parameter $\alpha$). In particular, the so-called hard…

Functional Analysis · Mathematics 2010-01-15 Torsten Ehrhardt

We compute averages of products and ratios of characteristic polynomials associated with Orthogonal, Unitary, and Symplectic Ensembles of Random Matrix Theory. The pfaffian/determinantal formulas for these averages are obtained, and the…

Mathematical Physics · Physics 2007-05-23 A. Borodin , E. Strahov

Universality of eigenvalue spacings is one of the basic characteristics of random matrices. We give the precise meaning of universality and discuss the standard universality classes (sine, Airy, Bessel) and their appearance in unitary,…

Mathematical Physics · Physics 2015-01-20 A. B. J. Kuijlaars

We propose a one-dimensional nonintegrable spin model with local interactions that covers Dyson's three symmetry classes (classes A, AI, and AII) depending on the values of parameters. We show that the nearest-neighbor spacing distribution…

Statistical Mechanics · Physics 2019-04-17 Ryusuke Hamazaki , Masahito Ueda

We study local correlations of certain interacting particle systems on the real line which show repulsion similar to eigenvalues of random Hermitian matrices. Although the new particle system does not seem to have a natural spectral or…

Probability · Mathematics 2014-10-28 Friedrich Götze , Martin Venker

H. Widom derived formulae expressing correlation functions of orthogonal and symplectic ensembles of random matrices in terms of orthogonal polynomials (H. Widom. J. Stat. Phys. 94, (1999) 347-363). We obtain similar results for discrete…

Mathematical Physics · Physics 2009-11-13 Alexei Borodin , Eugene Strahov

We consider determinantal Coulomb gas ensembles with a class of discrete rotational symmetric potentials whose droplets consist of several disconnected components. Under the insertion of a point charge at the origin, we derive the…

Mathematical Physics · Physics 2022-10-11 Sung-Soo Byun , Meng Yang

The eigenvalue correlations of random matrices from the Jacobi Unitary Ensemble have a known asymptotic behavior as their size tends to infinity. In the bulk of the spectrum the behavior is described in terms of the sine kernel, and at the…

Mathematical Physics · Physics 2010-07-29 Arno Kuijlaars , Maarten Vanlessen

In this paper we study the cokernels of various random integral matrix models, including random symmetric, random skew-symmetric, and random Laplacian matrices. We provide a systematic method to establish universality under very general…

Probability · Mathematics 2022-10-18 Hoi H. Nguyen , Melanie Matchett Wood

This paper considers random matrices distributed according to Haar measure in different classical compact groups. Utilizing the determinantal point structures of their nontrivial eigenangles, with respect to the $L_1$-Wasserstein distance,…

Probability · Mathematics 2026-02-19 Mengchun Cai
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