Related papers: An exact formula for general spectral correlation …
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…
For random matrices with block correlation structure we show that the fluctuations of linear eigenvalue statistics are Gaussian on all mesoscopic scales with universal variance which coincides with that of the Gaussian unitary or Gaussian…
In this paper, we establish a connection between the formalism of $\mathcal{R}$-transforms for non-Hermitian random matrices and the framework of spherical integrals, using the replica method. This connection was previously proved in the…
We calculate the autocorrelation functions (or shifted moments) of the characteristic polynomials of matrices drawn uniformly with respect to Haar measure from the groups U(N), O(2N) and USp(2N). In each case the result can be expressed in…
We give a probabilistic interpretation for the Barnes G-function which appears in random matrix theory and in analytic number theory in the important moments conjecture due to Keating-Snaith for the Riemann zeta function, via the analogy…
Explicit expressions are proven for derivatives of the ratio of a determinant or Pfaffian determinant and a Vandermonde determinant. Such ratios appear for example in general group integrals of Harish-Chandra--Itzykson--Zuber type and in…
This is a concise review of the complex, real and quaternion real Ginibre random matrix ensembles and their elliptic deformations. Eigenvalue correlations are exactly reduced to two-point kernels and discussed in the strongly and weakly…
Using large $N$ arguments, we propose a scheme for calculating the two-point eigenvector correlation function for non-normal random matrices in the large $N$ limit. The setting generalizes the quaternionic extension of free probability to…
We consider the hermitian random matrix model with external source and general polynomial potential, when the source has two distinct eigenvalues but is otherwise arbitrary. All such models studied so far have a common feature: an…
We study S-matrix correlations for random matrix ensembles with a Hamiltonian which is the sum of a given deterministic part and of a random matrix with a Gaussian probability distribution. Using Efetov's supersymmetry formalism, we show…
We present an approach to sums of random Hermitian matrices via the theory of spherical functions for the Gelfand pair $(\mathrm{U}(n) \ltimes \mathrm{Herm}(n), \mathrm{U}(n))$. It is inspired by a similar approach of Kieburg and K\"osters…
For every simple Hermitian Lie group $G$, we consider a certain maximal parabolic subgroup whose unipotent radical $N$ is either abelian (if $G$ is of tube type) or two-step nilpotent (if $G$ is of non-tube type). By the generalized…
Spectral functions of symmetric matrices -- those depending on matrices only through their eigenvalues -- appear often in optimization. A cornerstone variational analytic tool for studying such functions is a formula relating their…
We solve a family of Gaussian two-matrix models with rectangular Nx(N+v) matrices, having real asymmetric matrix elements and depending on a non-Hermiticity parameter mu. Our model can be thought of as the chiral extension of the real…
It is well known that Pfaffian formulas for eigenvalue correlations are useful in the analysis of real and quaternion random matrices. Moreover the parametric correlations in the crossover to complex random matrices are evaluated in the…
We study a hermitian $(n+1)$-matrix model with plaquette interaction, $\sum_{i=1}^n MA_iMA_i$. By means of a conformal transformation we rewrite the model as an $O(n)$ model on a random lattice with a non polynomial potential. This allows…
We distinguish a class of random point processes which we call Giambelli compatible point processes. Our definition was partly inspired by determinantal identities for averages of products and ratios of characteristic polynomials for random…
This paper is devoted to the study of general (Laurent) polynomial modifications of moment functionals on the unit circle, i.e., associated with hermitian Toeplitz matrices. We present a new approach which allows us to study polynomial…
Very recently, we have shown how the harmonic analysis approach can be modified to deal with products of general Hermitian and complex random matrices at finite matrix dimension. In the present work, we consider the particular product of a…
We consider non-Hermitian random matrices $X \in \mathbb{C}^{n \times n}$ with general decaying correlations between their entries. For large $n$, the empirical spectral distribution is well approximated by a deterministic density,…