Universal K-matrix distribution in beta=2 ensembles of random matrices

11 pages; published version (added proportionality constants, minor changes)YVF and AN were supported by EPSRC grant EP/J002763/1 'Insights into Disordered Landscapes via Random Matrix Theory and Statistical Mechanics'

An exact formula for general spectral correlation function of random Hermitian matrices

We have found an exact formula expressing a general correlation function containing both products and ratios of characteristic polynomials of random Hermitian matrices. The answer is given in the form of a determinant. An essential difference from the previously studied correlation functions (of products only) is the appearance of non-polynomial functions along with the orthogonal polynomials. These non-polynomial functions are the Cauchy transforms of the orthogonal polynomials. The result is valid for any ensemble of beta=2 symmetry class and generalizes recent asymptotic formulae obtained for GUE and its chiral counterpart by different methods..Comment: published version, with a few misprints correcte

Real roots of Random Polynomials: Universality close to accumulation points

We identify the scaling region of a width O(n^{-1}) in the vicinity of the accumulation points $t=\pm 1$ of the real roots of a random Kac-like polynomial of large degree n. We argue that the density of the real roots in this region tends to a universal form shared by all polynomials with independent, identically distributed coefficients c_i, as long as the second moment \sigma=E(c_i^2) is finite. In particular, we reveal a gradual (in contrast to the previously reported abrupt) and quite nontrivial suppression of the number of real roots for coefficients with a nonzero mean value \mu_n = E(c_i) scaled as \mu_n\sim n^{-1/2}.Comment: Some minor mistakes that crept through into publication have been removed. 10 pages, 12 eps figures. This version contains all updates, clearer pictures and some more thorough explanation

Products and Ratios of Characteristic Polynomials of Random Hermitian Matrices

We present new and streamlined proofs of various formulae for products and ratios of characteristic polynomials of random Hermitian matrices that have appeared recently in the literature.Comment: 18 pages, LaTe

Random Matrices close to Hermitian or unitary: overview of methods and results

The paper discusses progress in understanding statistical properties of complex eigenvalues (and corresponding eigenvectors) of weakly non-unitary and non-Hermitian random matrices. Ensembles of this type emerge in various physical contexts, most importantly in random matrix description of quantum chaotic scattering as well as in the context of QCD-inspired random matrix models.Comment: Published version, with a few more misprints correcte