Related papers: Addition of Free Unitary Random Matrices
We introduce a new class of large structured random matrices characterized by four fundamental properties which we discuss. We prove that this class is stable under matrix-valued and pointwise non-linear operations. We then formulate an…
We describe Generalized Hermitian matrices ensemble sometimes called Chiral ensemble. We give global asymptotic of the density of eigenvalues or the statistical density. We will calculate a Laplace transform of such a density for finite…
We show that the operatorial framework developed by Voiculescu for free random variables can be extended to arrays of random variables whose multiplication imitates matricial multiplication. The associated notion of independence, called…
We consider two non-Gaussian ensembles of large Hermitian random matrices with strong level confinement and show that near the soft edge of the spectrum both scaled density of states and eigenvalue correlations follow so-called Airy laws…
We analyze statistical properties of the complex system with conditions which manifests through specific constraints on the column/row sum of the matrix elements. The presence of additional constraints besides symmetry leads to new…
Complex extension of quantum mechanics and the discovery of pseudo-unitarily invariant random matrix theory has set the stage for a number of applications of these concepts in physics. We briefly review the basic ideas and present…
We investigate the spectral statistics of Hermitian matrices in which the elements are chosen uniformly from U (1), called the uni-modular ensemble (UME), in the limit of large matrix size. Using three complimentary methods; a…
In this paper we calculate, in the large N limit, the eigenvalue density of an infinite product of random unitary matrices, each of them generated by a random hermitian matrix. This is equivalent to solving unitary diffusion generated by a…
Recently, the supersymmetry method was extended from Gaussian ensembles to arbitrary unitarily invariant matrix ensembles by generalizing the Hubbard-Stratonovich transformation. Here, we complete this extension by including arbitrary…
In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter $\theta>0$) by replacing the entries equal to one by…
We study the Gaussian hermitian random matrix ensemble with an external matrix which has an arbitrary number of eigenvalues with arbitrary multiplicity. We compute the limiting eigenvalues correlations when the size of the matrix goes to…
We extend the relation between random matrices and free probability theory from the level of expectations to the level of fluctuations. We show how the concept of "second order freeness", which was introduced in Part I, allows one to…
Free probability and random matrix theory has shown to be a fruitful combination in many fields of research, such as digital communications, nuclear physics and mathematical finance. The link between free probability and eigenvalue…
We study unitary random matrix ensembles in the critical regime where a new cut arises away from the original spectrum. We perform a double scaling limit where the size of the matrices tends to infinity, but in such a way that only a…
In non-Hermitian random matrix theory there are three universality classes for local spectral correlations: the Ginibre class and the nonstandard classes $\mathrm{AI}^\dagger$ and $\mathrm{AII}^\dagger$. We show that the continuum Dirac…
We present a classification of non-hermitian random matrices based on implementing commuting discrete symmetries. It contains 38 classes. This generalizes the classification of hermitian random matrices due to Altland-Zirnbauer and it also…
In this paper, we introduce and explore augmented quaternions and augmented unit quaternions, and present an augmented unit quaternion optimization model. An augmented quaternion consist of a quaternion and a translation vector. The…
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…
We use techniques from finite free probability to analyze matrix processes related to eigenvalues, singular values, and generalized singular values of random matrices. The models we use are quite basic and the analysis consists entirely of…
This paper proposes a novel matrix rank-one decomposition for quaternion Hermitian matrices, which admits a stronger property than the previous results in (sturm2003cones,huang2007complex,ai2011new). The enhanced property can be used to…