Related papers: Integrable Lattices: Random Matrices and Random Pe…
We study the Pfaff lattice, introduced by us in the context of a Lie algebra splitting of gl(infinity) into sp(infinity) and lower-triangular matrices. We establish a set of bilinear identities, which we show to be equivalent to the Pfaff…
The purpose of this work is to build a framework that allows for an in-depth study of various generalisations to inhomogeneous space of models of Borodin-Ferrari, Dieker-Warren, Nordenstam, Warren-Windridge of interacting particles in…
Random Matrix Theory is a powerful tool in applied mathematics. Three canonical models of random matrix distributions are the Gaussian Orthogonal, Unitary and Symplectic Ensembles. For matrix ensembles defined on k-fold tensor products of…
We consider Fredholm determinants of the form identity minus product of spectral projections corresponding to isolated parts of the spectrum of a pair of self-adjoint operators. We show an identity relating such determinants to an integral…
We study various aspects of the dynamics induced by integer matrices on the invariant rational lattices of the torus in dimension 2 and greater. Firstly, we investigate the orbit structure when the toral endomorphism is not invertible on…
We prove that matrix Fredholm determinants related to multi-time processes can be expressed in terms of determinants of integrable kernels \`a la Its-Izergin-Korepin-Slavnov (IIKS) and hence related to suitable Riemann-Hilbert problems,…
The characteristic multi-dimensional integrals that represent physical quantities in random-matrix models, when calculated within the supersymmetry method, can be related to a class of integrals introduced in the context of two-dimensional…
Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…
Matrix models are a promising candidate for a nonperturbative formulation of the superstring theory. It is possible to study how the standard model and other phenomenological models appear from the matrix model, and estimate the probability…
We show the density of eigenvalues for three classes of random matrix ensembles is determinantal. First we derive the density of eigenvalues of product of $k$ independent $n\times n$ matrices with i.i.d. complex Gaussian entries with a few…
This paper presents new probability inequalities for sums of independent, random, self-adjoint matrices. These results place simple and easily verifiable hypotheses on the summands, and they deliver strong conclusions about the…
A unified theory of orthogonal polynomials of a discrete variable is presented through the eigenvalue problem of hermitian matrices of finite or infinite dimensions. It can be considered as a matrix version of exactly solvable Schr\"odinger…
Random orthogonal matrices play an important role in probability and statistics, arising in multivariate analysis, directional statistics, and models of physical systems, among other areas. Calculations involving random orthogonal matrices…
A class of two-dimensional superintegrable systems on a constant curvature surface is considered as the natural generalization of some well known one-dimensional factorized systems. By using standard methods to find the shape-invariant…
We consider $N\times N$ random matrices of the form $H = W + V$ where $W$ is a real symmetric Wigner matrix and $V$ a random or deterministic, real, diagonal matrix whose entries are independent of $W$. We assume subexponential decay for…
The moduli space $\mathrm{rat}_d$ of rational maps in one complex variable of degree $d \ge 2$ has a natural compactification by a projective variety $\overline{\mathrm{rat}}_d$ provided by geometric invariant theory. Given $n \ge 2$, the…
Differential-difference integrable exponential type systems are studied corresponding to the Cartan matrices of semi-simple or affine Lie algebras. For the systems corresponding to the algebras $A_2$, $B_2$, $C_2$, $G_2$ the complete sets…
We derive an identity for the determinant of the sum of two $n\times n$ matrices, $A$ and $B$, whose entries are defined via contour integrals. Specifically, we consider $A(i,j)=\frac{1}{2\pi\mathrm{i}}\oint_0…
In the present paper we describe a simple black box algorithm for efficiently and accurately solving scattering problems related to the scattering of time-harmonic waves from radially-symmetric potentials in two dimensions. The method uses…
A connection between matrix orthogonal polynomials and non-abelian integrable lattices is investigated in this paper. The normalization factors of matrix orthogonal polynomials expressed by quasi-determinant are shown to be solutions of…