Related papers: An exact formula for general spectral correlation …

In classical random matrix theory the Gaussian and chiral Gaussian random matrix models with a source are realized as shifted mean Gaussian, and chiral Gaussian, random matrices with real $(\beta = 1)$, complex ($\beta = 2)$ and real…

A generalized Hermitian (GH-) algebra is a generalization of the partially ordered Jordan algebra of all Hermitian operators on a Hilbert space. We introduce the notion of a gh-tribe, which is a commutative GH-algebra of functions on a…

The eigenvalues of an arbitrary quaternionic matrix have a joint probability distribution function first derived by Ginibre. We show that there exists a mapping of this system onto a fermionic field theory and then use this mapping to…

We describe in detail the solution of the extension of the chiral Gaussian Unitary Ensemble (chGUE) into the complex plane. The correlation functions of the model are first calculated for a finite number of N complex eigenvalues, where we…

We compute the average characteristic polynomial of the hermitised product of $M$ real or complex Wigner matrices of size $N\times N$ and the average of the characteristic polynomial of a product of $M$ such Wigner matrices times the…

We prove that any symmetric Hamiltonian that is a quadratic function of the coordinates and momenta has a pseudo-Hermitian adjoint or regular matrix representation. The eigenvalues of the latter matrix are the natural frequencies of the…

We give a constructive proof for the superbosonization formula for invariant random matrix ensembles, which is the supersymmetry analog of the theory of Wishart matrices. Formulas are given for unitary, orthogonal and symplectic symmetry,…

Correlation functions involving products and ratios of half-integer powers of characteristic polynomials of random matrices from the Gaussian Orthogonal Ensemble (GOE) frequently arise in applications of Random Matrix Theory (RMT) to…

In this paper, we present new results relating the numerical range of a matrix $A$ with generalized Levinger transformation $\mathcal{L}(A,\alpha,\beta) = \alphaH_A +\betaS_A$, where $H_A$ and $S_A$, are respectively the Hermitian and…

We show that the eigenvalue density of a product X=X_1 X_2 ... X_M of M independent NxN Gaussian random matrices in the large-N limit is rotationally symmetric in the complex plane and is given by a simple expression rho(z,\bar{z}) =…

We provide explicit formulas for the orthogonal eigenfunctions of the supersymmetric extension of the rational Calogero-Moser-Sutherland model with harmonic confinement, i.e., the generalized Hermite (or Hi-Jack) polynomials in superspace.…

The statistics of chiral matrix ensembles with uncorrelated but multivariate Gaussian distributed elements is intuitively expected to be driven by many parameters. Contrary to intuition, however, our theoretical analysis reveals the…

We consider the asymptotic local behavior of the second correlation functions of the characteristic polynomials of a certain class of Gaussian $N\times N$ non-Hermitian random band matrices with a bandwidth $W$. Given $W,N\to\infty$, we…

We develop a supersymmetric field theoretical description of the Gaussian ensemble of the almost diagonal Hermitian Random Matrices. The matrices have independent random entries H_{ij} with parametrically small off-diagonal elements…

We generalize classical results in spectral graph theory and linear algebra more broadly, from the case where the underlying matrix is Hermitian to the case where it is non-Hermitian. New admissibility conditions are introduced to replace…

Recently subclasses of polynomial ensembles for additive and multiplicative matrix convolutions were identified which were called P\'olya ensembles (or polynomial ensembles of derivative type). Those ensembles are closed under the…

We consider the correlations of invariant observables for the $O(N)$ and $\mathbb{C}\mathbb{P}^{N-1}$ models at zero coupling, namely, with respect to the natural group-invariant measure. In the limit where one takes a large power of the…

We present two novel, explicit representations of Cholesky factor of a nonsingular correlation matrix. The first representation uses semi-partial correlation coefficients as its entries. The second, uses an equivalent form of the square…

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 ensembles of Gaussian (Hermite) and Wishart (Laguerre) $N\times N$ hermitian matrices. We study the effect of finite rank perturbations of these ensembles by a source term. The rank $r$ of the perturbation corresponds to the…