相关论文: Matrix Models for Beta Ensembles
We consider the ensemble of $n \times n$ Wigner hermitian matrices $H = (h_{\ell k})_{1 \leq \ell,k \leq n}$ that generalize the Gaussian unitary ensemble (GUE). The matrix elements $h_{k\ell} = \bar h_{\ell k}$ are given by $h_{\ell k} =…
We compute the joint eigenvalue distribution for the rank one Hermitian and non-Hermitian perturbations of chiral Gaussian $\beta$-ensembles ($\beta>0$) of random matrices.
The joint distribution of two off-diagonal Wishart matrix elements was useful in recent work on geometric probability [Finch 2010]. Not finding such formulas in the literature, we report these here.
Recently much effort has been made towards the introduction of non-Hermitian random matrix models respecting $PT$-symmetry. Here we show that there is a one-to-one correspondence between complex $PT$-symmetric matrices and split-complex and…
The paper continues the development of the rigorous supersymmetric transfer matrix approach to the random band matrices started in J Stat Phys 164:1233 -- 1260, 2016; Commun Math Phys 351:1009 -- 1044, 2017. We consider random Hermitian…
We study generalized matrix models corresponding to n-point Virasoro conformal blocks on Riemann surfaces with arbitrary genus g. Upon AGT correspondence, these describe four dimensional N=2 SU(2)^{n+3g-3} gauge theories with generalized…
Classical random matrix ensembles with orthogonal symmetry have the property that the joint distribution of every second eigenvalue is equal to that of a classical random matrix ensemble with symplectic symmetry. These results are shown to…
Non-Hermitian PT-symmetric models have been extensively studied in recent years. Following the seminal work that reduced classical random matrix ensembles to a tridiagonal form, several efforts have aimed to generalize this framework to…
We study multilevel matrix ensembles at general beta by identifying them with a class of processes defined via the branching rules for multivariate Bessel and Heckman-Opdam hypergeometric functions. For beta = 1, 2, we express the joint…
We compute the spectrum and the eigenstates of the open XXX model with non-diagonal (triangular) boundary matrices. Since the boundary matrices are not diagonal, the usual coordinate Bethe ansatz does not work anymore, and we use a…
A fundamental question in random matrix theory is to quantify the optimal rate of convergence to universal laws. We take up this problem for the Laguerre $\beta$ ensemble, characterised by the Dyson parameter $\beta$, and the Laguerre…
Commutative hypercomplex algebras offer significant advantages over traditional quaternions due to their compatibility with linear algebra techniques and efficient computational implementation, which is crucial for broad applicability. This…
The large-matrix limit laws of the rescaled largest eigenvalue of the orthogonal, unitary, and symplectic $n$-dimensional Gaussian ensembles -- and of the corresponding Laguerre ensembles (Wishart distributions) for various regimes of the…
The paper describes the global limiting behavior of Gaussian beta ensembles where the parameter $\beta$ is allowed to vary with the matrix size $n$. In particular, we show that as $n \to \infty$ with $n\beta \to \infty$, the empirical…
We consider a number of generalizations of the $\beta$-extended MacMahon Master Theorem for a matrix. The generalizations are based on replacing permutations on multisets formed from matrix indices by partial permutations or derangements…
The paper aims at presenting a didactic and self-contained overview of Gauss-Hermite and Gauss-Laguerre laser beam modes. The usual textbook approach for deriving these modes is to solve the Helmoltz electromagnetic wave equation within the…
We suggest an hierarchy of all the results known so far about the connection of the asymptotics of combinatorial or representation theoretic problems with ``beta=2 ensembles'' arising in the random matrix theory. We show that all such…
We consider Gaussian approximation in three particular models of Poisson-Laguerre tessellations, namely, the $\beta$-, $\beta'$- and Gaussian-Voronoi tessellations. The tessellations are constructed based on inhomogeneous Poisson point…
Motivated by the BPS/CFT correspondence, we explore the similarities between the classical $\beta$-deformed Hermitean matrix model and the $q$-deformed matrix models associated to 3d $\mathcal{N}=2$ supersymmetric gauge theories on…
In this article, we consider $\beta$-ensembles, i.e. collections of particles with random positions on the real line having joint distribution $$\frac{1}{Z_N(\beta)}|\Delta(\lambda)|^\beta e^{- \frac{N\beta}{4}\sum_{i=1}^N\lambda_i^2}d…