We outline an approach recently used to prove formulae for the multiplicative constants in the asymptotics for the sine-kernel and Airy-kernel determinants appearing in random matrix theory and related areas.
We obtain large gap asymptotics for a Fredholm determinant with a confluent hypergeometric kernel. We also obtain asymptotics for determinants with two types of Bessel kernels which appeared in random matrix theory.
We consider a general Langevin dynamics for the one-dimensional N-particle Coulomb gas with confining potential $V$ at temperature $beta$. These dynamics describe for $beta=2$ the time evolution of the eigenvalues of $Ntimes N$ random Hermitian matri
ces. The equilibrium partition function -- equal to the normalization constant of the Laughlin wave function in fractional quantum Hall effect -- is known to satisfy an infinite number of constraints called Virasoro or loop constraints. We introduce here a dynamical generating function on the space of random trajectories which satisfies a large class of constraints of geometric origin. We focus in this article on a subclass induced by the invariance under the Schrodinger-Virasoro algebra.
We obtain asymptotic expansions for Toeplitz determinants corresponding to a family of symbols depending on a parameter $t$. For $t$ positive, the symbols are regular so that the determinants obey SzegH{o}s strong limit theorem. If $t=0$, the symbol
possesses a Fisher-Hartwig singularity. Letting $tto 0$ we analyze the emergence of a Fisher-Hartwig singularity and a transition between the two different types of asymptotic behavior for Toeplitz determinants. This transition is described by a special Painleve V transcendent. A particular case of our result complements the classical description of Wu, McCoy, Tracy, and Barouch of the behavior of a 2-spin correlation function for a large distance between spins in the two-dimensional Ising model as the phase transition occurs.
The eigenvalues of the matrix structure $X + X^{(0)}$, where $X$ is a random Gaussian Hermitian matrix and $X^{(0)}$ is non-random or random independent of $X$, are closely related to Dyson Brownian motion. Previous works have shown how an infinite h
ierarchy of equations satisfied by the dynamical correlations become triangular in the infinite density limit, and give rise to the complex Burgers equation for the Greens function of the corresponding one-point density function. We show how this and analogous partial differential equations, for chiral, circular and Jaco
This is an elementary review, aimed at non-specialists, of results that have been obtained for the limiting distribution of eigenvalues and for the operator norms of real symmetric random matrices via the method of moments. This method goes back to a
remarkable argument of Eugen Wigner some sixty years ago which works best for independent matrix entries, as far as symmetry permits, that are all centered and have the same variance. We then discuss variations of this classical result for ensembles for which the variance may depend on the distance of the matrix entry to the diagonal, including in particular the case of band random matrices, and/or for which the required independence of the matrix entries is replaced by some weaker condition. This includes results on ensembles with entries from Curie-Weiss random variables or from sequences of exchangeable random variables that have been obtained quite recently.