相关论文: Random matrices, Virasoro algebras, and noncommuta…

Unitary ensembles of large N x N random matrices with a non-Gaussian probability distribution P[H] ~ exp{-TrV[H]} are studied using a theory of polynomials orthogonal with respect to exponential weights. Asymptotically exact expressions for…

It is a result of Ginibre that the normalized bulk $k$-point correlation functions of a complex $n\times n$ Gaussian matrix with independent entries of mean zero and unit variance are asymptotically given by the determinantal point process…

In this article, we investigate the spectral behavior of random features kernel matrices of the type ${\bf K} = \mathbb{E}_{{\bf w}} \left[\sigma\left({\bf w}^{\sf T}{\bf x}_i\right)\sigma\left({\bf w}^{\sf T}{\bf…

Versions of Tracy-Widom (TW) and Adler-Shiota-van Moerbeke (ASvM) approaches are applied to derive various partial differential equations (PDE) satisfied by joint eigenvalue spacing probabilities of two coupled Gaussian Hermitian matrices…

We propose a systematic treatment of symmetries of KP integrable systems, including constrained (reduced) KP models ${\sl cKP}_{R,M}$, and their multi-component (matrix) generalizations. Any such integrable hierarchy is shown to possess an…

We derive the large distance asymptotics of the Fredholm determinant of the so-called generalised sine kernel at the critical point. This kernel corresponds to a generalisation of the pure sine kernel arising in the theory of random…

Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…

We analyze statistical properties of complex eigenvalues of random matrices $\hat{A}$ close to unitary. Such matrices appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with…

We consider a random matrix model with both pairwise and non-pairwise contracted indices. The partition function of the matrix model is similar to that appearing in some replicated systems with random tensor couplings, such as the p-spin…

Complex analysis is a powerful tool to study classical integrable systems, statistical physics on the random lattice, random matrix theory, topological string theory,... All these topics share certain relations, called "loop equations" or…

We establish a new connection between moments of $n \times n$ random matrices $X_n$ and hypergeometric orthogonal polynomials. Specifically, we consider moments $\mathbb{E}\mathrm{Tr} X_n^{-s}$ as a function of the complex variable $s \in…

Integrable theory is formulated for correlation functions of characteristic polynomials associated with invariant non-Gaussian ensembles of Hermitean random matrices. By embedding the correlation functions of interest into a more general…

The integrable structure of Ginibre's Orthogonal Ensemble of random matrices is looked at through the prism of the probability "p_{n,k}" to find exactly "k" real eigenvalues in the spectrum of an "n" by "n" real asymmetric Gaussian random…

We study the eigenvalue distribution of a random matrix, at a transition where a new connected component of the eigenvalue density support appears away from other connected components. Unlike previously studied critical points, which…

The usual formulas for the correlation functions in orthogonal and symplectic matrix models express them as quaternion determinants. From this representation one can deduce formulas for spacing probabilities in terms of Fredholm…

A new differential equation is derived for an object ${\widehat S}(E,E^\prime,x)$, which when integrated over the appropriate range in $x$, yields the kernel $K(E,E^\prime)$ with which $n$-point correlation functions can be computed in a…

The study of the spectrum of coupled random matrices has received rather little attention. To the best of our knowledge, coupled random matrices have been studied, to some extent, by Mehta. In this work, we explain how the integrable…

We consider here convolution operators, in the Caputo sense, with non-singular kernels. We prove that the solutions to some integro-differential equations with such operators (acting on the space variable) coincide with the transition…

Scaling level-spacing distribution functions in the ``bulk of the spectrum'' in random matrix models of $N\times N$ hermitian matrices and then going to the limit $N\to\infty$, leads to the Fredholm determinant of the sine kernel…

In this note, we consider quantum correlations of bipartite systems having a slight interaction, and reinterpret Tsirelson's problem (and hence Kirchberg's and Connes's conjectures) in terms of finite-dimensional asymptotically commuting…