相关论文: Matrix product ensembles of Hermite-type and the h…

We consider unitary random matrix ensembles Z_{n,s,t}^{-1}e^{-n tr V_{s,t}(M)}dM on the space of Hermitian n x n matrices M, where the confining potential V_{s,t} is such that the limiting mean density of eigenvalues (as n\to\infty and…

We find the universal limiting correlation kernels of the Muttalib-Borodin (MB) ensembles with integer parameter $\theta \geq 2$ at $0$ in the transitive regime between the hard edge regime and the soft edge regime. This generalizes the…

We study the distribution of the smallest eigenvalue for certain classes of positive-definite Hermitian random matrices, in the limit where the size of the matrices becomes large. Their limit distributions can be expressed as Fredholm…

The product of a Hermitian matrix and a positive semidefinite matrix has only real eigenvalues. We present bounds for sums of eigenvalues of such a product.

We consider the eigenvalues of symplectic elliptic Ginibre matrices which are known to form a Pfaffian point process whose correlation kernel can be expressed in terms of the skew-orthogonal Hermite polynomials. We derive the scaling limits…

We show that the eigenvalue density of a product X=X_1 X_2 ... X_M of M independent NxN Gaussian random matrices in the large-N limit is rotationally symmetric in the complex plane and is given by a simple expression rho(z,\bar{z}) =…

This paper summarizes some work I've been doing on eigenvalue correlators of Random Matrix Models which show some interesting behaviour. First we consider matrix models with gaps in there spectrum or density of eigenvalues. The…

Generalizations of the Hermite polynomials to many variables and/or to the complex domain have been located in mathematical and physical literature for some decades. Polynomials traditionally called complex Hermite ones are mostly…

We consider several limiting cases of the joint probability distribution for a random matrix ensemble with an additional interaction term controlled by an exponent $\gamma$ (called the $\gamma$-ensembles). The effective potential, which is…

Akemann, Ipsen and Kieburg recently showed that the squared singular values of products of M rectangular random matrices with independent complex Gaussian entries are distributed according to a determinantal point process with a correlation…

By using the method of orthogonal polynomials we analyze the statistical properties of complex eigenvalues of random matrices describing a crossover from Hermitian matrices characterized by the Wigner- Dyson statistics of real eigenvalues…

Using large $N$ arguments, we propose a scheme for calculating the two-point eigenvector correlation function for non-normal random matrices in the large $N$ limit. The setting generalizes the quaternionic extension of free probability to…

We reobtain and often refine prior criteria due to Kaplansky, McGovern, Roitman, Shchedryk, Wiegand, and Zabavsky--Bilavska and obtain new criteria for a Hermite ring to be an \textsl{EDR}. We mention three criteria: (1) a Hermite ring $R$…

We consider ensembles of random matrices, known as biorthogonal ensembles, whose eigenvalue probability density function can be written as a product of two determinants. These systems are closely related to multiple orthogonal functions. It…

Based on the usual Fedosov construction of star products for a symplectic manifold M we give a simple geometric construction of a bimodule deformation for the sections of a vector bundle over M starting with a symplectic connection on M and…

The Hilbert space of a quantum system with internal global symmetry $G$ decomposes into sectors labelled by irreducible representations of $G$. If the system is chaotic, the energies in each sector should separately resemble ordinary random…

Let $\Gamma\subset \mathrm{SU}((2,1),\mathbb{C})$ be a torsion-free cocompact subgroup. Let $\mathbb{B}^{2}$ denote the $2$-dimensional complex ball endowed with the hyperbolic metric $\mu_{\mathrm{hyp}}$, and let…

Recently, the joint probability density functions of complex eigenvalues for products of independent complex Ginibre matrices have been explicitly derived as determinantal point processes. We express truncated series coming from the…

The Muttalib-Borodin ensemble is a probability density function for $n$ particles on the positive real axis that depends on a parameter $\theta$ and a weight $w$. We consider a varying exponential weight that depends on an external field…

We obtain a family of matrix integrals which decompose to a product of Gamma-functions (they have some relations with S.G.Gindikin 'Beta', but generally speaking essentially differ from it). We obtain Plancherel formula for Berezin…