Maksim Kosmakov
University of Toledo
Title
Spectral Properties of the Two-HCIZ Matrix Model
Abstract
We discuss ongoing work on a Gaussian random matrix model involving two Harish-Chandra–Itzykson–Zuber (HCIZ) integrals, closely related to nonintersecting Brownian bridges. Our focus is on the zeros of the associated average characteristic polynomials, their interlacing properties, and connections to spectral majorization and classical orthogonal polynomials. In a special symmetric two-cluster case, the model admits a reduction to Jacobi and Wishart ensembles, allowing a more explicit analysis of its spectral properties and connections to Painlevé equations and critical phenomena in random matrix theory.
