Constructs a two-HCIZ Gaussian matrix ensemble whose fixed-time eigenvalue law matches the Karlin-McGregor law for non-intersecting Brownian bridges with arbitrary finite multiplicities.
Lectures on random matrix models. The Riemann-Hilbert approach
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abstract
This is a review of the Riemann-Hilbert approach to the large $N$ asymptotics in random matrix models and its applications. We discuss the following topics: random matrix models and orthogonal polynomials, the Riemann-Hilbert approach to the large $N$ asymptotics of orthogonal polynomials and its applications to the problem of universality in random matrix models, the double scaling limits, the large $N$ asymptotics of the partition function, and random matrix models with external source.
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math-ph 1years
2025 1verdicts
UNVERDICTED 1representative citing papers
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A Two-HCIZ Gaussian Matrix Model for Non-intersecting Brownian Bridges
Constructs a two-HCIZ Gaussian matrix ensemble whose fixed-time eigenvalue law matches the Karlin-McGregor law for non-intersecting Brownian bridges with arbitrary finite multiplicities.