Related papers: Infinite Products of Large Random Matrices and Mat…
In this talk we go over several new developments regarding the techniques for a large class of non-hermitian matrix models with unitary randomness (complex random numbers). In particular, we discuss: (a) - A diagrammatic approach based on a…
Let $\Psi_n$ be a product of $n$ independent, identically distributed random matrices $M$, with the properties that $\Psi_n$ is bounded in $n$, and that $M$ has a deterministic (constant) invariant vector. Assuming that the probability of…
The classical random matrix theory is mostly focused on asymptotic spectral properties of random matrices as their dimensions grow to infinity. At the same time many recent applications from convex geometry to functional analysis to…
I review aspects of work done in collaboration with A. Zee and R. Scalettar \cite{fz1,fz2,fsz} on complex non-hermitean random matrices. I open by explaining why the bag of tools used regularly in analyzing hermitean random matrices cannot…
In random matrix theory, the spectral distribution of the covariance matrix has been well studied under the large dimensional asymptotic regime when the dimensionality and the sample size tend to infinity at the same rate. However, most…
Noncolliding diffusion processes reported in the present paper are $N$-particle systems of diffusion processes in one-dimension, which are conditioned so that all particles start from the origin and never collide with each other in a finite…
Economic and ecological models can be extremely complex, with a large number of agents/species each featuring multiple interacting dynamical quantities. In an attempt to understand the generic stability properties of such systems, we define…
Non-Hermiticity enriches the contents of topological classification of matter including exceptional points, bulk-edge correspondence and skin effect. Gain and loss can be described by imaginary diagonal elements in Hamiltonians and the…
The topological band theory predicts that bulk materials with nontrivial topological phases support topological edge states. This phenomenon is universal for various wave systems and has been widely observed for electromagnetic and acoustic…
Consider the product of $m$ independent $n\times n$ random matrices from the spherical ensemble for $m\ge 1$. The empirical distribution based on the $n$ eigenvalues of the product is called the empirical spectral distribution. Two recent…
We explore the conjectured duality between a class of large $N$ matrix integrals, known as multicritical matrix integrals (MMI), and the series $(2m-1,2)$ of non-unitary minimal models on a fluctuating background. We match the critical…
The 2-matrix model has been introduced to study Ising model on random surfaces. Since then, the link between matrix models and combinatorics of discrete surfaces has strongly tightened. This manuscript aims to investigate these deep links…
The large N limit of a one-dimensional infinite chain of random matrices is investigated. It is found that in addition to the expected Kosterlitz--Thouless phase transition this model exhibits an infinite series of phase transitions at…
A natural definition of the product of infinite matrices mimics the usual formulation of multiplication of finite matrices with the caveat (in the absence of any sense of convergence) that the intersection of the support of each row of the…
In this paper, we consider a system of homogeneous algebraic equations in complex variables and their conjugates, which arise naturally from the range criterion for separability of PPT states. We examine systematically these equations to…
We consider a parameter dependent ensemble of two real random matrices with Gaussian distribution. It describes the transition between the symmetry class of the chiral Gaussian orthogonal ensemble (Cartan class B$|$DI) and the ensemble of…
We define a random commuting $d$-tuple of $n$-by-$n$ matrices to be a random variable that takes values in the set of commuting $d$-tuples and has a distribution that is a rapidly decaying continuous weight on this algebraic set. In the…
We consider an elliptic and time-inhomogeneous diffusion process with time-periodic coefficients evolving in a bounded domain of $\mathbb{R}^d$ with a smooth boundary. The process is killed when it hits the boundary of the domain (hard…
We study a class of holomorphic matrix models. The integrals are taken over middle dimensional cycles in the space of complex square matrices. As the size of the matrices tends to infinity, the distribution of eigenvalues is given by a…
We consider random hermitian matrices in which distant above-diagonal entries are independent but nearby entries may be correlated. We find the limit of the empirical distribution of eigenvalues by combinatorial methods. We also prove that…