Related papers: Universality of the double scaling limit in random…

In this paper, we consider the perturbed Laguerre unitary ensemble described by the weight function of $$w(x,t)=(x+t)^{\lambda}x^{\alpha}e^{-x}$$ with $ x\geq 0,\ t>0,\ \alpha>0,\ \alpha+\lambda+1 > 0.$ The Deift-Zhou nonlinear steepest…

We study the universal properties of distributions of eigenvalues of random matrices in the large $N$ limit. The distributions fall in universality classes characterized entirely by the support of the spectral density.

In the first part we study critical points of random polynomials. We choose two deterministic sequences of complex numbers,whose empirical measures converge to the same probability measure in complex plane. We make a sequence of polynomials…

In a larger size Riemann-Hilbert problem matching the local parametrices with the global parametrix is often a major issue. In this article we present a result that should tackle this problem in natural situations. We prove that, in a…

We study numerically the continuum limit corresponding to the non-trivial fixed point of Dyson's hierarchical model. We discuss the possibility of using the critical amplitudes as input parameters. We determine numerically the leading and…

We study the partition function of the matrix model of finite size that realizes the irregular conformal block for the case of the ${\cal N}=2$ supersymmetric $SU(2)$ gauge theory with $N_f =2$. This model has been obtained in…

We study the power spectrum of eigen-angles of random matrices drawn from the circular unitary ensemble ${\rm CUE}(N)$ and show that it can be evaluated in terms of either a Fredholm determinant, or a Toeplitz determinant, or a sixth…

We study the scaling limit of the volume and perimeter of the discovered regions in the Markovian explorations known as peeling processes for infinite random planar maps such as the uniform infinite planar triangulation (UIPT) or…

Matrix models of 2D quantum gravity are either exactly solvable for matter of central charge $ c\leq 1, $ or not understood. It would be useful to devise an approximate scheme which would be reasonable for the known cases and could be…

Universality, encompassing critical exponents, scaling functions, and dimensionless quantities, is fundamental to phase transition theory. In finite systems, universal behaviors are also expected to emerge at the pseudocritical point.…

We consider $N$ by $N$ deformed Wigner random matrices of the form $X_N=H_N+A_N$, where $H_N$ is a real symmetric or complex Hermitian Wigner matrix and $A_N$ is a deterministic real bounded diagonal matrix. We prove a universal Central…

In three dimensions, or more generally, below the upper critical dimension, scaling laws for critical phenomena seem well understood, for both infinite and for finite systems. Above the upper critical dimension of four, finite-size scaling…

We study the multiplicative statistics associated to the limiting determinantal point process describing unitary random matrices with a critical edge point, where limiting density vanishes like a power 5/2. We prove that these statistics…

Random Hermitian matrices are used to model complex systems without time-reversal invariance. Adding an external source to the model can have the effect of shifting some of the matrix eigenvalues, which corresponds to shifting some of the…

Tensor models generalize matrix models and generate colored triangulations of pseudo-manifolds in dimensions $D\geq 3$. The free energies of some models have been recently shown to admit a double scaling limit, i.e. large tensor size $N$…

We compute the large scale (macroscopic) correlations in ensembles of normal random matrices with an arbitrary measure and in ensembles of general non-Hermition matrices with a class of non-Gaussian measures. In both cases the eigenvalues…

We derive necessary and sufficient conditions for universality limits for orthogonal polynomials on the real line and related systems. One of our results is that the Christoffel-Darboux kernel has sine kernel asymptotics at a point $\xi$,…

We consider the probability of two large gaps (intervals without eigenvalues) in the bulk scaling limit of the Gaussian Unitary Ensemble of random matrices. We determine the multiplicative constant in the asymptotics. We also provide the…

The eigenvalue correlations of random matrices from the Jacobi Unitary Ensemble have a known asymptotic behavior as their size tends to infinity. In the bulk of the spectrum the behavior is described in terms of the sine kernel, and at the…

We consider polynomial Bergman kernels with respect to exponentially varying weights $e^{-n \mathscr Q(z)}$ depending on a potential $\mathscr Q:\mathbb C^d\to\mathbb R$. We use these kernels to construct determinantal point processes on…