Related papers: Matrix eigenvalue model: Feynman graph technique f…
A method of resummation of infinite series of perturbation theory diagrams is applied for studying the properties of random band matrices. The topological classification of Feynman diagrams, which was actively used in last years for matrix…
The eigenvalue problem for an irreducible non negative matrix $A=[a_{ij}]$ in the max-algebra is the form $A \otimes x = \lambda x$ where $(A \otimes x)_i = \max (a_{ij}x_j), x=(x_1,x_2, \dots, x_n)^t $ and $\lambda $ refers to maximum…
We discuss the 1/N expansion of the free energy of N logarithmically interacting charges in the plane in an external field. For some particular values of the inverse temperature beta this system is equivalent to the eigenvalue version of…
We relate Nekrasov partition functions, with arbitrary values of $\epsilon_1,\epsilon_2$ parameters, to matrix models for $\beta$-ensembles. We find matrix models encoding the instanton part of Nekrasov partition functions, whose measure,…
We consider a sequence of matrices that are associated to Markov dynamical systems and use determinant-free linear algebra techniques (as well as some algebra and complex analysis) to rigorously estimate the eigenvalues of every matrix…
In this paper, we study the limiting distribution of the eigenvalues for random tridiagonal matrix models. The limiting distribution is well described by its moments. Here, an analytical approach allows us, as in the case of Wigner…
It is by now well established that, by means of the integration by part identities, all the integrals occurring in the evaluation of a Feynman graph of given topology can be expressed in terms of a few independent master integrals. It is…
We present a new method for the momentum expansion of Feynman integrals with arbitrary masses and any number of loops and external momenta. By using the parametric representation we derive a generating function for the coefficients of the…
We apply random matrix theory to derive spectral density of large sample covariance matrices generated by multivariate VMA(q), VAR(q) and VARMA(q1,q2) processes. In particular, we consider a limit where the number of random variables N and…
We present efficient numerical techniques for calculation of eigenvalue distributions of random matrices in the beta-ensembles. We compute histograms using direct simulations on very large matrices, by using tridiagonal matrices with…
We present a method, based on loop equations, to compute recursively all the terms in the large $N$ topological expansion of the free energy for the 2-hermitian matrix model. We illustrate the method by computing the first subleading term,…
We reformulate the zero-dimensional hermitean one-matrix model as a (nonlocal) collective field theory, for finite~$N$. The Jacobian arising by changing variables from matrix eigenvalues to their density distribution is treated {\it…
We compute the high-dimensional limit of the free energy associated with a multi-layer generalized linear model. Under certain technical assumptions, we identify the limit in terms of a variational formula. The approach is to first show…
Using the diagrammatic method, we derive a set of self-consistent equations that describe eigenvalue distributions of large correlated asymmetric random matrices. The matrix elements can have different variances and be correlated with each…
The XXX Heisenberg model is studied at finite temperature. The free energy is derived without recourse to Thermal Bethe Ansatz method and Quantum Transfer Matrix method. The result perfectly agrees with the free energy derived by Thermal…
Starting from the Mellin-Barnes integral representation of a Feynman integral depending on set of kinematic variables $z_i$, we derive a system of partial differential equations w.r.t.\ new variables $x_j$, which parameterize the…
We present a theoretical first-principles method to calculate the free energy of a magnetic system in its high-temperature paramagnetic phase, including vibrational, electronic, and magnetic contributions. The method for calculating free…
We consider two different genus expansions of the free energy functions of Hermitian one-matrix models, one using fat graphs, one using ordinary graphs (thin graphs). Some structural results are first proved for the thin version of genus…
We present the first two leading terms of the 1/N (genus) expansion of the free energy for ensembles of normal and complex random matrices. The results are expressed through the support of eigenvalues (assumed to be a connected domain in…
This text reviews, hopefully in a pedagogical manner, a series of work on the automatic calculations of Feynman diagrams in the context of quantum nanoelectronics (Keldysh formalism) with an application to the Kondo effect in the…