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

The goal of these expository notes is to give an introduction to random matrices for non-specialist of this topic focusing on the link between random matrices and systems of particles in interaction. We first recall some general results…

We consider a two-dimensional Coulomb gas confined to a disk when the external potential is radially symmetric. In the presence of a hard-wall constraint effective to change the equilibrium, the density of the equilibrium measure acquires a…

Motivated by recent results in random matrix theory we will study the distributions arising from products of complex Gaussian random matrices and truncations of Haar distributed unitary matrices. We introduce an appropriately general class…

Gaussian and Chiral Beta-Ensembles, which generalise well known orthogonal (Beta=1), unitary (Beta=2), and symplectic (Beta=4) ensembles of random Hermitian matrices, are considered. Averages are shown to satisfy duality relations like…

We apply the random-matrix theory to the car-parking problem. For this purpose, we adopt a Coulomb gas model that associates the coordinates of the gas particles with the eigenvalues of a random matrix. The nature of interaction between the…

We study a class of random matrices arising from the Lax matrix structure of classical integrable systems, particularly the Calogero family of models. Our focus is the density of eigenvalues for these random matrices. The problem can be…

A unified theory of orthogonal polynomials of a discrete variable is presented through the eigenvalue problem of hermitian matrices of finite or infinite dimensions. It can be considered as a matrix version of exactly solvable Schr\"odinger…

We survey a number of models from physics, statistical mechanics, probability theory and combinatorics, which are each described in terms of an orthogonal polynomial ensemble. The most prominent example is apparently the Hermite ensemble,…

In this letter we present an analytic method for calculating the transition probability between two random Gaussian matrices with given eigenvalue spectra in the context of Dyson Brownian motion. We show that in the Coulomb gas language, in…

We demonstrate the convergence of the characteristic polynomial of several random matrix ensembles to a limiting universal function, at the microscopic scale. The random matrix ensembles we treat are classical compact groups and the…

We develop the basic theory of eigenvalues of $p$-adic random matrices, analogous to the classical theory for random matrices over $\mathbb{R}$ and $\mathbb{C}$. Such eigenvalue statistics were proposed as a model for the zeroes of $p$-adic…

We compute exact asymptotic of the statistical density of random matrices belonging to invariant random matrices ensemble (RMT) orthogonal, unitary and symplectic ensembles, where all its eigenvalues lie within the interval $[\sigma,…

A complex quantum system with energy dissipation is considered. The quantum Hamiltonians $H$ belong the complex Ginibre ensemble. The complex-valued eigenenergies $Z_{i}$ are random variables. The second differences $\Delta^{1} Z_{i}$ are…

Random matrices formed from i.i.d. standard real Gaussian entries have the feature that the expected number of real eigenvalues is non-zero. This property persists for products of such matrices, independently chosen, and moreover it is…

We have calculated the joint probability distribution function for random reverse-cyclic matrices and shown that it is related to an N-body exactly solvable model. We refer to this well-known model potential as a screened harmonic…

We investigate the statistical properties of eigenvalues of pseudo-Hermitian random matrices whose eigenvalues are real or complex conjugate. It is shown that when the spectrum splits into separated sets of real and complex conjugate…

We compute the full order statistics of a one-dimensional gas of fermions in a harmonic trap at zero temperature, including its large deviation tails. The problem amounts to computing the probability distribution of the $k$th smallest…

Complex Hermitian random matrices with a unitary symmetry can be distinguished by a weight function. When this is even, it is a known result that the distribution of the singular values can be decomposed as the superposition of two…

The eigenvalue probability density functions of the classical random matrix ensembles have a well known analogy with the one component log-gas at the special couplings \beta = 1,2 and 4. It has been known for some time that there is an…

We consider a class of rotationally invariant unitary random matrix ensembles where the eigenvalue density falls off as an inverse power law. Under a new scaling appropriate for such power law densities (different from the scaling required…