Related papers: On the Second-Order Correlation Function of the Ch…
It is shown that when dependence on the second flow of the KP hierarchy is added, the resulting semi-stationary wave function of certain points in George Wilson's adelic Grassmannian are generating functions of the exceptional Hermite…
In this study we introduce a second type of higher order generalised geometric polynomials. This we achieve by examining the generalised stirling numbers $S(n; k;\alpha;\beta;\gamma)$ [Hsu & Shiue,1998] for some negative arguments. We study…
We derive the connected correlation functions for eigenvalues of large Hermitian random matrices with independently distributed elements using both a diagrammatic and a renormalization group (RG) inspired approach. With the diagrammatic…
We show that randomly choosing the matrices in a completely positive map from the unitary group gives a quantum expander. We consider Hermitian and non-Hermitian cases, and we provide asymptotically tight bounds in the Hermitian case on the…
We consider sequences of polynomials that satisfy differential-difference recurrences. Polynomials satisfying such recurrences frequently appear as generating polynomials of integer valued random variables that are of interest in discrete…
In this paper, we analyze the second moment of the determinant of random symmetric, Wigner, and Hermitian matrices. Using analytic combinatorics techniques, we determine the second moment of the determinant of Hermitian matrices whose…
We study the characteristic polynomials of both the Gaussian Orthogonal and Symplectic Ensembles. We show that for both ensembles, powers of the absolute value of the characteristic polynomials converge in law to Gaussian multiplicative…
Employing the currently discussed notion of pseudo-Hermiticity, we define a pseudo-unitary group. Further, we develop a random matrix theory which is invariant under such a group and call this ensemble of pseudo-Hermitian random matrices as…
A remarkable property of Hermitian ensembles is their universal behavior, that is, once properly rescaled the eigenvalue statistics does not depend on particularities of the ensemble. Recently, normal matrix ensembles have attracted…
We propose a new definition of characteristic polynomials of tensors based on a partition function of Grassmann variables. This new notion of characteristic polynomial addresses general tensors including totally antisymmetric ones, but not…
Polynomial ensembles are a sub-class of probability measures within determinantal point processes. Examples include products of independent random matrices, with applications to Lyapunov exponents, and random matrices with an external…
Recently we proved (EPRSY, ERSTVY, ESY4, ESYY, EYY, EYY2, EYYrigi) that the eigenvalue correlation functions of a general class of random matrices converge, weakly with respect to the energy, to the corresponding ones of Gaussian matrices.…
Explicit expressions are proven for derivatives of the ratio of a determinant or Pfaffian determinant and a Vandermonde determinant. Such ratios appear for example in general group integrals of Harish-Chandra--Itzykson--Zuber type and in…
We investigate recursive properties of certain p-adic Whittaker functions (of which representation densities of quadratic forms are special values). The proven relations can be used to compute them explicitly in arbitrary dimensions,…
We develop a combinatorial model of the associated Hermite polynomials and their moments, and prove their orthogonality with a sign-reversing involution. We find combinatorial interpretations of the moments as complete matchings, connected…
By using combinatorics, we give a new proof for the recurrence relations of the characteristic polynomial coefficients, and then we obtain an explicit expression for the generic term of the coefficient sequence, which yields the trace…
In this paper we derive a hierarchy of differential equations which uniquely determine the coefficients in the asymptotic expansion, for large $N$, of the logarithm of the partition function of $N \times N$ Hermitian random matrices. These…
A unified theory of orthogonal polynomials of a discrete variable is presented through the eigenvalue problem of hermitian matrices of finite or infinite dimensions. It can be considered as a matrix version of exactly solvable Schr\"odinger…
In this work we show how to get advantage from the Riemann--Hilbert analysis in order to obtain first and second order differential equations for the orthogonal polynomials and associated functions with a weight on the unit circle. We…
Exact integral expressions of the skew orthogonal polynomials involved in Orthogonal (beta=1) and Symplectic (beta=4) random matrix ensembles are obtained: the (even rank) skew orthogonal polynomials are average characteristic polynomials…