相关论文: Random hermitian matrices in an external field

We study the hermitian one matrix model with semi-classical potential. This is a general unitary invariant random matrix ensemble in which the potential has a derivative that is a rational function and the measure is supported on some…

We consider large random matrices with a general slowly decaying correlation among its entries. We prove universality of the local eigenvalue statistics and optimal local laws for the resolvent away from the spectral edges, generalizing the…

We consider real symmetric or complex hermitian random matrices with correlated entries. We prove local laws for the resolvent and universality of the local eigenvalue statistics in the bulk of the spectrum. The correlations have fast decay…

We consider $N\times N$ random matrices of the form $H = W + V$ where $W$ is a real symmetric Wigner matrix and $V$ a random or deterministic, real, diagonal matrix whose entries are independent of $W$. We assume subexponential decay for…

A very elementary model of a single positive hermitian random matrix coupled to an external matrix is defined and studied. Expanding the exact effective action around its classical solution leads to the ``quantum Penner action'', from which…

We consider non-Hermitian random matrices $X \in \mathbb{C}^{n \times n}$ with general decaying correlations between their entries. For large $n$, the empirical spectral distribution is well approximated by a deterministic density,…

We reformulate the zero-dimensional hermitean one-matrix model as a (nonlocal) collective field theory, for finite~$N$. The Jacobian arising by changing variables from matrix eigenvalues to their density distribution is treated {\it…

A flexible representation of uncertainty that remains within the standard framework of probabilistic measure theory is presented along with a study of its properties. This representation relies on a specific type of outer measure that is…

We study a hermitian $(n+1)$-matrix model with plaquette interaction, $\sum_{i=1}^n MA_iMA_i$. By means of a conformal transformation we rewrite the model as an $O(n)$ model on a random lattice with a non polynomial potential. This allows…

We consider the hermitian random matrix model with external source and general polynomial potential, when the source has two distinct eigenvalues but is otherwise arbitrary. All such models studied so far have a common feature: an…

Dirichlet integrals and the associated Dirichlet statistical densities are widely used in various areas. Generalizations of Dirichlet integrals and Dirichlet models to matrix-variate cases, when the matrices are real symmetric positive…

Consider $N\times N$ Hermitian or symmetric random matrices $H$ where the distribution of the $(i,j)$ matrix element is given by a probability measure $\nu_{ij}$ with a subexponential decay. Let $\sigma_{ij}^2$ be the variance for the…

In this thesis generalizations of matrix and eigenvalue models involving supersymmetry are discussed. Following a brief review of the Hermitian one matrix model, the c=-2 matrix model is considered. Built from a matrix valued superfield…

In this work we obtain the planar free energy for the Hermitian one-matrix model with various choices of the potential. We accomplish this by applying an approach that bypasses the usual diagonalization of the matrices and the introduction…

Motivated by questions arising in the study of harmonic maps and Yang Mills theory, we study new techniques for producing optimal monotonicity relations for geometric partial differential equations. We apply these results to sharpen epsilon…

I present here some results on the statistical behaviour of large random matrices in an ensemble where the probability distribution is not a function of the eigenvalues only. The perturbative expansion can be cast in a closed form and the…

The S-matrix in the static limit of a dispersion relation has a finite order N and is a matrix of meromorfic functions of energy in the complex plane with cuts. In the elastic case it reduces to N functions connected by the crossing…

The exponential of an NxN matrix can always be expressed as a matrix polynomial of order N-1. In particular, a general group element for the fundamental representation of SU(N) can be expressed as a matrix polynomial of order N-1 in a…

We prove the Wigner-Dyson-Mehta conjecture at fixed energy in the bulk of the spectrum for generalized symmetric and Hermitian Wigner matrices. Previous results concerning the universality of random matrices either require an averaging in…

For general large non-Hermitian random matrices $X$ and deterministic normal deformations $A$, we prove that the local eigenvalue statistics of $A+X$ close to the critical edge points of its spectrum are universal. This concludes the proof…