相关论文: Massive partition functions and complex eigenvalue…
We present an iterative technique to obtain skew-orthogonal polynomials with quartic weight, arising in the study of symplectic ensembles of random matrices.
The zero momentum sectors in effective theories of three dimensional QCD coupled to pseudoreal (two colors) and real (adjoint) quarks in a classically parity-invariant manner have alternative descriptions in terms of orthogonal and…
We develop methods for systematic construction of superintegrable polynomials in matrix/eigenvalue models. Our consideration is based on a tight connection of superintegrable property of Gaussian Hermitian model and $W_{1 + \infty}$ algebra…
We derive the connected correlation functions for eigenvalues of large Hermitian random matrices with independently distributed elements using both a diagrammatic and a renormalization group (RG) inspired approach. With the diagrammatic…
Multiple orthogonal polynomials are a generalization of orthogonal polynomials in which the orthogonality is distributed among a number of orthogonality weights. They appear in random matrix theory in the form of special determinantal point…
In this paper we use the Riemann-Hilbert problem, with jumps supported on appropriate curves in the complex plane, for matrix biorthogonal polynomials and apply it to find Sylvester systems of differential equations for the orthogonal…
We consider the complex eigenvalues of the induced spherical Ginibre ensemble with symplectic symmetry and establish the local universality of these point processes along the real axis. We derive scaling limits of all correlation functions…
We derive a common mathematical formulation for the eigenfunction statistics of Hermitian operators, represented by a multi-parametric probability density. The system-information in the formulation enters through two parameters only,…
We show that elliptic curves with complex multiplication (CM) naturally emerge in the spectral geometry of Hermitian one-matrix models in the two-cut phase. Focusing on a symmetric quartic potential, we derive the corresponding genus-one…
For the orthogonal-unitary and symplectic-unitary transitions in random matrix theory, the general parameter dependent distribution between two sets of eigenvalues with two different parameter values can be expressed as a quaternion…
We extend the study of supersymmetric tridiagonal Hamiltonians to the case of non-Hermitian Hamiltonians with real or complex conjugate eigenvalues. We find the relation between matrix elements of the non-Hermitian Hamiltonian $H$ and its…
Linear statistics, a random variable build out of the sum of the evaluation of functions at the eigenvalues of a N times N random matrix,sum[j=1 to N]f(xj) or tr f(M), is an ubiquitous statistical characteristics in random matrix theory.…
We introduce a family of polynomials, which arise in three distinct ways: in the large $N$ expansion of a matrix integral, as a weighted enumeration of factorisations of permutations, and via the topological recursion. More explicitly, we…
We introduce an extension of the diagrammatic rules in random matrix theory and apply it to nonhermitean random matrix models using the 1/N approximation. A number of one- and two-point functions are evaluated on their holomorphic and…
We investigate the product of $n$ complex non-Hermitian, independent random matrices, each of size $N\times N$ in the class of elliptic matrices, with independent identically distributed entries. The joint probability distribution of the…
This paper describes a set of rational filtering algorithms to compute a few eigenvalues (and associated eigenvectors) of non-Hermitian matrix pencils. Our interest lies in computing eigenvalues located inside a given disk, and the proposed…
We develop a combinatorial model of the associated Hermite polynomials and their moments, and prove their orthogonality with a sign-reversing involution. We find combinatorial interpretations of the moments as complete matchings, connected…
We study the asymptotic behavior of the partition function and the correlation kernel in random matrix ensembles of the form $\frac{1}{Z_n} \big|\det \big( M^2-tI \big)\big|^{\alpha} e^{-n\operatorname{Tr} V(M)}dM$, where $M$ is an $n\times…
In this study, we derive the exact distributions of eigenvalues of a singular Wishart matrix under an elliptical model. We define generalized heterogeneous hypergeometric functions with two matrix arguments and provide convergence…
In this review we summarise recent results for the complex eigenvalues and singular values of finite products of finite size random matrices, their correlation functions and asymptotic limits. The matrices in the product are taken from…