Related papers: Large $n$ limit of Gaussian random matrices with e…
It has been observed that the statistical distribution of the eigenvalues of random matrices possesses universal properties, independent of the probability law of the stochastic matrix. In this article we find the correlation functions of…
In the past we have considered Gaussian random matrix ensembles in the presence of an external matrix source. The reason was that it allowed, through an appropriate tuning of the eigenvalues of the source, to obtain results on non-trivial…
We consider 1d random Hermitian $N\times N$ block band matrices consisting of $W\times W$ random Gaussian blocks (parametrized by $j,k \in\Lambda=[1,n]\cap \mathbb{Z}$, $N=nW$) with a fixed entry's variance…
We consider $N\times N$ symmetric or hermitian random matrices with independent, identically distributed entries where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove…
We consider the smallest eigenvalues of perturbed Hermitian operators with zero modes, either topological or system specific. To leading order for small generic perturbation we show that the corresponding eigenvalues broaden to a Gaussian…
We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…
We introduce a general method for transforming the equations of motion following from a Das-Jevicki-Sakita Hamiltonian, with boundary conditions, into a boundary value problem in one-dimensional quantum mechanics. For the particular case of…
We consider the Laplacian in a strip $\mathbb{R}\times (0,d)$ with the boundary condition which is Dirichlet except at the segment of a length $2a$ of one of the boundaries where it is switched to Neumann. This operator is known to have a…
Products of $M$ i.i.d. non-Hermitian random matrices of size $N \times N$ relate Gaussian fluctuation of Lyapunov and stability exponents in dynamical systems (finite $N$ and large $M$) to local eigenvalue universality in random matrix…
Non-Hermitian random matrices with statistical spectral characteristics beyond the standard Ginibre ensembles have recently emerged in the description of dissipative quantum many-body systems as well as in non-ergodic wave transport in…
We analyze the behavior of the eigenvalues of the following non local mixed problem $\left\{ \begin{array}{rcll} (-\Delta)^{s} u &=& \lambda_1(D) \ u &\inn\Omega,\\ u&=&0&\inn D,\\ \mathcal{N}_{s}u&=&0&\inn N. \end{array}\right $ Our goal…
We prove an identity on Hermitian random matrix models with external source relating the high rank cases to the rank 1 cases. This identity was proved and used in a previous paper of ours to study the asymptotics of the top eigenvalues. In…
We study the largest eigenvalue of a Gaussian random symmetric matrix $X_n$, with zero-mean, unit variance entries satisfying the condition $\sup_{(i, j) \ne (i', j')}|\mathbb{E}[X_{ij} X_{i'j'}]| = O(n^{-(1 + \varepsilon)})$, where…
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…
We compute exact asymptotic of the statistical density of random matrices belonging to invariant random matrices ensemble (RMT) orthogonal, unitary and symplectic ensembles, where all its eigenvalues lie within the interval $[\sigma,…
This work is concerned with finite range bounds on the variance of individual eigenvalues of Wigner random matrices, in the bulk and at the edge of the spectrum, as well as for some intermediate eigenvalues. Relying on the GUE example,…
We consider various asymptotic scaling limits $N\to\infty$ for the $2N$ complex eigenvalues of non-Hermitian random matrices in the symmetry class of the symplectic Ginibre ensemble. These are known to be integrable, forming Pfaffian point…
We consider the two matrix model with an even quartic potential W(y)=y^4/4+alpha y^2/2 and an even polynomial potential V(x). The main result of the paper is the formulation of a vector equilibrium problem for the limiting mean density for…
We consider large non-Hermitian random matrices $X$ with complex, independent, identically distributed centred entries and show that the linear statistics of their eigenvalues are asymptotically Gaussian for test functions having…
We compute analytically the joint probability density of eigenvalues and the level spacing statistics for an ensemble of random matrices with interesting features. It is invariant under the standard symmetry groups (orthogonal and unitary)…