相关论文: Large deviations for random matrix ensembles in me…

In 1962 Dyson used a physically based, macroscopic argument to deduce the first two terms of the large spacing asymptotic expansion of the gap probability for the bulk state of random matrix ensembles with symmetry parameter \beta. In the…

A new class of Random Matrix Ensembles is introduced. The Gaussian orthogonal, unitary, and symplectic ensembles GOE, GUE, and GSE, of random matrices are analogous to the classical Gibbs ensemble governed by Boltzmann's distribution in the…

It is known that hermitean random matrix ensembles can be identified with symmetric coset spaces of Lie groups, or else with tangent spaces of the same. This results in a classification of random matrix ensembles as well as applications in…

It is well-known that unitary irreducible representations of groups can be usefully classified in a 3-fold classification scheme: Real, Complex, Quaternionic. In 1962 Freeman Dyson pointed out that there is an analogous 10-fold…

We consider the random matrix ensemble with an external source \[ \frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM \] defined on $n\times n$ Hermitian matrices, where $A$ is a diagonal matrix with only two eigenvalues $\pm a$ of equal…

We consider random non-normal matrices constructed by removing one row and column from samples from Dyson's circular ensembles or samples from the classical compact groups. We develop sparse matrix models whose spectral measures match these…

Motivated by a paper of Zirnbauer, we develop a theory of Riemannian supermanifolds up to a definition of Riemannian symmetric superspaces. Various fundamental concepts needed for the study of these spaces both from the Riemannian and the…

We consider the moment space $\mathcal{M}_n^{K}$ corresponding to $p \times p$ complex matrix measures defined on $K$ ($K=[0,1]$ or $K=\D$). We endow this set with the uniform law. We are mainly interested in large deviations principles…

The distribution of higher order level spacings, i.e. the distribution of $\{s_{i}^{(n)}=E_{i+n}-E_{i}\}$ with $n\geq 1$ is derived analytically using a Wigner-like surmise for Gaussian ensembles of random matrix as well as Poisson…

We develop a unified theory to analyze the microcanonical ensembles with several constraints given by unbounded observables. Several interesting phenomena that do not occur in the single constraint case can happen under the multiple…

In these lectures we discuss some elementary concepts in connection with the theory of symmetric spaces applied to ensembles of random matrices. We review how the relationship between random matrix theory and symmetric spaces can be used in…

Data which lie in the space $\mathcal{P}_{m\,}$, of $m \times m$ symmetric positive definite matrices, (sometimes called tensor data), play a fundamental role in applications including medical imaging, computer vision, and radar signal…

Around 1950, Wigner introduced the idea of modelling physical reality with an ensemble of random matrices while studying the energy levels of heavy atomic nuclei. Since then, the field of random-matrix theory has grown tremendously, with…

The large N limit has been successfully applied to QCD, leading to qualitatively correct results even for N=3. In this work, we propose to treat the number N=3 of Standard Model generations as a large number. Specifically, we apply this…

We present a systematic construction of probes into the dynamics of isospectral ensembles of Hamiltonians by the notion of Isospectral twirling, expanding the scopes and methods of ref.[1]. The relevant ensembles of Hamiltonians are those…

This paper is my contribution to the planned publication Recent Perspectives in Random Matrix Theory (Cambridge University Press). Addressed is the problem of computing spacing distributions in the bulk for the three symmetry classes…

Universality of eigenvalue spacings is one of the basic characteristics of random matrices. We give the precise meaning of universality and discuss the standard universality classes (sine, Airy, Bessel) and their appearance in unitary,…

We determine the joint probability density function (JPDF) of reflection eigenvalues in three Dyson's ensembles of normal-conducting chaotic cavities coupled to the outside world through both ballistic and tunnel point contacts. Expressing…

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…

Let L be a positive line bundle over a projective complex manifold X. Consider the space of holomorphic sections of the tensor power of order p of L. The determinant of a basis of this space, together with some given probability measure on…