Related papers: From random matrices to random analytic functions
We continue the study of joint statistics of eigenvectors and eigenvalues initiated in the seminal papers of Chalker and Mehlig. The principal object of our investigation is the expectation of the matrix of overlaps between the left and the…
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 matrix eigenvalues, which corresponds to shifting some of the…
In this article, a class of analytic functions is investigated and their some properties are established. Several recurrence relations and various classes of bilinear and bilateral generating functions for these analytic functions are also…
We introduce a theory of probability in $\lambda$-rings designed to efficiently describe random variables valued in multisets of complex numbers, varieties over a field, or other similar enriched settings. A key role is played by the…
We apply the orthonormalization procedure previously introduced by two of us and adopted in connection with coherent states to Gabor frames and other examples. For instance, for Gabor frames we show how to construct $g(x)\in L^2(\Bbb{R})$…
The partly symmetric real Ginibre ensemble consists of matrices formed as linear combinations of real symmetric and real anti-symmetric Gaussian random matrices. Such matrices typically have both real and complex eigenvalues. For a fixed…
Assume a finite set of complex random variables form a determinantal point process, we obtain a theorem on the limit of the empirical distribution of these random variables. The result is applied to %We study the limits of the empirical…
In this paper, we will investigate the jet schemes of determinantal varieties. It is quite often the case that the geometric information concerning the jet schemes of an algebraic variety can be described, but the more refined algebraic…
It is common in functional data analysis to look at a set of related functions: a set of learning curves, a set of brain signals, a set of spatial maps, etc. One way to express relatedness is through an additive model, whereby each…
We apply symmetric function theory to study random processes formed by singular values of products of truncations of Haar distributed symplectic and orthogonal matrices. These product matrix processes are degenerations of Macdonald…
Number theorists have studied extensively the connections between the distribution of zeros of the Riemann $\zeta$-function, and of some generalizations, with the statistics of the eigenvalues of large random matrices. It is interesting to…
We show in this paper that, when properly rescaled in time and in space, the characteristic polynomial of a random unitary matrix converges almost surely to a random analytic function whose zeros, which are on the real line, form a…
We study relations between the eigenvectors of rational matrix functions on the Riemann sphere. Our main result is that for a subclass of functions that are products of two elementary blocks it is possible to represent these relations in a…
We derive analytic expressions for infinite products of random 2x2 matrices. The determinant of the target matrix is log-normally distributed, whereas the remainder is a surprisingly complicated function of a parameter characterizing the…
The random matrix ensembles (RME) of Hamiltonian matrices, e.g. Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applicable to following quantum statistical systems: nuclear systems, molecular…
Using large $N$ arguments, we propose a scheme for calculating the two-point eigenvector correlation function for non-normal random matrices in the large $N$ limit. The setting generalizes the quaternionic extension of free probability to…
Let $\xi_0,\xi_1,\ldots$ be independent identically distributed complex- valued random variables such that $\mathbb{E}\log(1+|\xi _0|)<\infty$. We consider random analytic functions of the form…
We study factorizations of rational matrix functions with simple poles on the Riemann sphere. For the quadratic case (two poles) we show, using multiplicative representations of such matrix functions, that a good coordinate system on this…
We introduce real second-order freeness in second-order noncommutative probability spaces. We demonstrate that under this definition, three real models of random matrices, namely real Ginibre matrices, Gaussian orthogonal matrices, and real…
What is the connection of random matrices with integrable systems? Is this connection really useful? The answer to these questions leads to a new and unifying approach to the theory of random matrices. Introducing an appropriate time…