Related papers: The supersymmetry method of random matrix theory
There are several methods to treat ensembles of random matrices in symmetric spaces, circular matrices, chiral matrices and others. Orthogonal polynomials and the supersymmetry method are particular powerful techniques. Here, we present a…
The distribution function of the local density of states is computed exactly for the Wigner-Dyson ensemble of random Hamiltonians. In the absence of time-reversal symmetry, precise agreement is obtained with the "supersymmetry" theory by…
In Bayesian theory, calculating a posterior probability distribution is highly important but usually difficult. Therefore, some methods have been put forward to deal with such problem, among which, the most popular one is the asymptotic…
Identifying the spectrum of the sum of two given Hermitian matrices with fixed eigenvalues is the famous Horn's problem.In this note, we investigate a variant of Horn's problem, i.e., we identify the probability density function (abbr. pdf)…
We study random band matrices within the framework of traffic probability, an operadic non-commutative probability theory introduced by Male based on graph operations. As a starting point, we revisit the familiar case of the permutation…
Random matrix theory (RMT) is based on two assumptions: (1) matrix-element independence, and (2) base invariance. Most of the proposed generalizations keep the first assumption and violate the second. Recently, several authors presented…
The theory of equidistribution is about hundred years old, and has been developed primarily by number theorists and theoretical computer scientists. A motivated uninitiated peer could encounter difficulties perusing the literature, due to…
In this paper we study the spectrum $\Sigma$ of the infinite Feinberg-Zee random hopping matrix, a tridiagonal matrix with zeros on the main diagonal and random $\pm 1$'s on the first sub- and super-diagonals; the study of this…
Recent developments [Kamenev and Mezard, cond-mat/9901110, cond-mat/9903001; Yurkevich and Lerner, cond-mat/9903025; Zirnbauer, cond-mat/9903338] have revived a discussion about applicability of the replica approach to description of…
Non-Hermitian random matrices with symplectic symmetry provide examples for Pfaffian point processes in the complex plane. These point processes are characterised by a matrix valued kernel of skew-orthogonal polynomials. We develop their…
Random matrix models based on an integral over supermatrices are proposed as a natural extension of bosonic matrix models. The subtle nature of superspace integration allows these models to have very different properties from the analogous…
Parametric geometry of numbers is a new theory, recently created by Schmidt and Summerer, which unifies and simplifies many aspects of classical Diophantine approximations, providing a handle on problems which previously seemed out of…
In 1969 Harold Widom published his seminal paper, which gave a complete description of orthogonal and Chebyshev polynomials on a system of smooth Jordan curves. When there were Jordan arcs present the theory of orthogonal polynomials turned…
BiHermitian geometry, discovered long ago by Gates, Hull and Rocek, is the most general sigma model target space geometry allowing for (2,2) world sheet supersymmetry. In this paper, we work out supersymmetric quantum mechanics for a…
We present a new improvement on the laser method for designing fast matrix multiplication algorithms. The new method further develops the recent advances by [Duan, Wu, Zhou FOCS 2023] and [Vassilevska Williams, Xu, Xu, Zhou SODA 2024].…
We consider unitary ensembles of Hermitian NxN matrices H with a confining potential NV where V is analytic and uniformly convex. From work by Zinn-Justin, Collins, and Guionnet and Maida it is known that the large-N limit of the…
A brief review of the supersymmetry method and its application to mesoscopic physics and quantum chaos is given. Alghough a non-linear supermatrix $% \sigma $-model in this approach was derived from models with random potential, it is…
We provide a self-contained introduction to random matrices. While some applications are mentioned, our main emphasis is on three different approaches to random matrix models: the Coulomb gas method and its interpretation in terms of…
Random matrices have their roots in multivariate analysis in statistics, and since Wigner's pioneering work in 1955, they have been a very important tool in mathematical physics. In functional analysis, random matrices and random structures…
Following E. Wigner's original vision, we prove that sampling the eigenvalue gaps within the bulk spectrum of a fixed (deformed) Wigner matrix $H$ yields the celebrated Wigner-Dyson-Mehta universal statistics with high probability.…