相关论文: Universality of correlation functions of hermitian…
In this article, a model of random hermitian matrices is considered, in which the measure $\exp(-S)$ contains a general U(N)-invariant potential and an external source term: $S=N\tr(V(M)+MA)$. The generalization of known determinant…
The microscopic correlation functions of non-chiral random matrix models with complex eigenvalues are analyzed for a wide class of non-Gaussian measures. In the large-N limit of weak non-Hermiticity, where N is the size of the complex…
A recursive method is derived to calculate all eigenvalue correlation functions of a random hermitian matrix in the large size limit, and after smoothing of the short scale oscillations. The property that the two-point function is…
{Recently, we found that the correlation between the eigenvalues of random hermitean matrices exhibits universal behavior. Here we study this universal behavior and develop a diagrammatic approach which enables us to extend our previous…
Dyson's short-distance universality of the correlation functions implies the universality of P(s), the level-spacing distribution. We first briefly review how this property is understood for unitary invariant ensembles and consider next a…
We study S-matrix correlations for random matrix ensembles with a Hamiltonian which is the sum of a given deterministic part and of a random matrix with a Gaussian probability distribution. Using Efetov's supersymmetry formalism, we show…
It has been observed that the statistical distribution of the eigenvalues of random matrices possesses universal properties, independent of the probability law of the stochastic matrix. In this article we find the correlation functions of…
We prove that for Gaussian random normal matrices the correlation function has universal behavior. Using the technique of orthogonal polynomials and identities similar to the Christoffel-Darboux formula, we find that in the limit, as the…
We consider the correlation functions of eigenvalues of a unidimensional chain of large random hermitian matrices. An asymptotic expression of the orthogonal polynomials allows to find new results for the correlations of eigenvalues of…
The correlation functions of the multi-arc complex matrix model are shown to be universal for any finite number of arcs. The universality classes are characterized by the support of the eigenvalue density and are conjectured to fall into…
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 extend a recent theory of parametric correlations in the spectrum of random matrices to study the response to an external perturbation of eigenvalues near the soft edge of the support. We demonstrate by explicit non-perturbative…
We compute the large scale (macroscopic) correlations in ensembles of normal random matrices with an arbitrary measure and in ensembles of general non-Hermition matrices with a class of non-Gaussian measures. In both cases the eigenvalues…
For a restricted class of potentials (harmonic+Gaussian potentials), we express the resolvent integral for the correlation functions of simple traces of powers of complex matrices of size $N$, in term of a determinant; this determinant is…
The usual formulas for the correlation functions in orthogonal and symplectic matrix models express them as quaternion determinants. From this representation one can deduce formulas for spacing probabilities in terms of Fredholm…
We have found an exact formula expressing a general correlation function containing both products and ratios of characteristic polynomials of random Hermitian matrices. The answer is given in the form of a determinant. An essential…
We show how to calculate correlation functions of two matrix models. Our method consists in making full use of the integrable hierarchies and their reductions, which were shown in previous papers to naturally appear in multi--matrix models.…
We study random-matrix ensembles with a non-Gaussian probability distribution $P(H) \sim \exp (-N {\rm tr }\, V(H))$ where $N$ is the dimension of the matrix $H$ and $V(H)$ is independent of $N$. Using Efetov's supersymmetry formalism, we…
We study the Gaussian hermitian random matrix ensemble with an external matrix which has an arbitrary number of eigenvalues with arbitrary multiplicity. We compute the limiting eigenvalues correlations when the size of the matrix goes to…
We study local correlations of certain interacting particle systems on the real line which show repulsion similar to eigenvalues of random Hermitian matrices. Although the new particle system does not seem to have a natural spectral or…