[KNJIGA][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 …

[KNJIGA][B] Orthogonal polynomials and Painlevé equations

W Van Assche - 2017 - books.google.com
There are a number of intriguing connections between Painlevé equations and orthogonal
polynomials, and this book is one of the first to provide an introduction to these. Researchers …

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 …

Universality at the edge of the spectrum for unitary, orthogonal, and symplectic ensembles of random matrices

P Deift, D Gioev - … on Pure and Applied Mathematics: A Journal …, 2007 - Wiley Online Library
We prove universality at the edge of the spectrum for unitary (β= 2), orthogonal (β= 1), and
symplectic (β= 4) ensembles of random matrices in the scaling limit for a class of weights w …

Transport Maps for -Matrix Models and Universality

F Bekerman, A Figalli, A Guionnet - Communications in mathematical …, 2015 - Springer
We construct approximate transport maps for non-critical β β-matrix models, that is, maps so
that the push forward of a non-critical β β-matrix model with a given potential is a non-critical …

CLT for Fluctuations of -ensembles with general potential

F Bekerman, T Leblé, S Serfaty - 2018 - projecteuclid.org
We prove a central limit theorem for the linear statistics of one-dimensional log-gases, or β-
ensembles. We use a method based on a change of variables which allows to treat fairly …

Large n Limit of Gaussian Random Matrices with External Source, Part III: Double Scaling Limit

PM Bleher, ABJ Kuijlaars - Communications in mathematical physics, 2007 - Springer
We consider the double scaling limit in the random matrix ensemble with an external source
1 Z_n e^-n Tr (1\over 2 M^ 2-AM) dM defined on n× n Hermitian matrices, where A is a …

A matrix model for flat space quantum gravity

A Kar, L Lamprou, C Marteau, F Rosso - Journal of High Energy Physics, 2023 - Springer
A bstract We take a step towards the non-perturbative description of a two-dimensional
dilaton-gravity theory which has a vanishing cosmological constant and contains black …

Celestial matrix model

A Kar, L Lamprou, C Marteau, F Rosso - Physical Review Letters, 2022 - APS
We construct a Hermitian random matrix model that provides a stable nonperturbative
completion of Cangemi-Jackiw (CJ) gravity, a two-dimensional theory of flat spacetimes. The …

Multi-critical unitary random matrix ensembles and the general Painlevé II equation

T Claeys, ABJ Kuijlaars, M Vanlessen - Annals of Mathematics, 2008 - JSTOR
We study unitary random matrix ensembles of the form Z_n,N^-1|\detM|^2αe^-NTrV(M)dM,
where α>-1/2 and V is such that the limiting mean eigenvalue density for n, N→∞ and n/N→ …