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We study the universal scaling limit of random partitions obeying the Schur measure. Extending our previous analysis [arXiv:2012.06424], we obtain the higher-order Pearcey kernel describing the multi-critical behavior in the cusp scaling…

Mathematical Physics · Physics 2024-02-06 Taro Kimura , Ali Zahabi

We study existence and universality of scaling limits for the eigenvalues of a random normal matrix, in particular at points on the boundary of the spectrum. Our approach uses Ward's equation, which is an identity satisfied by the 1-point…

Probability · Mathematics 2015-10-30 Yacin Ameur , Nam-Gyu Kang , Nikolai Makarov

We extend a recent theory of parametric correlations in the spectrum of random matrices to study the response to an external perturbation of eigenvalues near the soft edge of the support. We demonstrate by explicit non-perturbative…

Condensed Matter · Physics 2009-10-22 A. M. S. Macedo

We study slow variation (both spatial as well as temporal) of a parameter of a system in the vicinity of discontinuous quantum phase transitions, in particular, a discontinuity critical point (DCP) (or a first-order critical point). We…

Statistical Mechanics · Physics 2015-09-02 Sei Suzuki , Amit Dutta

The paper contains two main parts: in the first part, we analyze the general case of $p\geq 2$ matrices coupled in a chain subject to Cauchy interaction. Similarly to the Itzykson-Zuber interaction model, the eigenvalues of the Cauchy chain…

Mathematical Physics · Physics 2015-05-20 Marco Bertola , Thomas Bothner

We prove universality at the edge of the spectrum for unitary (beta=2), orthogonal (beta=1) and symplectic (beta=4) ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial,…

Mathematical Physics · Physics 2007-05-23 Percy Deift , Dimitri Gioev

We study the critical behavior of two-dimensional short-range quantum spin glasses by numerical simulations. Using a parallel tempering algorithm, we calculate the Binder cumulant for the Ising spin glass in a transverse magnetic field with…

Statistical Mechanics · Physics 2016-07-26 D. A. Matoz-Fernandez , F. Roma

In this paper we study two multicritical correlation kernels and prove that they converge to the Pearcey kernel in a certain double scaling limit. The first kernel appears in a model of non-intersecting Brownian motions at a tacnode. The…

Mathematical Physics · Physics 2012-08-06 Dries Geudens , Lun Zhang

We study unitary invariant random matrix ensembles with singular potentials. We obtain asymptotics for the partition functions associated to the Laguerre and Gaussian Unitary Ensembles perturbed with a pole of order $k$ at the origin, in…

Mathematical Physics · Physics 2015-01-20 Max R. Atkin , Tom Claeys , Francesco Mezzadri

The investigation of universality questions for local eigenvalue statistics continues to be a driving force in the theory of Random Matrices. For Matrix Models [53] the method of orthogonal polynomials can be used and the asymptotics of the…

Probability · Mathematics 2016-02-25 Thomas Kriecherbauer , Kristina Schubert , Katharina Schüler , Martin Venker

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…

Probability · Mathematics 2022-01-26 Gernot Akemann , Sung-Soo Byun , Nam-Gyu Kang

The empirical spectral distribution of Hermitian $K \times K$-block random matrices converges to a deterministic density on the real line with a potential atom at the origin as the dimension of the blocks tends to infinity. In this model…

Probability · Mathematics 2025-11-25 Markus Ebke , Torben Krüger

We consider a family of random normal matrix models whose eigenvalues tend to occupy lemniscate type droplets as the size of the matrix increases. Under the insertion of a point charge, we derive the scaling limit at the singular boundary…

Probability · Mathematics 2023-05-08 Sung-Soo Byun , Seung-Yeop Lee , Meng Yang

We show that kernel-based quadrature rules for computing integrals can be seen as a special case of random feature expansions for positive definite kernels, for a particular decomposition that always exists for such kernels. We provide a…

Machine Learning · Computer Science 2015-11-10 Francis Bach

Recently we introduced a family of $U(N)$ invariant Random Matrix Ensembles which is characterized by a parameter $\lambda$ describing logarithmic soft-confinement potentials $V(H) \sim [\ln H]^{(1+\lambda)} \:(\lambda>0$). We showed that…

Disordered Systems and Neural Networks · Physics 2013-05-29 Jinmyung Choi , K. A. Muttalib

We explore the boundaries of sine kernel universality for the eigenvalues of Gaussian perturbations of large deterministic Hermitian matrices. Equivalently, we study for deterministic initial data the time after which Dyson's Brownian…

Probability · Mathematics 2019-12-05 Tom Claeys , Thorsten Neuschel , Martin Venker

Recently, the joint probability density functions of complex eigenvalues for products of independent complex Ginibre matrices have been explicitly derived as determinantal point processes. We express truncated series coming from the…

Probability · Mathematics 2015-08-24 Dang-Zheng Liu , Yanhui Wang

Universal dimensionless quantities, such as Binder ratios and wrapping probabilities, play an important role in the study of critical phenomena. We study the finite-size scaling behavior of the wrapping probability for the Potts model in…

Statistical Mechanics · Physics 2015-07-14 Hao Hu , Youjin Deng

The eigenvalue probability density function (PDF) for the Gaussian unitary ensemble has a well known analogy with the Boltzmann factor for a classical log-gas with pair potential $- \log | x - y|$, confined by a one-body harmonic potential.…

Mathematical Physics · Physics 2020-11-25 Peter J. Forrester

Scaling behavior is studied of several dominant eigenvalues of spectra of Markov matrices and the associated correlation times governing critical slowing down in models in the universality class of the two-dimensional Ising model. A scheme…

Condensed Matter · Physics 2009-10-30 M. P. Nightingale , H. W. J. Bloete