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We are delighted to organize and host the second edition of the biennial Summer School on Random Matrices at the University of Michigan during June 18--29, 2018.We thank the Michigan Center for Applie...
What is...a Random Matrix?     Random Matrix       2015/7/8
What is...a Random Matrix
We study the one-parameter family of determinants $det(I-\gamma K_{PII}),\gamma\in\mathbb{R}$ of an integrable Fredholm operator $K_{PII}$ acting on the interval $(-s,s)$ whose kernel is constructed o...
Abstract: We propose a random matrix model for families of elliptic curve L-functions of finite conductor. A repulsion of their critical zeros away from the center of the critical strip was observed b...
Fractal dimensions of eigenfunctions for various critical random matrix ensembles are investigated in perturbation series in the regimes of strong and weak multifractality. In both regimes we obtain e...
We consider the limiting location and limiting distribution of the largest eigenvalue in real symmetric (β = 1), Hermitian (β = 2), and Hermitian self-dual (β = 4) random matrix models with rank 1 e...
The eigenvalue probability density functions of the classical random matrix ensembles have a well known analogy with the one component log-gas at the special couplings = 1, 2 and 4.
We solve a random two-matrix model with two real asymmetric matrices whose primary purpose is to describe certain aspects of quantum chromodynamics with two colours and dynamical fermions at nonzero q...
Random matrix models of disordered bosons consist of matrices in the Lie algebra g = spn(R). Assuming dynamical stability, their eigenvalues are required to be purely imaginary.
Considering the fluctuations of spectral functions, we prove that if chaotic systems fulfill the Bohigas-Gianonni-Schmit (BGS) conjecture, which relates their spectral statistics to that of random mat...
We study the probability distribution of the index N+, i.e., the number of positive eigenvalues of an N × N Gaussian random matrix. We show analytically that, for large N and large N+ with the fractio...
We propose and solve a simple but very general quantum model of an SU(2)spin interacting with a large external system with N states. The coupling is described by a random hamiltonian in a new general ...
We investigate the maximal size of distinguished submatrices of a Gaussian random matrix. Of interest are submatrices whose entries have average greater than or equal to a positive constant, and subma...
We apply random matrix theory to derive spectral density of large sample covariance matrices generated by multivariate VMA(q), VAR(q) and VARMA(q1,q2) processes. In particular, we consider a limit whe...
2001Vol.35No.2pp.143-150DOI: The Wigner Band Random Matrix Model: Studied from the View Point of a Generalization of Brillouin- Wigner Perturbation Theory WANG Wen-Ge De...

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