相关论文: From Alternating Sign Matrices to the Gaussian Uni…
Let g:{\mathbb R} --> {\mathbb C} be a C^{\infty}-function with all derivatives bounded and let tr_n denote the normalized trace on the n x n matrices. In the paper [EM] Ercolani and McLaughlin established asymptotic expansions of the mean…
Embedded random matrix ensembles are generic models for describing statistical properties of finite isolated quantum many-particle systems. For the simplest spinless fermion (or boson) systems with say $m$ fermions (or bosons) in $N$ single…
Smooth linear statistics of random permutation matrices, sampled under a general Ewens distribution, exhibit an interesting non-universality phenomenon. Though they have bounded variance, their fluctuations are asymptotically non-Gaussian…
A random matrix ensemble incorporating both GUE and Poisson level statistics while respecting $U(N)$ invariance is proposed and shown to be equivalent to a system of noninteracting, confined, one dimensional fermions at finite temperature.
In random-matrix ensembles that interpolate between the three basic ensembles (orthogonal, unitary, and symplectic), there exist correlations between elements of the same eigenvector and between different eigenvectors. We study such…
The performance of spectral clustering relies on the fluctuations of the entries of the eigenvectors of a similarity matrix, which has been left uncharacterized until now. In this letter, it is shown that the signal $+$ noise structure of a…
We investigate moment sequences of probability measures on $E\subset\mathbb{R}$ under constraints of certain moments being fixed. This corresponds to studying sections of $n$-th moment spaces, i.e. the spaces of moment sequences of order…
We report on Monte-Carlo simulations of the six-vertex model with domain wall boundary conditions. In thermal equilibrium such boundary conditions force a fluctuating line separating the disordered region from the perfectly ordered ones.…
We study the fluctuations of linear statistics with polynomial test functions for Multiple Orthogonal Polynomial Ensembles. Multiple Orthogonal Polynomial Ensembles form an important class of determinantal point processes that include…
Considering a determinantal point process on the real line, we establish a connection between the sine-kernel asymptotics for the correlation kernel and the CLT for mesoscopic linear statistics. This implies universality of mesoscopic…
We study the eigenvector mass distribution of an $N\times N$ Wigner matrix on a set of coordinates $I$ satisfying $| I | \ge c N$ for some constant $c >0$. For eigenvectors corresponding to eigenvalues at the spectral edge, we show that the…
We propose to study unitary matrix ensembles defined in terms of unitary stochastic transition matrices associated with Markov processes on graphs. We argue that the spectral statistics of such an ensemble (after ensemble averaging) depends…
A known result in random matrix theory states the following: Given a random Wigner matrix $X$ which belongs to the Gaussian Orthogonal Ensemble (GOE), then such matrix $X$ has an invariant distribution under orthogonal conjugations. The…
We numerically analyze the spectral statistics of the multiparametric Gaussian ensembles of complex matrices with zero mean and variances with different decay routes away from the diagonals. As the latter mimics different degree of…
A new class of Random Matrix Ensembles is introduced. The Gaussian orthogonal, unitary, and symplectic ensembles GOE, GUE, and GSE, of random matrices are analogous to the classical Gibbs ensemble governed by Boltzmann's distribution in the…
We study a family of periodically weighted Aztec diamond dimer models near their turning points. We establish that, asymptotically, as $N\rightarrow\infty$, their fluctuations there, scaled by $\sqrt{N}$, are described by a marked…
A recently developed wavelet based approach is employed to characterize the scaling behavior of spectral fluctuations of random matrix ensembles, as well as complex atomic systems. Our study clearly reveals anti-persistent behavior and…
We address the question of the dependence of the bulk free energy on boundary conditions for the six vertex model. Here we compare the bulk free energy for periodic and domain wall boundary conditions. Using a determinant representation for…
We study the Gaussian Unitary Ensemble (GUE) using noncommutative geometry and the homological framework of the Batalin-Vilkovisky (BV) formalism. Coefficients of the correlation functions in the GUE with respect to the rank $N$ are…
We suggest an extension of the standard concept of statistical ensembles. Namely, we introduce a class of ensembles with extensive quantities fluctuating according to an externally given distribution. As an example the influence of energy…