scientific article; zbMATH DE number 2174437

zbMath1107.15019MaRDI QIDQ4681935

Publication date: 8 June 2005

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

random matrices probability densities quantum mechanics determinant Pfaffian Gaussian unitary ensemble Painlevé equations Gaussian symplectic ensemble energy levels Gaussian orthogonal ensemble circular ensemble

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Random matrices (algebraic aspects) (15B52) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to linear algebra (15-01)

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transition in harmonically confined long-range systems, Pseudo-Hermitian $$\beta $$ β -Ensembles with Complex Eigenvalues, Moments of the Gaussian β ensembles and the large-N expansion of the densities, Universal edge fluctuations of discrete interlaced particle systems, The Mean Values of the Riemann Zeta-Function on the Critical Line, Products of random matrices from fixed trace and induced Ginibre ensembles, On a Flow of Operators Associated to Virtual Permutations, Spectral statistics of the uni-modular ensemble, Fermi’s golden rule, the origin and breakdown of Markovian master equations, and the relationship between oscillator baths and the random matrix model, The recurrence coefficients of a semi-classical Laguerre polynomials and the large n asymptotics of the associated Hankel determinant, Emergence of the Calogero family of models in external potentials: duality, solitons and hydrodynamics, Replica-symmetric approach to the typical eigenvalue fluctuations of Gaussian random matrices, Diluted banded random matrices: scaling behavior of eigenfunction and spectral properties, Transport maps for β-matrix models in the multi-cut regime, Complex random matrices have no real eigenvalues, Character expansion of matrix integrals, Exact cubature rules for symmetric functions, The importance of the Selberg integral, Macdonald denominators for affine root systems, orthogonal theta functions, and elliptic determinantal point processes, Geometric phase curvature for random states, The KPZ universality class and related topics, Random positive operator valued measures, Simple matrix models for random Bergman metrics, Statistical mechanics of complex neural systems and high dimensional data, Free-fermion entanglement and spheroidal functions, Experimental approaches to universal out-of-equilibrium scaling laws: turbulent liquid crystal and other developments, Topological transition in disordered planar matching: combinatorial arcs expansion, Analytical expression for a post-quench time evolution of the one-body density matrix of one-dimensional hard-core bosons, Surface and bulk entanglement in free-fermion chains, Corner transfer matrices for 2D strongly coupled many-body Floquet systems, Universality of the third-order phase transition in the constrained Coulomb gas, Peculiar spectral statistics of ensembles of trees and star-like graphs, Block-modified Wishart matrices: the easy case, Generic pure quantum states as steady states of quasi-local dissipative dynamics, On the ratio probability of the smallest eigenvalues in the Laguerre unitary ensemble, Polymeric quantum mechanics and the zeros of the Riemann zeta function, A generalization of random matrix theory and its application to statistical physics, Orthogonal and symplectic 𝑛-level densities, TENSOR PRODUCTS OF RANDOM UNITARY MATRICES, ON FINITE RANK DEFORMATIONS OF WIGNER MATRICES II: DELOCALIZED PERTURBATIONS, On the numerical evaluation of Fredholm determinants, Efficient characterization of the random eigenvalue problem in a polynomial chaos decomposition, ASYMPTOTICS OF ZEROS OF CERTAIN ENTIRE FUNCTIONS, GUE-chGUE transition preserving chirality at finite matrix size, Limit theorems and soft edge of freezing random matrix models via dual orthogonal polynomials, Circular law for random block band matrices with genuinely sublinear bandwidth, Phase structure of XX0 spin chain and nonintersecting Brownian motion, Phase transitions in distributed control systems with multiplicative noise, Quenched dynamics of classical isolated systems: the spherical spin model with two-body random interactions or the Neumann integrable model, Completely Monotonic Fredholm Determinants, PDE Methods in Random Matrix Theory, The joint distribution of the marginals of multipartite random quantum states, On the determinantal structure of conditional overlaps for the complex Ginibre ensemble, Additive matrix convolutions of Pólya ensembles and polynomial ensembles, No eigenvalues outside the support of the limiting spectral distribution of quaternion sample covariance matrices, Local laws for non-Hermitian random matrices and their products, Gaussian unitary ensemble with jump discontinuities and the coupled Painlevé II and IV systems, Constrained non-crossing Brownian motions, fermions and the Ferrari–Spohn distribution, Random matrix ensembles in hyperchaotic classical dissipative dynamic systems, Lectures on integrable probability, Markov dynamics on the dual object to the infinite-dimensional unitary group, Generating random quantum channels, Asymptotics of the largest