Parametric level statistics in random matrix theory: Exact solution

An exact solution to the problem of parametric level statistics in non-Gaussian ensembles of N by N Hermitian random matrices with either soft or strong level confinement is formulated within the framework of the orthogonal polynomial technique. Being applied to random matrices with strong level confinement, the solution obtained leads to emergence of a new connection relation that makes a link between the parametric level statistics and the scalar two-point kernel in the thermodynamic limit.Comment: 4 pages (revtex

A Note on the Pfaffian Integration Theorem

Two alternative, fairly compact proofs are presented of the Pfaffian integration theorem that is surfaced in the recent studies of spectral properties of Ginibre's Orthogonal Ensemble. The first proof is based on a concept of the Fredholm Pfaffian; the second proof is purely linear-algebraic.Comment: 8 pages; published versio

Random matrices and the replica method

Recent developments [Kamenev and Mezard, cond-mat/9901110, cond-mat/9903001; Yurkevich and Lerner, cond-mat/9903025; Zirnbauer, cond-mat/9903338] have revived a discussion about applicability of the replica approach to description of spectral fluctuations in the context of random matrix theory and beyond. The present paper, concentrating on invariant non-Gaussian random matrix ensembles with orthogonal, unitary and symplectic symmetries, aims to demonstrate that both the bosonic and the fermionic replicas are capable of reproducing nonperturbative fluctuation formulas for spectral correlation functions in entire energy scale, including the self-correlation of energy levels, provided no sigma-model mapping is used.Comment: 12 pages (latex), presentation clarified, misprints fixe

Random matrix models with log-singular level confinement: method of fictitious fermions

Joint distribution function of N eigenvalues of U(N) invariant random-matrix ensemble can be interpreted as a probability density to find N fictitious non-interacting fermions to be confined in a one-dimensional space. Within this picture a general formalism is developed to study the eigenvalue correlations in non-Gaussian ensembles of large random matrices possessing non-monotonic, log-singular level confinement. An effective one-particle Schroedinger equation for wave-functions of fictitious fermions is derived. It is shown that eigenvalue correlations are completely determined by the Dyson's density of states and by the parameter of the logarithmic singularity. Closed analytical expressions for the two-point kernel in the origin, bulk, and soft-edge scaling limits are deduced in a unified way, and novel universal correlations are predicted near the end point of the single spectrum support.Comment: 13 pages (latex), Presented at the MINERVA Workshop on Mesoscopics, Fractals and Neural Networks, Eilat, Israel, March 199

Eigenvalue statistics of the real Ginibre ensemble

The real Ginibre ensemble consists of random $N \times N$ matrices formed from i.i.d. standard Gaussian entries. By using the method of skew orthogonal polynomials, the general $n$-point correlations for the real eigenvalues, and for the complex eigenvalues, are given as $n \times n$ Pfaffians with explicit entries. A computationally tractable formula for the cumulative probability density of the largest real eigenvalue is presented. This is relevant to May's stability analysis of biological webs.Comment: 4 pages, to appear PR