相关论文: Random matrices, random polynomials and Coulomb sy…

We study the joint probability density of the eigenvalues of a product of rectangular real, complex or quaternion random matrices in a unified way. The random matrices are distributed according to arbitrary probability densities, whose only…

We demonstrate a method to solve a general class of random matrix ensembles numerically. The method is suitable for solving log-gas models with biorthogonal type two-body interactions and arbitrary potentials. We reproduce standard results…

Two-dimensional Coulomb gases on an annulus at a special inverse temperature $\beta = 2$ are studied by using the orthogonal polynomial method borrowed from the theory of random matrices. The correlation functions among the Coulomb gas…

We consider four nontrivial ensembles involving Gaussian Wigner and Wishart matrices. These are relevant to problems ranging from multiantenna communication to random supergravity. We derive the matrix probability density, as well as the…

A random matrix representation is proposed for the two-dimensional (2D) Coulomb gas at inverse temperature $\beta$. For $2\times 2$ matrices with Gaussian distribution we analytically compute the nearest neighbour spacing distribution of…

The paper addresses the calculation of correlation functions of permanental polynomials of matrices with random entries. By exploiting a convenient contour integral representation of the matrix permanent some explicit results are provided…

It is well-known that two-dimensional Coulomb gases at a special inverse temperature $\beta = 2$ can be analyzed by using the orthogonal polynomial method borrowed from the theory of random matrices. In this paper, such Coulomb gas…

Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…

The generalised eigenvalues for a pair of $N\times N$ matrices $(X_1,X_2)$ are defined as the solutions of the equation $\det (X_1-\lambda X_2)=0$, or equivalently, for $X_2$ invertible, as the eigenvalues of $X_2^{-1}X_1$. We consider…

We determine the leading order of the maximum of the random potential associated to a two-dimensional Coulomb gas for general $\beta$ and general confinement potential, extending the recent result of Lambert-Lebl\'e-Zeitouni. In the case…

These lectures provide an informal introduction into the notions and tools used to analyze statistical properties of eigenvalues of large random Hermitian matrices. After developing the general machinery of orthogonal polynomial method, we…

The paper discusses progress in understanding statistical properties of complex eigenvalues (and corresponding eigenvectors) of weakly non-unitary and non-Hermitian random matrices. Ensembles of this type emerge in various physical…

We compute the uniform probability that finitely many polynomials over a finite field are pairwise coprime and compare the result with the formula one gets using the natural density as probability measure. It will turn out that the formulas…

We consider a two-dimensional Coulomb gas of positive and negative pointlike unit charges interacting via a logarithmic potential. The density (rather than the charge) correlation functions are studied. In the bulk, the form-factor theory…

Random matrix models consisting of normal matrices, defined by the sole constraint $[N^{\dag},N]=0$, will be explored. It is shown that cubic eigenvalue repulsion in the complex plane is universal with respect to the probability…

We utilize Cauchy's argument principle in combination with the Jacobian of a holomorphic function in several complex variables and the first moment of a ratio of two correlated complex normal random variables to prove explicit formulas for…

We derive exact results for gap probabilities, as well as densities of extreme eigenvalues for six complex random matrix ensembles of fundamental importance. These are Gauss-Wigner, Laguerre-Wishart, Cauchy-Lorentz (two variants),…

We consider the two-dimensional Coulomb gas with a general potential at the determinantal temperature, or equivalently, the eigenvalues of random normal matrices. We prove that the smallest gaps between particles are typically of order…

We consider determinantal Coulomb gas ensembles with a class of discrete rotational symmetric potentials whose droplets consist of several disconnected components. Under the insertion of a point charge at the origin, we derive the…

Given a random quantum state of multiple distinguishable or indistinguishable particles, we provide an effective method, rooted in symplectic geometry, to compute the joint probability distribution of the eigenvalues of its one-body reduced…