Related papers: Random matrices, Virasoro algebras, and noncommuta…
We study Fredholm determinants of the Painlev\'e II and Painlev\'e XXXIV kernels. In certain critical unitary random matrix ensembles, these determinants describe special gap probabilities of eigenvalues. We obtain Tracy-Widom formulas for…
Random non-commutative geometries are introduced by integrating over the space of Dirac operators that form a spectral triple with a fixed algebra and Hilbert space. The cases with the simplest types of Clifford algebra are investigated…
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…
We consider a non-commutative polynomial in several independent $N$-dimensional random unitary matrices, uniformly distributed over the unitary, orthogonal or symmetric groups, and assume that the coefficients are $n$-dimensional matrices.…
The probabilities for gaps in the eigenvalue spectrum of the finite dimension $ N \times N $ random matrix Hermite and Jacobi unitary ensembles on some single and disconnected double intervals are found. These are cases where a reflection…
The article provides a framework to solve linear differential equations based on partial commutativity which is introduced by means of the Fedorov theorem. The framework is applied to specific types of three-level and four-level quantum…
This paper investigates the eigenvalue problem of integral operators whose kernels can be expressed as a finite sum of pairwise products of single-variable functions, making them separable. By consdiering the matrix form of the separable…
We identify the Kontsevich-Penner matrix integral, for finite size $n$, with the isomonodromic tau function of a $3\times 3$ rational connection on the Riemann sphere with $n$ Fuchsian singularities placed in correspondence with the…
Random matrix ensembles with Dyson index $\beta=L^{2}$ describe systems of $M$ charge-$L$ particles interacting logarithmically in the presence of an external potential, yet exact formulas for their physical observables have remained…
We consider the gap probability for the Pearcey and Airy processes; we set up a Riemann--Hilbert approach (different from the standard one) whereby the asymptotic analysis for large gap/large time of the Pearcey process is shown to…
We show that the quantum Hamilton Jacobi approach to a class of quantum mechanical bound state problems and the Gaussian orthogonal ensemble of random matrix theory are equivalent. The Berry connection for both problems is identical to…
We show in this paper that, when properly rescaled in time and in space, the characteristic polynomial of a random unitary matrix converges almost surely to a random analytic function whose zeros, which are on the real line, form a…
In deriving large n probability distribution function of the rightmost eigenvalue from the classical Random Matrix Theory Ensembles, one is faced with que question of finding large n asymptotic of certain coupled set of functions. This…
The level spacing distributions which arise when one rescales the Laguerre or Jacobi ensembles of hermitian matrices is studied. These distributions are expressible in terms of a Fredholm determinant of an integral operator whose kernel is…
Okamoto has obtained a sequence of $\tau$-functions for the \PVI system expressed as a double Wronskian determinant based on a solution of the Gauss hypergeometric equation. Starting with integral solutions of the Gauss hypergeometric…
This paper derives exponential tail bounds and polynomial moment inequalities for the spectral norm deviation of a random matrix from its mean value. The argument depends on a matrix extension of Stein's method of exchangeable pairs for…
Correlations of spins in a system of entangled particles are inconsistent with Kolmogorov's probability theory (KPT), provided the system is assumed to be non-contextual. In the Alice-Bob EPR paradigm, non-contextuality means that the…
Painleve's transcendental differential equation P_{VI} may be expressed as the consistency condition for a pair of linear differential equations with 2 by 2 matrix coefficients with rational entries. By a construction due to Tracy and…
In the last decade there has been increasing interest in the fields of random matrices, interacting particle systems, stochastic growth models, and the connections between these areas. For instance, several objects appearing in the limit of…
Partly inspired by Sato's theory of the Kadomtsev-Petviashvili (KP) hierarchy, we start with a quite general hierarchy of linear ordinary differential equations in a space of matrices and derive from it a matrix Riccati hierarchy. The…