Phase transitions and random matrices
arXiv:cond-mat/0012078
Abstract
Phase transitions generically occur in random matrix models as the parameters in the joint probability distribution of the random variables are varied. They affect all main features of the theory and the interpretation of statistical models . In this paper a brief review of phase transitions in invariant ensembles is provided, with some comments to the singular values decomposition in complex non-hermitian ensembles.
To be published in MSRI vol.40, Cambridge Univ.Press 2001
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