[BOOK][B] Eigenvalue distribution of large random matrices

LA Pastur, M Shcherbina - 2011 - books.google.com
Random matrix theory is a wide and growing field with a variety of concepts, results, and
techniques and a vast range of applications in mathematics and the related sciences. The …

Edge universality for deformed Wigner matrices

JO Lee, K Schnelli - Reviews in Mathematical Physics, 2015 - World Scientific
We consider N× N random matrices of the form H= W+ V where W is a real symmetric
Wigner matrix and V a random or deterministic, real, diagonal matrix whose entries are …

Hermite-Padé approximations and multiple orthogonal polynomial ensembles

AI Aptekarev, A Kuijlaars - Russian Mathematical Surveys, 2011 - iopscience.iop.org
This paper is concerned with Hermite-Padé rational approximants of analytic functions and
their connection with multiple orthogonal polynomial ensembles of random matrices. Results …

Gravity without averaging

A Blommaert, J Kruthoff - SciPost Physics, 2022 - scipost.org
We present a gravitational theory that interpolates between JT gravity, and a gravity theory
with a fixed boundary Hamiltonian. For this, we consider a matrix integral with the insertion …

Multiple orthogonal polynomials of mixed type and non-intersecting Brownian motions

E Daems, ABJ Kuijlaars - Journal of Approximation Theory, 2007 - Elsevier
We present a generalization of multiple orthogonal polynomials of types I and II, which we
call multiple orthogonal polynomials of mixed type. Some basic properties are formulated …

Multiple orthogonal polynomial ensembles

ABJ Kuijlaars - Recent trends in orthogonal polynomials and …, 2010 - books.google.com
Multiple orthogonal polynomials are traditionally studied because of their connections to
number theory and approximation theory. In recent years they were found to be connected to …

Critical measures, quadratic differentials, and weak limits of zeros of Stieltjes polynomials

A Martínez-Finkelshtein, EA Rakhmanov - … in mathematical physics, 2011 - Springer
We investigate the asymptotic zero distribution of Heine-Stieltjes polynomials–polynomial
solutions of second order differential equations with complex polynomial coefficients. In the …

Large deformations of the Tracy–Widom distribution I: non-oscillatory asymptotics

T Bothner, R Buckingham - Communications in Mathematical Physics, 2018 - Springer
We analyze the left-tail asymptotics of deformed Tracy–Widom distribution functions
describing the fluctuations of the largest eigenvalue in invariant random matrix ensembles …

Bulk universality for deformed Wigner matrices

JO Lee, K Schnelli, B Stetler, HT Yau - 2016 - projecteuclid.org
We consider N*N random matrices of the form H=W+V where W is a real symmetric or
complex Hermitian Wigner matrix and V is a random or deterministic, real, diagonal matrix …

Singularities of Solutions to Quadratic Vector Equations on the Complex Upper Half‐Plane

O Ajanki, T Krüger, L Erdős - Communications on Pure and …, 2017 - Wiley Online Library
Let S be a positivity‐preserving symmetric linear operator acting on bounded functions. The
nonlinear equation with a parameter z in the complex upper half‐plane ℍ has a unique …