eigenvalue distribution of the Laguerre unitary ensemble, Convergence of moments of twisted COE matrices, Commuting integral and differential operators and the master symmetries of the Korteweg–de Vries equation, Preserving topology while breaking chirality: from chiral orthogonal to anti-symmetric Hermitian ensemble, Degenerated Liouvillians and steady-state reduced density matrices, Eigenvalue processes of Elliptic Ginibre Ensemble and their overlaps, Stability of large complex systems with heterogeneous relaxation dynamics, Seven lessons from manyfield inflation in random potentials, Stochastic geometry and dynamics of infinitely many particle systems—random matrices and interacting Brownian motions in infinite dimensions, Inflation in multi-field modified DBM potentials, A note on the asymptotics of the Hankel determinant associated with time-dependent Jacobi polynomials, Coulomb and Riesz gases: The known and the unknown, On the Cartan decomposition for classical random matrix ensembles, Investigation of the two-cut phase region in the complex cubic ensemble of random matrices, Density and spacings for the energy levels of quadratic Fermi operators, Poisson statistics at the edge of Gaussian beta-ensembles at high temperature, Uniform approximation of eigenvalues in Laguerre and Hermite 𝛽-ensembles by roots of orthogonal polynomials, A Stochastic Framework for Atomistic Fracture, Gaussian determinantal processes: A new model for directionality in data, Spectrum of the Laplace operator on closed surfaces, Dimension-free bounds for largest singular values of matrix Gaussian series, Non-Archimedean electrostatics, Partial isometries, duality, and determinantal point processes, Takagi Factorization of Matrices Depending on Parameters and Locating Degeneracies of Singular Values, Perturbative construction of mean-field equations in extensive-rank matrix factorization and denoising, Spectrum of SYK model III: Large deviations and concentration of measures, Moderate deviations for extreme eigenvalues of beta-Laguerre ensembles, Painlevé V, Painlevé XXXIV and the degenerate Laguerre unitary ensemble, The reciprocal Mahler ensembles of random polynomials, An elementary introduction to the geometry of quantum states with pictures, On the distribution of an arbitrary subset of the eigenvalues for some finite dimensional random matrices, Regularity of the minimiser of one-dimensional interaction energies, Universality of the matrix Airy and Bessel functions at spectral edges of unitary ensembles, On Poincaré and Logarithmic Sobolev Inequalities for a Class of Singular Gibbs Measures, Smallest eigenvalue density for regular or fixed-trace complex Wishart–Laguerre ensemble and entanglement in coupled kicked tops, Thinning and conditioning of the circular unitary ensemble, The Smith Normal Form Distribution of A Random Integer Matrix, Blind source separation filters-based-fault detection and isolation in a three tank system, Coupling coefficient distribution in the doorway mechanism, Complex networks: when random walk dynamics equals synchronization, Hearing random matrices and random waves, Perspectives on relativistic quantum chaos, Conditional random matrix ensembles and the stability of dynamical systems, Random matrix models, double-time Painlevé equations, and wireless relaying, Critical edge behavior in the modified Jacobi ensemble and the Painlevé V transcendents, Density of states for Gaussian unitary ensemble, Gaussian orthogonal ensemble, and interpolating ensembles through supersymmetric approach, Elliptic Curves of High Rank and the Riemann Zeta Function on the One Line, Riemann zeta zeros and zero-point energy, The Ginibre evolution in the large-N limit, Random Schrödinger operators on long boxes, noise explosion and the GOE, Spectral Experiments+, Predictive Algorithm for Detection of Microcracks from Macroscale Observables, Double Gegenbauer expansion of |s–t|^α, Meet Andréief, Bordeaux 1886, and Andreev, Kharkov 1882–1883, Spectral statistics of non-Hermitian random matrix ensembles, The generating function for the Bessel point process and a system of coupled Painlevé V equations, Synchronization of Network-Coupled Oscillators with Uncertain Dynamics, Statistical mechanics of interpolation nodes, pluripotential theory and complex geometry, Pseudoergodic operators and periodic boundary conditions, Multivariate random fields and their zero sets, Unnamed Item, Circle problem and the spectrum of the Laplace operator on closed 2-manifolds, Ordered level spacing probability densities, Quantum resonant systems, integrable and chaotic, Fluctuations of the one-dimensional asymmetric exclusion process using random matrix techniques, Book Review: Random matrix theory: invariant ensembles and universality, Two-by-two random matrix theory with matrix representations of octonions, High-temperature expansions and message passing algorithms, Statistical benchmark for BosonSampling, Dynamical typicality: Convergence of time evolved macro-observables to their mean values in random matrix models, Universal structure and universal equations (PDE) for unitary ensembles, Non-Hermitean Wishart random matrices (I), Exact