相关论文: CMV matrices in random matrix theory and integrabl…
We discuss a number of properties of CMV matrices, by which we mean the class of unitary matrices recently introduced by Cantero, Moral, and Velazquez. We argue that they play an equivalent role among unitary matrices to that of Jacobi…
CMV matrices are the unitary analog of Jacobi matrices; we review their general theory.
The CMV matrices are the unitary analogs of Jacobi matrices. In the finite case, it is well-known that the set of Jacobi matrices with a fixed trace is nothing but a coadjoint orbit of the lower triangular group. In this note, we will give…
We construct ensembles of random integrable matrices with any prescribed number of nontrivial integrals and formulate integrable matrix theory (IMT) -- a counterpart of random matrix theory (RMT) for quantum integrable models. A type-M…
Random matrices now play a role in many parts of computational mathematics. To advance these applications, it is desirable to have tools that are flexible, easy to use, and powerful. Over the last 25 years, researchers have developed a…
First we survey generating function methods for obtaining useful probability estimates about random matrices in the finite classical groups. Then we describe a probabilistic picture of conjugacy classes which is coherent and beautiful.…
This paper is a brief review of recent developments in random matrix theory. Two aspects are emphasized: the underlying role of integrable systems and the occurrence of the distribution functions of random matrix theory in diverse areas of…
In this short note we collect together known results on the use of Random Matrix Theory in lattice statistical mechanics. The purpose here is two fold. Firstly the RMT analysis provides an intrinsic characterization of integrability, and…
The multiplicative and additive compounds of a matrix play an important role in several fields of mathematics including geometry, multi-linear algebra, combinatorics, and the analysis of nonlinear time-varying dynamical systems. There is a…
The multiplicative and additive compounds of a matrix play an important role in several fields of mathematics including geometry, multi-linear algebra, combinatorics, and the analysis of nonlinear time-varying dynamical systems. There is a…
We find a finite CMV matrix whose eigenvalues coincide with the Dirichlet data of a circular periodic problem. As a consequence, we obtain circular analogues of the classical trace formulae for periodic Jacobi matrices.
The theory of matrix models is reviewed from the point of view of its relation to integrable hierarchies. Discrete 1-matrix, 2-matrix, ``conformal'' (multicomponent) and Kontsevich models are considered in some detail, together with the…
We develop subordinacy theory for extended CMV matrices. That is, we provide explicit supports for the singular and absolutely continuous parts of the canonical spectral measure associated with a given extended CMV matrix in terms of the…
The theory of matrix models is reviewed from the point of view of its relation to integrable hierarchies. Determinantal formulas, relation to conformal field models and the theory of Generalized Kontsevich model are discussed in some…
In this review we discuss the relationship between random matrix theories and symmetric spaces. We show that the integration manifolds of random matrix theories, the eigenvalue distribution, and the Dyson and boundary indices characterizing…
The author discusses integrability of Hamiltonian dynamical systems in the aftermath of KdV. The author also discusses the role of integrable systems in certain numerical computations, particularly the computation of the eigenvalues of a…
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…
In recent years, random matrices have come to play a major role in computational mathematics, but most of the classical areas of random matrix theory remain the province of experts. Over the last decade, with the advent of matrix…
A method to generate new classes of random matrix ensembles is proposed. Random matrices from these ensembles are Lax matrices of classically integrable systems with a certain distribution of momenta and coordinates. The existence of an…
Random matrix theory is a well-developed area of probability theory that has numerous connections with other areas of mathematics and its applications. Much of the literature in this area is concerned with matrices that possess many exact…