Related papers: Characteristic polynomials of random Hermitian mat…
This note is an addendum to our earlier work \cite{humi}. In \cite{humi}, we studied a Hamiltonian action for a generalized Calabi-Yau manifold and showed that the Duistermaat-Heckman theorem holds. The purpose of this note is to show that…
We consider $N\times N$ symmetric or hermitian random matrices with independent, identically distributed entries where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove…
A formalism for study of spectral correlations in non-Gaussian, unitary invariant ensembles of large random matrices with strong level confinement is reviewed. It is based on the Shohat method in the theory of orthogonal polynomials. The…
It is generally accepted that statistics of energy levels in closed chaotic quantum systems is adequately described by the theory of Random Hermitian Matrices. Much less is known about properties of "resonances" - generic features of open…
We show that the Riemannian Gaussian distributions on symmetric spaces, introduced in recent years, are of standard random matrix type. We exploit this to compute analytically marginals of the probability density functions. This can be done…
In this manuscript, we analyze the expansions of functions in orthogonal polynomials associated with a general weight function in a multidimensional setting. Such orthogonal polynomials can be obtained by Gram-Schmidt orthogonalization.…
This article is intended to provide a pedagogical introduction to the supersymmetry method for performing ensemble-averaging in Gaussian random-matrix theory. The method is illustrated by a detailed calculation of the simplest non-trivial…
A new technique towards finding asymptotic normalization coefficients in the complex-ranged Gaussian basis is presented. It is shown that a diagonalisation procedure for the total Hamiltonian matrix in the given basis results in…
The joint moments of the derivatives of the characteristic polynomial of a random unitary matrix, and also a variant of the characteristic polynomial that is real on the unit circle, in the large matrix size limit, have been studied…
We consider $m$ spinless Bosons distributed over $l$ degenerate single-particle states and interacting through a $k$-body random interaction with Gaussian probability distribution (the Bosonic embedded $k$-body ensembles). We address the…
Using the standard concepts of free random variables, we show that for a large class of nonhermitean random matrix models, the support of the eigenvalue distribution follows from their hermitean analogs using a conformal transformation. We…
We study moments of characteristic polynomials of truncated Haar distributed matrices from the three classical compact groups O(N), U(N) and Sp(2N). For finite matrix size we calculate the moments in terms of hypergeometric functions of…
Dyson's integration theorem is widely used in the computation of eigenvalue correlation functions in Random Matrix Theory. Here we focus on the variant of the theorem for determinants, relevant for the unitary ensembles with Dyson index…
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 study the hermitian one matrix model with semi-classical potential. This is a general unitary invariant random matrix ensemble in which the potential has a derivative that is a rational function and the measure is supported on some…
We consider non-gaussian ensembles of random normal matrices with the constraint that the ensembles are invariant under unitary transformations. We show that the level density of eigenvalues exhibits disk to ring transition in the complex…
We study Hermitian random matrix models with an external source matrix which has equispaced eigenvalues, and with an external field such that the limiting mean density of eigenvalues is supported on a single interval as the dimension tends…
In this short note we address a gaussian property of normal vectors in random non-Hermitian matrices. The approach uses a simple geometric and comparison technique.
We study the characteristic polynomial of random permutation matrices following some measures which are invariant by conjugation, including Ewens' measures which are one-parameter deformations of the uniform distribution on the permutation…
In this paper we consider the problem of joint segmentation of hyperspectral images in the Bayesian framework. The proposed approach is based on a Hidden Markov Modeling (HMM) of the images with common segmentation, or equivalently with…