equivalences and phase discrepancies between random matrix ensembles, Average characteristic polynomials in the two-matrix model, Random-matrix theory for the Lindblad master equation, Non-asymptotic behavior of the spectrum of the sinc-kernel operator and related applications, Fine asymptotics for models with Gamma type moments, Large deviations and a new sum rule for spectral matrix measures of the Jacobi ensemble, Harmonically confined long-ranged interacting gas in the presence of a hard wall, Applications in random matrix theory of a PIII′ τ-function sequence from Okamoto’s Hamiltonian formulation, A Unifying Tutorial on Approximate Message Passing, Singular linear statistics of the Laguerre unitary ensemble and Painlevé. III. Double scaling analysis, Statistics of time delay and scattering correlation functions in chaotic systems. I. Random matrix theory, Quantum Chaos, Random Matrix Theory, and the Riemann ζ-function, Generalized random matrix model with additional interactions, Relativistic quantum scarring, spin-induced phase, and quantization in a symmetric Dirac billiard system, Complex (super)-matrix models with external sources and q-ensembles of Chern–Simons and ABJ(M) type, The higher-order spectrum of simplicial complexes: a renormalization group approach, Spectral and steady-state properties of random Liouvillians, Recursion scheme for the largest $\beta$ -Wishart–Laguerre eigenvalue and Landauer conductance in quantum transport, Spectral theory of sparse non-Hermitian random matrices, Random Lindblad dynamics, Duistermaat–Heckman measure and the mixture of quantum states, Spectral and strength statistics of chiral Brownian ensemble, Matrix Kesten recursion, inverse-Wishart ensemble and fermions in a Morse potential, Quantized dynamics in closed quantum systems, Exponential moments for disk counting statistics of random normal matrices in the critical regime, From Painlevé to Zakharov–Shabat and beyond: Fredholm determinants and integro-differential hierarchies, Exact multivariate amplitude distributions for non-stationary Gaussian or algebraic fluctuations of covariances or correlations, Matrix moments in a real, doubly correlated algebraic generalization of the Wishart model, Quench dynamics of noninteracting fermions with a delta impurity, Local number variances and hyperuniformity of the Heisenberg family of determinantal point processes, Local tail statistics of heavy-tailed random matrix ensembles with unitary invariance, Can the macroscopic fluctuation theory be quantized?, Moments of quantum purity and biorthogonal polynomial recurrence, Quantum chaos and circuit parameter optimization, Semiclassical roots of universality in many-body quantum chaos, Asymptotic coincidence of the statistics for degenerate and non-degenerate correlated real Wishart ensembles, Statistical properties of inflationary saddles in Gaussian random landscapes, Universal characteristics of deep neural network loss surfaces from random matrix theory, Average capacity of quantum entanglement, Asymptotics for a singularly perturbed GUE, Painlevé III, double-confluent Heun equations, and small eigenvalues, Asymptotic relations for semi-classical Laguerre orthogonal polynomials and the associated Hankel determinants, Asymptotic Theory of Eigenvectors for Random Matrices With Diverging Spikes, Winding number statistics for chiral random matrices: Averaging ratios of determinants with parametric dependence, Generalized Gibbs ensemble of the Ablowitz-Ladik lattice, circular $\beta$-ensemble and double confluent Heun equation, Lyapunov exponent, universality and phase transition for products of random matrices, Ergodicity of unlabeled dynamics of Dyson’s model in infinite dimensions, A smooth transition towards a Tracy–Widom distribution for the largest eigenvalue of interacting k-body fermionic embedded Gaussian ensembles, Thermalization and chaos in a 1+1d QFT, Gap probability for the hard edge Pearcey process, The smallest eigenvalue of the ill-conditioned Hankel matrices associated with a semi-classical Hermite weight, Hypercontractivity for global functions and sharp thresholds, Entanglement capacity of fermionic Gaussian states, Pfaffian Formula for Fermion Parity Fluctuations in a Superconductor and Application to Majorana Fusion Detection, Pair dependent linear statistics for CβE, Winding number statistics for chiral random matrices: Averaging ratios of parametric determinants in the orthogonal case, Eigenvalue processes of symmetric tridiagonal matrix-valued processes associated with Gaussian beta ensemble, Random Cantor sets and mini-bands in local spectrum of quantum systems, Ensemble averaging in JT gravity from entanglement in matrix quantum mechanics, Entropy fluctuation formulas of fermionic Gaussian states, Reflective prolate‐spheroidal operators and the adelic Grassmannian, The power of Lorentzian wormholes, Krylov complexity and spectral form factor for noisy random matrix models, The semiclassical limit of a quantum Zeno dynamics, Critical edge behavior in the singularly perturbed Pollaczek–Jacobi type unitary ensemble, Hankel determinants for a Gaussian weight with Fisher–Hartwig singularities and