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We consider $N\times N$ symmetric or hermitian random matrices with independent, identically distributed entries where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove…
We study the characteristic polynomial of Haar distributed random unitary matrices. We show that after a suitable normalization, as one increases the size of the matrix, powers of the absolute value of the characteristic polynomial as well…
We show that the empirical eigenvalue measure for sum of $d$ independent Haar distributed $n$-dimensional unitary matrices, converge for $n \to \infty$ to the Brown measure of the free sum of $d$ Haar unitary operators. The same applies for…
We analyze the density of roots of random polynomials where each complex coefficient is constructed of a random modulus and a fixed, deterministic phase. The density of roots is shown to possess a singular component only in the case for…
We demonstrate the convergence of the characteristic polynomial of several random matrix ensembles to a limiting universal function, at the microscopic scale. The random matrix ensembles we treat are classical compact groups and the…
We study the monic polynomials orthogonal with respect to a symmetric perturbed Gaussian weight $$ w(x;t):=\mathrm{e}^{-x^2}\left(1+t\: x^2\right)^\lambda,\qquad x\in \mathbb{R}, $$ where $t> 0,\;\lambda\in \mathbb{R}$. This weight is…
We define the e\~ne product for the multiplicative group of polynomials and formal power series with coefficients on a commutative ring and unitary constant coefficient. This defines a commutative ring structure where multiplication is the…
We consider the smallest eigenvalue distributions of some Freud unitary ensembles, that is, the probabilities that all the eigenvalues of the Hermitian matrices from the ensembles lie in the interval $(t,\infty)$. This problem is related to…
We consider random polynomials of the form $H_n(z)=\sum_{j=0}^n\xi_jq_j(z)$ where the $\{\xi_j\}$ are i.i.d non-degenerate complex random variables, and the $\{q_j(z)\}$ are orthonormal polynomials with respect to a compactly supported…
This paper studies the measure-preserving homeomorphisms on compact groups and proposes new methods for constructing measure-preserving homeomorphisms on direct products of compact groups and non-commutative compact groups. On the direct…
We study probability measures on the unit circle corresponding to orthogonal polynomials whose sequence of Verblunsky coefficients is invariant under the Fibonacci substitution. We focus in particular on the fractal properties of the…
The eigenvalue probability density function for symplectic invariant random matrix ensembles can be generalised to discrete settings involving either a linear or exponential lattice. The corresponding correlation functions can be expressed…
text of abstract (We present a utilitarian review of the family of matrix groups $Sp(2n,\Re)$, in a form suited to various applications both in optics and quantum mechanics. We contrast these groups and their geometry with the much more…
We show that for any C^1+alpha diffeomorphism of a compact Riemannian manifold, every non-atomic, ergodic, invariant probability measure with non-zero Lyapunov exponents is approximated by uniformly hyperbolic sets in the sense that there…
The framework of spherical transforms and P\'olya ensembles is of utility in deriving structured analytic results for sums and products of random matrices in a unified way. In the present work, we will carry over this framework to study…
The universality for the eigenvalue spacing statistics of generalized Wigner matrices was established in our previous work \cite{EYY} under certain conditions on the probability distributions of the matrix elements. A major class of…
We consider Toeplitz determinants whose symbol has: (i) a one-cut regular potential $V$, (ii) Fisher--Hartwig singularities, and (iii) a smooth function in the background. The potential $V$ is associated with an equilibrium measure that is…
We consider the orthogonal polynomials $\{P_{n}(z)\}$ with respect to the measure $|z-a|^{2N c} {\rm e}^{-N |z|^2} \,{\rm d} A(z)$ over the whole complex plane. We obtain the strong asymptotic of the orthogonal polynomials in the complex…
We prove that for any free ergodic probability measure preserving action \F_n \actson (X,\mu) of a free group on n generators \F_n, 2 \leq n \leq \infty, the associated group measure space II_1 factor $L^\infty(X) \rtimes \F_n$ has…
We show in this paper that after proper scalings, 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 determinantal point process…