相关论文: Double Scaling Limit in Random Matrix Models and a…

In this paper we studied the double scaling limit of a random unitary matrix ensemble near a singular point where a new cut is emerging from the support of the equilibrium measure. We obtained the asymptotic of the correlation kernel by…

In this paper we study the double scaling limit of the multi-orientable tensor model. We prove that, contrary to the case of matrix models but similarly to the case of invariant tensor models, the double scaling series are convergent. We…

We study unitary random matrix ensembles in the critical case where the limiting mean eigenvalue density vanishes quadratically at an interior point of the support. We establish universality of the limits of the eigenvalue correlation…

Tensor models generalize matrix models and generate colored triangulations of pseudo-manifolds in dimensions $D\geq 3$. The free energies of some models have been recently shown to admit a double scaling limit, i.e. large tensor size $N$…

We prove the existence of the double scaling limit in the unitary matrix model with quartic interaction, and we show that the correlation functions in the double scaling limit are expressed in terms of the integrable kernel determined by…

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 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 study existence and universality of scaling limits for the eigenvalues of a random normal matrix, in particular at points on the boundary of the spectrum. Our approach uses Ward's equation, which is an identity satisfied by the 1-point…

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…

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…

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…

In this article, we show that the double scaling limit correlation functions of a random matrix model when two cuts merge with degeneracy $2m$ (i.e. when $y\sim x^{2m}$ for arbitrary values of the integer $m$) are the same as the…

Covariances and variances of linear statistics of a point process can be written as integrals over the truncated two-point correlation function. When the point process consists of the eigenvalues of a random matrix ensemble, there are often…

We study unitary random matrix ensembles in the critical regime where a new cut arises away from the original spectrum. We perform a double scaling limit where the size of the matrices tends to infinity, but in such a way that only a…

The alternate row and column scaling algorithm applied to a positive $n\times n$ matrix $A$ converges to a doubly stochastic matrix $S(A)$, sometimes called the \emph{Sinkhorn limit} of $A$. For every positive integer $n$, a two parameter…

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…

The process of alternately row scaling and column scaling a positive $n \times n$ matrix $A$ converges to a doubly stochastic positive $n \times n$ matrix $S(A)$, often called the \emph{Sinkhorn limit} of $A$. The main result in this paper…

Colored tensor models generalize matrix models in arbitrary dimensions yielding a statistical theory of random higher dimensional topological spaces. They admit a 1/N expansion dominated by graphs of spherical topology. The simplest tensor…

The double-scaling limit of the supereigenvalue model is performed in the moment description. This description proves extremely useful for the identification of the multi-critical points in the space of bosonic and fermionic coupling…

We study the double scaling limit for unitary invariant ensembles of random matrices with non analytic potentials and find the asymptotic expansion for the entries of the corresponding Jacobi matrix. Our approach is based on the…