Introduction to random matrices theory and practice

G Livan, M Novaes, P Vivo - Monograph Award, 2018 - ems.press
In their preface, the authors state that 'this is a book for absolute beginners'. Well, that
depends on the definition of a beginner! Here,(s) he should be thoroughly at home in …

Lectures on Coulomb and Riesz gases

S Serfaty - arXiv preprint arXiv:2407.21194, 2024 - arxiv.org
arXiv:2407.21194v1 [math-ph] 30 Jul 2024 Page 1 Lectures on Coulomb and Riesz Gases
Sylvia Serfaty arXiv:2407.21194v1 [math-ph] 30 Jul 2024 Page 2 Page 3 Contents Preface 5 …

Top eigenvalue of a random matrix: large deviations and third order phase transition

SN Majumdar, G Schehr - Journal of Statistical Mechanics …, 2014 - iopscience.iop.org
We study the fluctuations of the largest eigenvalue λ max of N× N random matrices in the
limit of large N. The main focus is on Gaussian β ensembles, including in particular the …

A review of exact results for fluctuation formulas in random matrix theory

PJ Forrester - Probability Surveys, 2023 - projecteuclid.org
Covariances and variances of linear statistics of a point process can be written as integrals
over the truncated two-point correlation function. When the point process consists of the …

Noninteracting fermions at finite temperature in a -dimensional trap: Universal correlations

DS Dean, P Le Doussal, SN Majumdar, G Schehr - Physical Review A, 2016 - APS
We study a system of N noninteracting spinless fermions trapped in a confining potential, in
arbitrary dimensions d and arbitrary temperature T. The presence of the confining trap …

Generalized Gibbs ensembles of the classical Toda chain

H Spohn - Journal of Statistical Physics, 2020 - Springer
The Toda chain is the prime example of a classical integrable system with strictly local
conservation laws. Relying on the Dumitriu–Edelman matrix model, we obtain the …

Absence of mobility edge in short-range uncorrelated disordered model: Coexistence of localized and extended states

AK Das, A Ghosh, IM Khaymovich - Physical Review Letters, 2023 - APS
Unlike the well-known Mott's argument that extended and localized states should not coexist
at the same energy in a generic random potential, we formulate the main principles and …

Non-intersecting Brownian bridges in the flat-to-flat geometry

J Grela, SN Majumdar, G Schehr - Journal of Statistical Physics, 2021 - Springer
We study N vicious Brownian bridges propagating from an initial configuration {a 1< a 2<…<
a N} at time t= 0 to a final configuration {b 1< b 2<…< b N} at time t= tf, while staying non …

Equilibrium spacetime correlations of the Toda lattice on the hydrodynamic scale

G Mazzuca, T Grava, T Kriecherbauer… - Journal of Statistical …, 2023 - Springer
We report on molecular dynamics simulations of spacetime correlations of the Toda lattice in
thermal equilibrium. The correlations of stretch, momentum, and energy are computed …

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 …