Integrable random matrix ensembles

DOI10.1088/0951-7715/24/11/010MaRDI QIDQ3103721zbMATH OpenOpenAlexFDO

Authors

Publication date 8 December 2011

Published in Nonlinearity (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1104.3777

zbMATH Keywords

distribution of eigenvaluesLax matricesPoisson statisticsrandom matrix ensemblesWigner-Dyson random matrices

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

Abstract: We propose new classes of random matrix ensembles whose statistical properties are intermediate between statistics of Wigner-Dyson random matrices and Poisson statistics. The construction is based on integrable N-body classical systems with a random distribution of momenta and coordinates of the particles. The Lax matrices of these systems yield random matrix ensembles whose joint distribution of eigenvalues can be calculated analytically thanks to integrability of the underlying system. Formulas for spacing distributions and level compressibility are obtained for various instances of such ensembles.

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Cited in

(24)

• Combinatorics of dispersionless integrable systems and universality in random matrix theory
• On some properties of the Gauss ensemble of random matrices: Integrable system
• Laguerre ensemble and integrable systems
• Random matrix ensembles associated to compact symmetric spaces
• Self-duality and scattering map for the hyperbolic van Diejen systems with two coupling parameters (with an Appendix by S. Ruijsenaars)
• Random matrix theory in lattice statistical mechanics
• Lax representation of the hyperbolic van Diejen dynamics with two coupling parameters
• Discrete integrable systems and random Lax matrices
• Three methods for estimating a range of vehicular interactions
• Trigonometric and elliptic Ruijsenaars-Schneider systems on the complex projective space
• Random matrix theory and higher genus integrability: the quantum chiral Potts model
• The hyperbolic \(BC_n\) Sutherland and the rational \(BC_n\) Ruijsenaars-Schneider-Van Diejen models: Lax matrices and duality
• Spectral statistics in semiclassical random-matrix ensembles
• Composed ensembles of random unitary matrices
• Barrier billiard and random matrices
• Classical integrability for beta-ensembles and general Fokker-Planck equations
• Embedded random matrix ensembles for complexity and chaos in finite interacting particle systems
• On the classical \(r\)-matrix structure of the rational \(BC_n\) Ruijsenaars-Schneider-van Diejen system
• Coherent forward scattering as a robust probe of multifractality in critical disordered media
• Action-angle duality between the C_n-type hyperbolic Sutherland and the rational Ruijsenaars-Schneider-van Diejen models
• High values of disorder-generated multifractals and logarithmically correlated processes
• Semiclassical approximation for barrier billiards
• Meixner matrix ensembles
• Brownian-motion ensembles of random matrix theory: a classification scheme and an integral transform method

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