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Brief lecture notes for a course about random matrices given at the University of Cambridge.

Probability · Mathematics 2013-05-10 Vladislav Kargin , Elena Yudovina

We consider random Young diagrams with respect to the measure induced by the decomposition of the $p$-th exterior power of $\mathbb{C}^{n}\otimes \mathbb{C}^{k}$ into irreducible representations of $GL_{n}\times GL_{k}$. We demonstrate that…

Probability · Mathematics 2025-11-07 Anton Nazarov , Matvey Sushkov

Matrices are very popular and widely used in mathematics and other fields of science. Every mathematician has known the properties of finite-sized matrices since the time of study. In this paper, we consider the basic theory of infnite…

General Mathematics · Mathematics 2021-08-19 Lukasz Matysiak , Weronika Przewozniak , Natalia Rulinska

There exists an exact relationship between the quasi-exactly solvable problems of quantum mechanics and models of square and rectangular random complex matrices. This relationship enables one to reduce the problem of constructing…

High Energy Physics - Theory · Physics 2009-10-28 G. M. Cicuta , A. G. Ushveridze

We review how the identification of gauge theory operators representing string states in the pp-wave/BMN correspondence and their associated anomalous dimension reduces to the determination of the eigenvectors and the eigenvalues of a…

High Energy Physics - Theory · Physics 2007-05-23 C. Kristjansen

The concept of centrally symmetric configurations of integer matrices is introduced. We study the problem when the toric ring of a centrally symmetric configuration is normal as well as is Gorenstein. In addition, Gr\"obner bases of toric…

Commutative Algebra · Mathematics 2015-07-20 Hidefumi Ohsugi , Takayuki Hibi

In this article we present a new characterization of inverse M-matrices, inverse row diagonally dominant M-matrices and inverse row and column diagonally dominant M-matrices, based on the positivity of certain inner products.

Probability · Mathematics 2020-02-24 Claude Dellacherie , Servet Martinez , Jaime San Martin

We investigate the construction of circulant matrices derived from primitive roots over finite fields. Our approach reduces exponential sums to Jacobi sums, thereby establishing explicit connections between character theory and matrix…

General Mathematics · Mathematics 2026-01-19 Kenichi Takemura

We describe isomorphisms of groups of several periodic infinite matrices and isomorphisms of groups of invertible elements of unital locally matrix algebras.

Rings and Algebras · Mathematics 2023-01-18 Oksana Bezushchak

We discuss universality in random matrix theory and in the study of Hamiltonian partial differential equations. We focus on universality of critical behavior and we compare results in unitary random matrix ensembles with their counterparts…

Mathematical Physics · Physics 2012-11-01 Tom Claeys , Tamara Grava

Theory of Random Matrix Ensembles have proven to be a useful tool in the study of the statistical distribution of energy or transmission levels of a wide variety of physical systems. We give an overview of certain q-generalizations of the…

Disordered Systems and Neural Networks · Physics 2007-05-23 K. A. Muttalib , Y. Chen , M. E. H. Ismail

This is a cursory overview of applications of concepts from random matrix theory (RMT) to quantum electronics and classical & quantum optics. The emphasis is on phenomena, predicted or explained by RMT, that have actually been observed in…

Mesoscale and Nanoscale Physics · Physics 2011-09-06 C. W. J. Beenakker

Exact results from random matrix theory are used to systematically analyse the relationship between microscopic Dirac spectra and finite-volume partition functions. Results are presented for the unitary ensemble, and the chiral analogs of…

High Energy Physics - Theory · Physics 2009-10-31 G. Akemann , P. H. Damgaard

Using the character expansion method, we generalize several well-known integrals over the unitary group to the case where general complex matrices appear in the integrand. These integrals are of interest in the theory of random matrices and…

Mathematical Physics · Physics 2008-11-26 B. Schlittgen , T. Wettig

This is a tutorial on some basic non-asymptotic methods and concepts in random matrix theory. The reader will learn several tools for the analysis of the extreme singular values of random matrices with independent rows or columns. Many of…

Probability · Mathematics 2014-05-21 Roman Vershynin

The problem of estimating the smallest singular value of random square matrices is important in connection with matrix computations and analysis of the spectral distribution. In this survey, we consider recent developments in the study of…

Probability · Mathematics 2022-06-02 Konstantin Tikhomirov

This thesis deals with the enumerative study of combinatorial maps, and its application to the enumeration of other combinatorial objects. Combinatorial maps, or simply maps, form a rich combinatorial model. They have an intuitive and…

Combinatorics · Mathematics 2016-10-03 Wenjie Fang

Markov chains are a class of probabilistic models that have achieved widespread application in the quantitative sciences. This is in part due to their versatility, but is compounded by the ease with which they can be probed analytically.…

Machine Learning · Computer Science 2023-12-18 Eddie Seabrook , Laurenz Wiskott

Relying on recent advances in statistical estimation of covariance distances based on random matrix theory, this article proposes an improved covariance and precision matrix estimation for a wide family of metrics. The method is shown to…

Machine Learning · Statistics 2021-02-03 Malik Tiomoko , Florent Bouchard , Guillaume Ginholac , Romain Couillet

A new class of structured matrices is presented and a closed form formula for their determinant is established. This formula has strong connections with the one for Vandermonde matrices.

Combinatorics · Mathematics 2019-10-31 Augusto Ferrante , Fabrizio Padula , Lorenzo Ntogramatzidis