activity
20062011
most citedCombinatorics of dispersionless integrable systems and universality in random matrix theory

41 citations · 92 across the 16 of their papers we have counts for

collaborators

16 papers

math-ph2011

The Continuum Limit of Toda Lattices for Random Matrices with Odd Weights

Nicholas M. Ercolani, Virgil U. Pierce

This paper is concerned with the asymptotic behavior of the free energy for a class of Hermitean random matrix models, with odd degree polynomial potential, in the large N limit. I…

math-ph2010★ 11 cited

Spectra of Random Hermitian Matrices with a Small-Rank External Source: The critical and near-critical regimes

Marco Bertola, Robert Buckingham, Seung-Yeop Lee +1

Random Hermitian matrices are used to model complex systems without time-reversal invariance. Adding an external source to the model can have the effect of shifting some of the mat…

math-ph2010★ 3 cited

Spectra of random Hermitian matrices with a small-rank external source: supercritical and subcritical regimes

Marco Bertola, Robert Buckingham, Seung-Yeop Lee +1

Random Hermitian matrices with a source term arise, for instance, in the study of non-intersecting Brownian walkers \cite{Adler:2009a, Daems:2007} and sample covariance matrices \c…

nlin.SI2008★ 41 cited

Combinatorics of dispersionless integrable systems and universality in random matrix theory

Yuji Kodama, Virgil U. Pierce

It is well-known that the partition function of the unitary ensembles of random matrices is given by a tau-function of the Toda lattice hierarchy and those of the orthogonal and sy…

math.PR2008★ 1 cited

Duality of real and quaternionic random matrices

Wlodzimierz Bryc, Virgil U. Pierce

We show that quaternionic Gaussian random variables satisfy a generalization of the Wick formula for computing the expected value of products in terms of a family of graphical enum…

nlin.SI2008★ 18 cited

Initial Value Problem of the Whitham Equations for the Camassa-Holm Equation

Tamara Grava, V. U. Pierce, Fei-Ran Tian

We study the Whitham equations for the Camassa-Holm equation. The equations are neither strictly hyperbolic nor genuinely nonlinear. We are interested in the initial value problem…