Related papers: An exact formula for general spectral correlation …
We consider a generalization of the classical Hermite polynomials by the addition of terms involving derivatives in the inner product. This type of generalization has been studied in the literature from the point of view of the algebraic…
We consider ensembles of random matrices, known as biorthogonal ensembles, whose eigenvalue probability density function can be written as a product of two determinants. These systems are closely related to multiple orthogonal functions. It…
In this paper, it is shown that with large probability, the spectral radius of a large non-Hermitian random matrix with a general variance profile does not exceed the square root of the spectral radius of the variance profile matrix. A…
In this paper, Hermite polynomials related to quantum systems with orthogonal O(m)-symmetry, finite reflection group symmetry G < O(m), symplectic symmetry Sp(2n) and superspace symmetry O(m) x Sp(2n) are considered. After an overview of…
We discuss the product of $M$ rectangular random matrices with independent Gaussian entries, which have several applications including wireless telecommunication and econophysics. For complex matrices an explicit expression for the joint…
For the unitary ensembles of $N\times N$ Hermitian matrices associated with a weight function $w$ there is a kernel, expressible in terms of the polynomials orthogonal with respect to the weight function, which plays an important role. For…
We give a closed form for the correlation functions of ensembles of asymmetric real matrices in terms of the Pfaffian of an antisymmetric matrix formed from a $2 \times 2$ matrix kernel associated to the ensemble. We also derive closed…
We consider an ensemble of self-dual matrices with arbitrary complex entries. This ensemble is closely related to a previously defined ensemble of anti-symmetric matrices with arbitrary complex entries. We study the two-level correlation…
The primary goal of this paper is to introduce and investigate generalized incomplete exponential functions with matrix parameters. Integral representation, differential formula, addition formula, multiplication formula, and recurrence…
The remarkable universality of the eigenvalue correlation functions is perhaps one of the most salient findings in random matrix theory. Particularly for short-range separations of the eigenvalues, the correlation functions have been shown…
The random matrix theory method of planar Gaussian diagrammatic expansion is applied to find the mean spectral density of the Hermitian equal-time and non-Hermitian time-lagged cross-covariance estimators, firstly in the form of master…
Inspired by the theory of quantum information, I use two non-Hermitian random matrix models - a weighted sum of circular unitary ensembles and a product of rectangular Ginibre unitary ensembles - as building blocks of three new products of…
In this work, based on quantum operator Hermite polynomials and Weyl's mapping rule, we find a generation function of the two-variable Hermite polynomials. And then, noting that the Weyl ordering is invariant under the similar…
We show that various identities from [1] and [3] involving Gould-Hopper polynomials can be deduced from the real but also complex orthogonal invariance of multivariate Gaussian distributions. We also deduce from this principle a useful…
A chiral random matrix model with complex eigenvalues is solved as an effective model for QCD with non-vanishing chemical potential. We derive new matrix model correlation functions which predict the local fluctuations of complex Dirac…
We investigate the spectral properties of the product of $M$ complex non-Hermitian random matrices that are obtained by removing $L$ rows and columns of larger unitary random matrices uniformly distributed on the group ${\rm U}(N+L)$. Such…
In this paper we study sequences of matrix polynomials that satisfy a non-symmetric recurrence relation. To study this kind of sequences we use a vector interpretation of the matrix orthogonality. In the context of these sequences of matrix…
Although free-fermion systems are considered exactly solvable, they generically do not admit closed expressions for nonlocal quantities such as topological string correlations or entanglement measures. We derive closed expressions for such…
The smoothed correlation function for the eigenvalues of large hermitian matrices, derived recently by Brezin and Zee [Nucl. Phys. B402 (1993) 613], is generalized to all random-matrix ensembles of Wigner-Dyson type. Submitted to Nuclear…
The fermionic Gaussian operator basis provides a representation for treating strongly correlated fermion systems, as well as playing an important role in random matrix theory. We prove that a resolution of unity exists for any even…