generalized Painlevé IV equation, Asymptotic behaviours of $q$-orthogonal polynomials from a $q$-Riemann Hilbert problem, Gaussian fluctuations and free energy expansion for Coulomb gases at any temperature, The planar low temperature Coulomb gas: separation and equidistribution, On thermodynamic and ultraviolet stability bounds for bosonic lattice QCD models in Euclidean dimensions d = 2,3,4, An integrable road to a perturbative plateau, The chaotic emergence of thermalization in highly excited string decays, Factorization and complex couplings in SYK and in matrix models, Dynamical decoherence of a qubit coupled to a quantum dot or the SYK black hole, Spectral distribution of random matrices from mutually unbiased bases, Asymptotic expansion of Toeplitz determinants of an indicator function with discrete rotational symmetry and powers of random unitary matrices, Quenched complexity of equilibria for asymmetric generalized Lotka–Volterra equations, Stochastic analysis of infinite particle systems—A new development in classical stochastic analysis and dynamical universality of random matrices, Rare events in random matrix theory, The Wishart distribution on symmetric cones, Disk counting statistics near hard edges of random normal matrices: the multi-component regime, Matrix valued discrete-continuous functions with the prolate spheroidal property and bispectrality, Airy-kernel determinant on two large intervals, The dissipative spectral form factor for I.I.D. matrices, Global and local scaling limits for linear eigenvalue statistics of Jacobi $\beta$-ensembles, New approach on the study of operator matrix, Large gap asymptotics on annuli in the random normal matrix model, Log-Coulomb gases in the projective line of a $p$-field, Random Lindblad Operators Obeying Detailed Balance, Products of Complex Rectangular and Hermitian Random Matrices, Spectral asymptotics for contracted tensor ensembles, A global large deviation principle for discrete $\beta $-ensembles, Determinantal expressions of certain integrals on symmetric spaces, New approach to KPZ models through free fermions at positive temperature, Painlevé V and confluent Heun equations associated with a perturbed Gaussian unitary ensemble, Hankel determinant and orthogonal polynomials for a perturbed Gaussian weight: From finite n to large n asymptotics, Long-ranged spectral correlations in eigenstate phases, Searching for butterflies in dS JT gravity, One-point function of the four-vertex model, The Wasserstein distance to the circular law, Dynamical signatures of Chaos to integrability crossover in 2×2 generalized random matrix ensembles, Universality in the number variance and counting statistics of the real and symplectic Ginibre ensemble, Missing levels in intermediate spectra, The product of $m$ real $N \times N$ Ginibre matrices: real eigenvalues in the critical regime $m = O(N)$, Algebraic structures underlying quantum independences: theory and applications, Connections between the extreme points for Vandermonde determinants and minimizing risk measure in financial mathematics, Laguerre unitary ensembles with jump discontinuities, PDEs and the coupled Painlevé V system, Almost-Hermitian random matrices and bandlimited point processes, On quantum complexity, On optimal currents of indistinguishable particles, Proof methods in random matrix theory, Experiments with holographic associative memory, On the moments of characteristic polynomials, On the spectral form factor for random matrices, Integrals of tau functions: a round dance tau function and multimatrix integrals, Asymptotics of the deformed higher order Airy-kernel determinants and applications, Class of finite-dimensional matrices with diagonals that majorize their spectrum, Motion by mean curvature and Dyson Brownian motion, Christoffel transformations for (partial-)skew-orthogonal polynomials and applications, Sparse random matrices and Gaussian ensembles with varying randomness, Single eigenvalue fluctuations of general Wigner-type matrices, Asymptotic expansion of matrix models in the multi-cut regime, Universal cusp scaling in random partitions, Gaussian diagrammatics from circular ensembles of random matrices, Computing the Tracy-Widom distribution for arbitrary $\beta>0$, Extreme points of the Vandermonde determinant and Wishart ensemble on symmetric cones, Asymptotic expansions relating to the distribution of the length of longest increasing subsequences, Painlevé-III monodromy maps under the $D_6 \rightarrow D_8$ confluence and applications to the large-parameter asymptotics of rational solutions, Classical and quantum elliptical billiards: mixed phase space and short-range correlations in singlets and doublets, Stochastic differential equations for Infinite particle systems of jump type with long range interactions, Algebras of commuting differential operators for kernels of Airy type, The Cauchy two-matrix model, Probabilistic Weyl laws for quantized tori, Moments of traces of circular beta-ensembles, Relating the Bures measure to the Cauchy two-matrix model, On the limit of extreme eigenvalues of large dimensional random quaternion matrices, The rank of sparse random matrices