Related papers: An exact formula for general spectral correlation …
The partly symmetric real Ginibre ensemble consists of matrices formed as linear combinations of real symmetric and real anti-symmetric Gaussian random matrices. Such matrices typically have both real and complex eigenvalues. For a fixed…
We study $k$-point correlators of characteristic polynomials in non-Hermitian ensembles of random matrices, focusing on the real, complex and quaternion $N \times N$ Ginibre ensembles. Our approach is based on the technique of character…
In this paper we propose a new method for studying spectral properties of the non-hermitian random matrix ensembles. Alike complex Green's function encodes, via discontinuities, the real spectrum of the hermitian ensembles, the proposed…
The aim of this article is to give a generalization of the Cauchy-Pompeiu integral formula for functions valued in parameter-depending elliptic algebras with structure polynomial $X^2 + \beta X + \alpha$ where $\alpha$ and $\beta$ are real…
The Gaussian $\beta$-ensemble (G$\beta$E) is a fundamental model in random matrix theory. In this paper, we provide a comprehensive asymptotic description of the characteristic polynomial of the G$\beta$E anywhere in the bulk of the…
The paper is concerned with the correlation functions of the characteristic polynomials of random matrices with independent complex entries. We investigate how the asymptotic behavior of the correlation functions depends on the second…
Maps are polygonal cellular networks on Riemann surfaces. This paper analyzes the construction of closed form general representations for the enumerative generating functions associated to maps of fixed but arbitrary genus. The method of…
The Bethe ansatz in its several formulations is the common tool for the exact solution of one dimensional quantum Hamiltonians. This ansatz asserts that the several eigenfunctions of the Hamiltonians are given in terms of a sum of…
An exact solution to the problem of parametric level statistics in non-Gaussian ensembles of N by N Hermitian random matrices with either soft or strong level confinement is formulated within the framework of the orthogonal polynomial…
The usual formulas for the correlation functions in orthogonal and symplectic matrix models express them as quaternion determinants. From this representation one can deduce formulas for spacing probabilities in terms of Fredholm…
We consider asymptotics of the correlation functions of characteristic polynomials corresponding to random weighted $G(n, \frac{p}{n})$ Erd{\H o}s -- R\'enyi graphs with Gaussian weights in the case of finite $p$ and also when $p \to…
We review methods to calculate eigenvalue distributions of products of large random matrices. We discuss a generalization of the law of free multiplication to non-Hermitian matrices and give a couple of examples illustrating how to use…
We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These…
We compute correlation functions of inverse powers and ratios of characteristic polynomials for random matrix models with complex eigenvalues. Compact expressions are given in terms of orthogonal polynomials in the complex plane as well as…
We consider the asymptotic behaviour of the second-order correlation function of the characteristic polynomial of a real symmetric random matrix. Our main result is that the existing result for a random matrix from the Gaussian Orthogonal…
This study presents the derivation of a recursive formula for integrals of products of $N$ Hermite polynomials, establishing a numerically stable scheme for their accurate evaluation in computer codes. The derivation is notably simple and…
We give a new proof of universality properties in the bulk of spectrum of the hermitian matrix models, assuming that the potential that determines the model is globally $C^{2}$ and locally $C^{3}$ function (see Theorem \ref{t:U.t1}). The…
Petrie symmetric functions $G(k,n)$, also known as truncated homogeneous symmetric functions or modular complete symmetric functions, form a class of symmetric functions interpolating between the elementary symmetric functions $e_n$ and the…
We investigate the product of $n$ complex non-Hermitian, independent random matrices, each of size $N_i\times N_{i+1}$ $(i=1,...,n)$, with independent identically distributed Cauchy entries (Cauchy-Lorentz matrices). The joint probability…
This thesis reviews recent progress on products of random matrices from the perspective of exactly solved Gaussian random matrix models. We derive exact formulae for the correlation functions for the eigen- and singular values at arbitrary…