Random matrix theory

A Edelman, NR Rao - Acta numerica, 2005 - cambridge.org
Random matrix theory is now a big subject with applications in many disciplines of science,
engineering and finance. This article is a survey specifically oriented towards the needs and …

How instanton combinatorics solves Painlevé VI, V and IIIs

O Gamayun, N Iorgov, O Lisovyy - Journal of Physics A …, 2013 - iopscience.iop.org
We elaborate on a recently conjectured relation of Painlevé transcendents and 2D
conformal field theory. General solutions of Painlevé VI, V and III are expressed in terms of …

Transformations of elliptic hypergeometric integrals

EM Rains - Annals of Mathematics, 2010 - JSTOR
We prove a pair of transformations relating elliptic hypergeometric integrals of different
dimensions, corresponding to the root systems BC n and A n; as a special case, we recover …

Painlevé equations—nonlinear special functions

PA Clarkson - … Polynomials and Special Functions: Computation and …, 2006 - Springer
The six Painlevé equations (PI–PVI) were first discovered around the beginning of the
twentieth century by Painlevé, Gambier and their colleagues in an investigation of nonlinear …

[HTML][HTML] Painlevé equations—nonlinear special functions

PA Clarkson - Journal of computational and applied mathematics, 2003 - Elsevier
The six Painlevé equations (PI–PVI) were first discovered about a hundred years ago by
Painlevé and his colleagues in an investigation of nonlinear second-order ordinary …

Random matrix theory and entanglement in quantum spin chains

JP Keating, F Mezzadri - Communications in mathematical physics, 2004 - Springer
We compute the entropy of entanglement in the ground states of a general class of quantum
spin-chain Hamiltonians—those that are related to quadratic forms of Fermi operators …

Dualities in random matrix theory

PJ Forrester - arxiv preprint arxiv:2501.07144, 2025 - arxiv.org
Duality identities in random matrix theory for products and powers of characteristic
polynomials, and for moments, are reviewed. The structure of a typical duality identity for the …

[HTML][HTML] Power spectra of Dyson's circular ensembles

PJ Forrester, NS Witte - Physica D: Nonlinear Phenomena, 2025 - Elsevier
The power spectrum is a Fourier series statistic associated with the covariances of the
displacement from average positions of the members of an eigen-sequence. When this …

Characteristic polynomials of complex random matrices and Painlevé transcendents

A Deaño, N Simm - International Mathematics Research Notices, 2022 - academic.oup.com
We study expectations of powers and correlation functions for characteristic polynomials of
non-Hermitian random matrices. For the-point and-point correlation function, we obtain …

[HTML][HTML] Nonperturbative theory of power spectrum in complex systems

R Riser, VA Osipov, E Kanzieper - Annals of Physics, 2020 - Elsevier
The power spectrum analysis of spectral fluctuations in complex wave and quantum systems
has emerged as a useful tool for studying their internal dynamics. In this paper, we formulate …