Two coupled matrices: eigenvalue correlations and spacing functions

DOI10.1088/0305-4470/27/23/022MaRDI QIDQ4874849zbMATH OpenOpenAlexFDO

Authors M. L. Mehta, Pragya Shukla

Publication date 1994

Published in Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/0305-4470/27/23/022

zbMATH Keywords

clustercorrelationeigenvaluesHermitian matricesbi-orthogonal polynomialsspacing functions

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Eigenvalues, singular values, and eigenvectors (15A18) Hermitian, skew-Hermitian, and related matrices (15B57)

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Cited in

(12)

• Universality in the two‐matrix model: a Riemann‐Hilbert steepest‐descent analysis
• Universality in the two matrix model with a monomial quartic and a general even polynomial potential
• A critical phenomenon in the two-matrix model in the quartic/quadratic case
• The power of Lorentzian wormholes
• Matrices coupled in a chain: II. Spacing functions
• Biorthogonal ensembles
• Bilinear semiclassical moment functionals and their integral representation
• The Hermitian two matrix model with an even quartic potential
• Eigenvalue distribution of large random matrices, from one matrix to several coupled matrices
• Alpha states demystified -- towards microscopic models of \(\mathrm{AdS}_2\) Holography
• The canonical correlations of a 2\({\times}\)2 block matrix with given eigenvalues
• Matrices coupled in a chain: I. Eigenvalue correlations

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