Related papers: Random matrices, Virasoro algebras, and noncommuta…
We consider two versions of discrete time totally asymmetric simple exclusion processes (TASEPs) with geometric and Bernoulli random hopping probabilities. For the process mixed with these and continuous time dynamics, we obtain a single…
In this paper, we consider the composition of two independent processes : one process corresponds to position and the other one to time. Such processes will be called iterated processes. We first propose an algorithm based on the Euler…
We compute the gap probability that a circle of radius r around the origin contains exactly k complex eigenvalues. Four different ensembles of random matrices are considered: the Ginibre ensembles and their chiral complex counterparts, with…
The goal of this "Habilitation \`a diriger des recherches" is to present two different applications, namely computations of certain partition functions in probability and applications to integrable systems, of the topological recursion…
Correlation functions involving products and ratios of half-integer powers of characteristic polynomials of random matrices from the Gaussian Orthogonal Ensemble (GOE) frequently arise in applications of Random Matrix Theory (RMT) to…
The joint moments of the derivatives of the characteristic polynomial of a random unitary matrix, and also a variant of the characteristic polynomial that is real on the unit circle, in the large matrix size limit, have been studied…
We consider ensembles of real symmetric band matrices with entries drawn from an infinite sequence of exchangeable random variables, as far as the symmetry of the matrices permits. In general the entries of the upper triangular parts of…
For a broad class of point processes, including determinantal point processes, we construct associated marked and conditional ensembles, which allow to study a random configuration in the point process, based on information about a randomly…
Many models for chaotic systems consist of joining two integrable systems with incompatible constants of motion. The quantum counterparts of such models have a propagator which factorizes into two integrable parts. Each part can be…
We extend the formalism of integrable operators a' la Its-Izergin-Korepin-Slavnov to matrix-valued convolution operators on a semi-infinite interval and to matrix integral operators with a kernel of the form E_1^T(x) E_2(y)/(x+y) thus…
A recently observed relation between 'weakly nonassociative' algebras A (for which the associator (A,A^2,A) vanishes) and the KP hierarchy (with dependent variable in the middle nucleus A' of A) is recalled. For any such algebra there is a…
An attempt is made to describe random matrix ensembles with unitary invariance of measure (UE) in a unified way, using a combination of Tracy-Widom (TW) and Adler-Shiota-Van Moerbeke (ASvM) approaches to derivation of partial differential…
Kontsevitch's work on Airy matrix integrals has led to explicit results for the intersection numbers of the moduli space of curves. In a subsequent work Okounkov rederived these results from the edge behavior of a Gaussian matrix integral.…
This paper considers a class of non-Markovian discrete-time random processes on a finite state space {1,...,d}. The transition probabilities at each time are influenced by the number of times each state has been visited and by a fixed a…
There are several methods to treat ensembles of random matrices in symmetric spaces, circular matrices, chiral matrices and others. Orthogonal polynomials and the supersymmetry method are particular powerful techniques. Here, we present a…
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 introduce a collection of nonlinear integrable partial differential-difference equations that are satisfied by the one-point distribution functions of some classical integrable KPZ models. Moreover, these equations can be regarded as…
The purpose of this article is to develop a theory behind the occurrence of "path-integral" kernels in the study of extended determinantal point processes and non-intersecting line ensembles. Our first result shows how determinants…
Scaling level-spacing distribution functions in the ``bulk of the spectrum'' in random matrix models of $N\times N$ hermitian matrices and then going to the limit $N\to\infty$, leads to the Fredholm determinant of the sine kernel…
A general unifying framework for integrable soliton-like systems on time scales is introduced. The $R$-matrix formalism is applied to the algebra of $\delta$-differential operators in terms of which one can construct infinite hierarchy of…