Random matrix theory
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 …
engineering and finance. This article is a survey specifically oriented towards the needs and …
How instanton combinatorics solves Painlevé VI, V and IIIs
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 …
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 …
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 …
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 …
Painlevé and his colleagues in an investigation of nonlinear second-order ordinary …
Random matrix theory and entanglement in quantum spin chains
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 …
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 …
polynomials, and for moments, are reviewed. The structure of a typical duality identity for the …
[HTML][HTML] Power spectra of Dyson's circular ensembles
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 …
displacement from average positions of the members of an eigen-sequence. When this …
Characteristic polynomials of complex random matrices and Painlevé transcendents
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 …
non-Hermitian random matrices. For the-point and-point correlation function, we obtain …
[HTML][HTML] Nonperturbative theory of power spectrum in complex systems
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 …
has emerged as a useful tool for studying their internal dynamics. In this paper, we formulate …