Related papers: Integrable Lattices: Random Matrices and Random Pe…
For a wide class of Hermitian random matrices, the limit distribution of the eigenvalues close to the largest one is governed by the Airy point process. In such ensembles, the limit distribution of the k-th largest eigenvalue is given in…
Pfaff lattice was introduced by Adler and van Moerbeke to describe the partition functions for the random matrix models of GOE and GSE type. The partition functions of those matrix models are given by the Pfaffians of certain skew-symmetric…
We give a complete classification (up to smooth homotopy) of finitely summable Fredholm representations (Fredholm modules) over higher rank groups and lattices. Our results are a direct consequence of work of Bader, Furman, Gelander and…
Two approaches (TW and ASvM) to derivation of integrable differential equations for random matrix probabilities are compared. Both methods are rewritten in such a form that simple and explicit relations between all TW dependent variables…
This thesis reviews recent progress on products of random matrices from the perspective of exactly solved Gaussian random matrix models. We derive exact formulae for the correlation functions for the eigen- and singular values at arbitrary…
Matrix integrals used in random matrix theory for the study of eigenvalues of matrix ensembles have been shown to provide $ \tau $-functions for several hierarchies of integrable equations. In this paper, we construct the matrix integral…
We use an extension of the diagrammatic rules in random matrix theory to evaluate spectral properties of finite and infinite products of large complex matrices and large hermitian matrices. The infinite product case allows us to define a…
In this paper the problem of recovering a regularized solution of the Fredholm integral equations of the first kind with Hermitian and square-integrable kernels, and with data corrupted by additive noise, is considered. Instead of using a…
An important open problem in geometric complex analysis is to find algorithms for explicit determination of basic functionals intrinsically connected with conformal and quasiconformal maps, such as their Teichmuller and Grunsky norms,…
We propose new classes of random matrix ensembles whose statistical properties are intermediate between statistics of Wigner-Dyson random matrices and Poisson statistics. The construction is based on integrable N-body classical systems with…
We describe a natural generalization of irreducibility in order lattices with arbitrary metrics. We analyse the special cases of valuation metrics and more general metrics for lattices. This article is mainly based on a part of the author's…
Using techniques from integrable systems, we obtain a number of exact results for random partitions. In particular, we prove a simple formula for correlation functions of what we call the Schur measure on partitions (which is a far reaching…
Random matrix models based on an integral over supermatrices are proposed as a natural extension of bosonic matrix models. The subtle nature of superspace integration allows these models to have very different properties from the analogous…
Patterned random matrices such as the reverse circulant, the symmetric circulant, the Toeplitz and the Hankel matrices and their almost sure limiting spectral distribution (LSD), have attracted much attention. Under the assumption that the…
The probabilities for gaps in the eigenvalue spectrum of finite $ N\times N $ random unitary ensembles on the unit circle with a singular weight, and the related hermitian ensembles on the line with Cauchy weight, are found exactly. The…
We consider the determinantal point process with the confluent hypergeometric kernel. This process is a universal point process in random matrix theory and describes the distribution of eigenvalues of large random Hermitian matrices near…
In an earlier work we had considered a Gaussian ensemble of random matrices in the presence of a given external matrix source. The measure is no longer unitary invariant and the usual techniques based on orthogonal polynomials, or on the…
The probability for the exclusion of eigenvalues from an interval $(-x,x)$ symmetrical about the origin for a scaled ensemble of Hermitian random matrices, where the Fredholm kernel is a type of Bessel kernel with parameter $ a $ (a…
Consider the scattering of time-harmonic point sources by an infinite locally rough interface with bounded obstacles embedded in the lower half-space. The model problem is first reduced to an equivalent integral equation formulation defined…
We construct ensembles of random integrable matrices with any prescribed number of nontrivial integrals and formulate integrable matrix theory (IMT) -- a counterpart of random matrix theory (RMT) for quantum integrable models. A type-M…