Related papers: Duality in random matrix ensembles for all Beta

In \cite{TallaWaffo2025arxiv2511.02843} we introduced even polynomials $\Xi_n,\Lambda_n\in\mathbb{Q}[x]$ arising from integral representations of $\beta(2n)/\pi^{2n-1}$ and $\zeta(2n+1)/\pi^{2n}$. In this paper we give explicit closed…

We develop an improved version of the stochastic semigroup approach to study the edge of $\beta$-ensembles pioneered by Gorin and Shkolnikov, and later extended to rank-one additive perturbations by the author and Shkolnikov. Our method is…

We study sampling algorithms for $\beta$-ensembles with time complexity less than cubic in the cardinality of the ensemble. Following Dumitriu & Edelman (2002), we see the ensemble as the eigenvalues of a random tridiagonal matrix, namely a…

We study the generalization of $R\to 1/R$ duality to arbitrary conformally invariant sigma models with an isometry. We show that any pair of dual sigma models can be represented as quotients of a self-dual sigma model obtained by gauging…

Gaussian random matrix ensembles defined over the tangent spaces of the large families of Cartan's symmetric spaces are considered. Such ensembles play a central role in mesoscopic physics since they describe the universal ergodic limit of…

We find the joint generalized singular value distribution and largest generalized singular value distributions of the $\beta$-MANOVA ensemble with positive diagonal covariance, which is general. This has been done for the continuous $\beta…

We study the special case of $n\times n$ 1D Gaussian Hermitian random band matrices, when the covariance of the elements is determined by $J=(-W^2\triangle+1)^{-1}$. Assuming that the band width $W\ll \sqrt{n}$, we prove that the limit of…

Spectral and numerical properties of classes of random orthogonal butterfly matrices, as introduced by Parker (1995), are discussed, including the uniformity of eigenvalue distributions. These matrices are important because the…

Duality relations for the correlation functions of $n$ sites on the boundary of a planar lattice are derived for the $(N_{\alpha}, N_{\beta})$ model of Domany and Riedel for $n=2,3$. Our result holds for arbitrary lattices which can have…

We study certain probability measures on partitions of n=1,2,..., originated in representation theory, and demonstrate their connections with random matrix theory and multivariate hypergeometric functions. Our measures depend on three…

For the unitary ensembles of $N\times N$ Hermitian matrices associated with a weight function $w$ there is a kernel, expressible in terms of the polynomials orthogonal with respect to the weight function, which plays an important role. For…

In this article, we consider $\beta$-ensembles, i.e. collections of particles with random positions on the real line having joint distribution $$\frac{1}{Z_N(\beta)}|\Delta(\lambda)|^\beta e^{- \frac{N\beta}{4}\sum_{i=1}^N\lambda_i^2}d…

In this paper we provide a matrix extension of the scalar binomial series under elliptical contoured models and real normed division algebras. The classical hypergeometric series…

We consider those Gaussian Unitary Ensembles where the eigenvalues have prescribed multiplicities, and obtain joint probability density for the eigenvalues. In the simplest case where there is only one multiple eigenvalue t, this leads to…

For the orthogonal-unitary and symplectic-unitary transitions in random matrix theory, the general parameter dependent distribution between two sets of eigenvalues with two different parameter values can be expressed as a quaternion…

We consider random matrix ensembles on the set of Hermitian matrices that are heavy tailed, in particular not all moments exist, and that are invariant under the conjugate action of the unitary group. The latter property entails that the…

We consider a new class of non-Hermitian random matrices, namely the ones which have the form of sums of freely independent terms involving unitary matrices. To deal with them, we exploit the recently developed quaternion technique. After…

The aim of this paper is to give a precise asymptotic description of some eigenvalue statistics stemming from random matrix theory. More precisely, we consider random determinants of the GUE, Laguerre, Uniform Gram and Jacobi beta ensembles…

We analyze the form of the probability distribution function P_{n}^{(\beta)}(w) of the Schmidt-like random variable w = x_1^2/(\sum_{j=1}^n x^{2}_j/n), where x_j are the eigenvalues of a given n \times n \beta-Gaussian random matrix, \beta…

A connection between representation of compact groups and some invariant ensembles of Hermitian matrices is described. We focus on two types of invariant ensembles which extend the Gaussian and the Laguerre Unitary ensembles. We study them…