Related papers: Large deviations for random matrix ensembles in me…
Physical systems exhibiting stochastic or chaotic behavior are often amenable to treatment by random matrix models. In deciding on a good choice of model, random matrix physics is constrained and guided by symmetry considerations. The…
Dyson's (1962) classification of matrix ensembles is reviewed from a modern perspective, and its recent extension to disordered fermion problems is motivated and described. It is explained in particular why symmetry classes are associated…
In this review we discuss the relationship between random matrix theories and symmetric spaces. We show that the integration manifolds of random matrix theories, the eigenvalue distribution, and the Dyson and boundary indices characterizing…
Gaussian random matrix ensembles defined over the tangent spaces of the large families of Cartan's symmetric spaces are considered. Such ensembles play a central role in mesoscopic physics since they describe the universal ergodic limit of…
We review the ideas of how random matrix theory has to be properly applied to quantum physics; particularly we focus on how the spectrum has to be properly prepared and the random matrix correctly identified before the random matrix and the…
We complete Dyson's dream by cementing the links between symmetric spaces and classical random matrix ensembles. Previous work has focused on a one-to-one correspondence between symmetric spaces and many but not all of the classical random…
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…
Large random matrices appear in different fields of mathematics and physics such as combinatorics, probability theory, statistics, operator theory, number theory, quantum field theory, string theory etc... In the last ten years, they…
We prove a large deviations principle for the largest eigenvalue of a class of biorthogonal and multiple orthogonal polynomial ensembles that includes a matrix model of Lueck, Sommers and Zirnbauer for disordered bosons and Angelesco…
According to Dyson's three fold way, from the viewpoint of global time reversal symmetry there are three circular ensembles of unitary random matrices relevant to the study of chaotic spectra in quantum mechanics. These are the circular…
We propose a one-dimensional nonintegrable spin model with local interactions that covers Dyson's three symmetry classes (classes A, AI, and AII) depending on the values of parameters. We show that the nearest-neighbor spacing distribution…
Building upon Dyson's fundamental 1962 article known in random-matrix theory as 'the threefold way', we classify disordered fermion systems with quadratic Hamiltonians by their unitary and antiunitary symmetries. Important examples are…
We introduce random matrix ensembles that correspond to the infinite families of irreducible Riemannian symmetric spaces of type I. In particular, we recover the Circular Orthogonal and Symplectic Ensembles of Dyson, and find other families…
In the last few years several new Random Matrix Models have been proposed and studied. They have found application in various different contexts, ranging from the physics of mesoscopic systems to the chiral transition in lattice gauge…
Since it was first applied to the study of nuclear interactions by Wigner and Dyson, almost 60 years ago, Random Matrix Theory (RMT) has developed into a field of its own within applied mathematics, and is now essential to many parts of…
It is a classical result of Wigner that for an hermitian matrix with independent entries on and above the diagonal, the mean empirical eigenvalue distribution converges weakly to the semicircle law as matrix size tends to infinity. In this…
These lecture notes are a concise introduction of recent techniques to prove local spectral universality for a large class of random matrices. The general strategy is presented following the recent book with H.T. Yau. We extend the scope of…
Semi-Riemannian manifolds that satisfy (homogeneous) linear differential conditions of arbitrary order on the curvature are analyzed. They include, in particular, the spaces with (higher-order) recurrent curvature, (higher-order) symmetric…
One shows that Cartan's method of adapted frames in Chapter XII of his famous treatise of Riemannian geometry, leads to a classification theorem of homogeneous Riemannian manifolds. Examples of classification in 3D dimensions obtained by…
Random matrices have their roots in multivariate analysis in statistics, and since Wigner's pioneering work in 1955, they have been a very important tool in mathematical physics. In functional analysis, random matrices and random structures…