Related papers: The supersymmetry method of random matrix theory
Physical systems exhibiting stochastic or chaotic behavior are often amenable to treatment by random matrix models. In deciding on a good choice of model, random matrix physics is constrained and guided by symmetry considerations. The…
This article is intended to provide a pedagogical introduction to the supersymmetry method for performing ensemble-averaging in Gaussian random-matrix theory. The method is illustrated by a detailed calculation of the simplest non-trivial…
A new universality class distinct from the standard Wigner-Dyson ones is identified. This class is realized by putting a metallic quantum dot in contact with a superconductor, while applying a magnetic field so as to make the pairing field…
The first paper in this series introduced a \emph{short-to-long mixing} condition that captures mean-field GOE/GUE edge universality in the supercritical sparsity regime, for symmetric/Hermitian random matrices with independent entries and…
We survey some recent progress on rigorously establishing the universality of various spectral statistics of Wigner random matrix ensembles, focusing in particular on the Four Moment Theorem and its applications.
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…
Non-asymptotic theory of random matrices strives to investigate the spectral properties of random matrices, which are valid with high probability for matrices of a large fixed size. Results obtained in this framework find their applications…
The spectral fluctuations of a quantum Hamiltonian system with time-reversal symmetry are studied in the semiclassical limit by using periodic-orbit theory. It is found that, if long periodic orbits are hyperbolic and uniformly distributed…
We solve a supersymmetric matrix model with a general potential. While matrix models usually describe surfaces, supersymmetry enforces a cancellation of bosonic and fermionic loops and only diagrams corresponding to so-called branched…
We consider ensembles of real symmetric band matrices with entries drawn from an infinite sequence of exchangeable random variables, as far as the symmetry of the matrices permits. In general the entries of the upper triangular parts of…
In this paper, we propose the greedy and random Broyden's method for solving nonlinear equations. Specifically, the greedy method greedily selects the direction to maximize a certain measure of progress for approximating the current…
Superbosonization is a new variant of the method of commuting and anti-commuting variables as used in studying random matrix models of disordered and chaotic quantum systems. We here give a concise mathematical exposition of the key…
In this survey article, we give an introduction to two methods of proof in random matrix theory: The method of moments and the Stieltjes transform method. We thoroughly develop these methods and apply them to show both the semicircle law…
Witten's supersymmetric quantum mechanics may incorporate potentials with strong singularities after their appropriate regularization. This was proposed by Das and Pernice [Nucl. Phys. B 561 (1999) 357 and arXiv: hep-th/0207112]. We suggest…
We consider matrix-model representations of the meander problem which describes, in particular, combinatorics for foldings of closed polymer chains. We introduce a supersymmetric matrix model for describing the principal meander numbers.…
This is a survey of Harold Widom's work in random matrices. We start with his pioneering papers on the sine-kernel determinant, continue with his and Craig Tracy's groundbreaking results concerning the distribution functions of random…
The Wigner's theorem, which is one of the cornerstones of the mathematical formulation of quantum mechanics, asserts that every symmetry of quantum system is unitary or anti-unitary. This classical result was first given by Wigner in 1931.…
In 1973, Lemmens and Seidel posed the problem of determining the maximum number of equiangular lines in $\mathbb{R}^r$ with angle $\arccos(\alpha)$ and gave a partial answer in the regime $r \leq 1/\alpha^2 - 2$. At the other extreme where…
This note gives a simple analysis of a randomized approximation scheme for matrix multiplication proposed by Sarlos (2006) based on a random rotation followed by uniform column sampling. The result follows from a matrix version of…
The relativistic Hermite polynomials (RHP) were introduced in 1991 by Aldaya et al. in a generalization of the theory of the quantum harmonic oscillator to the relativistic context. These polynomials were later related to the more classical…