- The Oxford Handbook of Random Matrix Theory
- Dedication
- Foreword
- Detailed Contents
- List of Contributors
- Introduction and guide to the handbook
- History – an overview
- Symmetry classes
- Spectral statistics of unitary ensembles
- Spectral statistics of orthogonal and symplectic ensembles
- Universality
- Supersymmetry
- Replica approach in random matrix theory
- Painlevé transcendents
- Random matrix theory and integrable systems
- Determinantal point processes
- Random matrix representations of critical statistics
- Heavy-tailed random matrices
- Phase transitions
- Two-matrix models and biorthogonal polynomials
- Chain of matrices, loop equations, and topological recursion
- Unitary integrals and related matrix models
- Non-Hermitian ensembles
- Characteristic polynomials
- Beta ensembles
- Wigner matrices
- Free probability theory
- Random banded and sparse matrices
- Number theory
- Random permutations and related topics
- Enumeration of maps
- Knot theory and matrix integrals
- Multivariate statistics
- Algebraic geometry and matrix models
- Two-dimensional quantum gravity
- String theory
- Quantum chromodynamics
- Quantum chaos and quantum graphs
- Resonance scattering of waves in chaotic systems
- Condensed matter physics
- Classical and quantum optics
- Extreme eigenvalues of Wishart matrices: application to entangled bipartite system
- Random growth models
- Random matrices and Laplacian growth
- Financial applications of random matrix theory: a short review
- Asymptotic singular value distributions in information theory
- Random matrix theory and ribonucleic acid (RNA) folding
- Complex networks
- Index

## Abstract and Keywords

This article considers phase transitions in matrix models that are invariant under a symmetry group as well as those that occur in some matrix ensembles with preferred basis, like the Anderson transition. It first reviews the results for the simplest model with a nontrivial set of phases, the one-matrix Hermitian model with polynomial potential. It then presents a view of the several solutions of the saddle point equation. It also describes circular models and their Cayley transform to Hermitian models, along with fixed trace models. A brief overview of models with normal, chiral, Wishart, and rectangular matrices is provided. The article concludes with a discussion of the curious single-ring theorem, the successful use of multi-matrix models in describing phase transitions of classical statistical models on fluctuating two-dimensional surfaces, and the delocalization transition for the Anderson, Hatano-Nelson, and Euclidean random matrix models.

Keywords: phase transition, Hermitian model, polynomial potential, saddle point equation, circular model, fixed trace model, single-ring theorem, multi-matrix model, delocalization transition, random matrix model

Giovanni M. Cicuta, Dipartimento di Fisica, Università degli studi di Parma, Viale G.P. Usberti n.7/A, Parco Area delle Scienze, I-43100 Parma, Italy, giovanni.cicuta@fis.unipr.it

Luca G. Molinari, Dipartimento di Fisica, Università di Milano, Via Celoria 16, I-20133 Milano, Italy, luca.molinari@mi.infn.it

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- The Oxford Handbook of Random Matrix Theory
- Dedication
- Foreword
- Detailed Contents
- List of Contributors
- Introduction and guide to the handbook
- History – an overview
- Symmetry classes
- Spectral statistics of unitary ensembles
- Spectral statistics of orthogonal and symplectic ensembles
- Universality
- Supersymmetry
- Replica approach in random matrix theory
- Painlevé transcendents
- Random matrix theory and integrable systems
- Determinantal point processes
- Random matrix representations of critical statistics
- Heavy-tailed random matrices
- Phase transitions
- Two-matrix models and biorthogonal polynomials
- Chain of matrices, loop equations, and topological recursion
- Unitary integrals and related matrix models
- Non-Hermitian ensembles
- Characteristic polynomials
- Beta ensembles
- Wigner matrices
- Free probability theory
- Random banded and sparse matrices
- Number theory
- Random permutations and related topics
- Enumeration of maps
- Knot theory and matrix integrals
- Multivariate statistics
- Algebraic geometry and matrix models
- Two-dimensional quantum gravity
- String theory
- Quantum chromodynamics
- Quantum chaos and quantum graphs
- Resonance scattering of waves in chaotic systems
- Condensed matter physics
- Classical and quantum optics
- Extreme eigenvalues of Wishart matrices: application to entangled bipartite system
- Random growth models
- Random matrices and Laplacian growth
- Financial applications of random matrix theory: a short review
- Asymptotic singular value distributions in information theory
- Random matrix theory and ribonucleic acid (RNA) folding
- Complex networks
- Index