Related papers: Conditional Haar measures on classical compact gro…

We study moments of characteristic polynomials of truncated Haar distributed matrices from the three classical compact groups O(N), U(N) and Sp(2N). For finite matrix size we calculate the moments in terms of hypergeometric functions of…

This article provides a concise introduction to the theory of Haar measures on locally compact Hausdorff groups. We cover the necessary preliminaries on topological groups and measure theory, the Haar correspondence, unimodularity and Haar…

The following class of sum-product statistics T_n(p)=\frac{1}{k}\sum_{h=1}^p \sum_{(s_1...s_h)\in P(p,h)} \sum_{i_1=l+1}^{i_0} ... \sum_{i_h=l+1}^{i_{h-1}} i_h \prod_{i=i_1}^{i_h} \frac{(Y_{n-i+1,n}-Y_{n-i,n})^{s_i}}{s_i!} (where $l,$…

We apply the operation of random independent thinning on the eigenvalues of $n\times n$ Haar distributed unitary random matrices. We study gap probabilities for the thinned eigenvalues, and we study the statistics of the eigenvalues of…

Weyl-von Neumann Theorem asserts that two bounded self-adjoint operators $A,B$ on a Hilbert space $H$ are unitarily equivalent modulo compacts, i.e., $uAu^*+K=B$ for some unitary $u\in \mathcal{U}(H)$ and compact self-adjoint operator $K$,…

In [earlier work by the author], it was shown that if U is a random n x n unitary matrix, then for any p>=n, the eigenvalues of U^p are i.i.d. uniform; similar results were also shown for general compact Lie groups. We study what happens…

There is a natural left and right invariant Haar measure associated with the matrix groups GL${}_N(\mathbb R)$ and SL${}_N(\mathbb R)$ due to Siegel. For the associated volume to be finite it is necessary to truncate the groups by imposing…

In this paper, we introduce a Weyl functional calculus $a \mapsto a(Q,P)$ for the position and momentum operators $Q$ and $P$ associated with the Ornstein-Uhlenbeck operator $ L = -\Delta + x\cdot \nabla$, and give a simple criterion for…

In this paper we analyze the derivative nonlinear Schr\"odinger equation on $\mathbb{T}$ with randomized initial data in $\cap_{s < \frac{1}{2}} H^{s}(\mathbb{T})$ according to a Wiener measure. We construct an invariant measure at each…

Let H be a subgroup of some locally compact group G. Assume H is approximable by discrete subgroups and G admits neighborhood bases which are "almost-invariant" under conjugation by finite subsets of H. Let $m: G \to \mathbb{C}$ be a…

We continue our study of the Widom factors for $L_p(\mu)$ extremal polynomials initiated in [4]. In this work we characterize sets for which the lower bounds obtained in [4] are saturated, establish continuity of the Widom factors with…

We investigate determinants of random unitary pencils (with scalar or matrix coefficients), which generalize the characteristic polynomial of a single unitary matrix. In particular we examine moments of such determinants, obtained by…

We investigate the group $\mathcal{H}_\mathbb{C}$ of complexified Heisenberg matrices with entries from an infinite-dimensional complex Hilbert space $H$. Irreducible representations of the Weyl--Schr{\"o}dinger type on the space $L^2_\chi$…

Consider a group word w in n letters. For a compact group G, w induces a map G^n \rightarrow G$ and thus a pushforward measure {\mu}_w on G from the Haar measure on G^n. We associate to each word w a 2-dimensional cell complex X(w) and…

Let $F$ be a free group of rank $r$ and fix some $w\in F$. For any compact group $G$ we can define a measure $\mu_{w,G}$ on $G$ by (Haar-)uniformly sampling $g_1,...,g_r\in G$ and evaluating $w(g_1,...,g_r)$. In [arXiv:1802.04862], Magee…

On the torus group, on the group of p-adic integers and on the p-adic solenoid, we give a construction of an arbitrary weakly infinitely divisible probability measure using a random element with values in a product of (possibly infinitely…

A Borel probability measure $\mu$ on a locally compact group is called a spectral measure if there exists a subset of continuous group characters which forms an orthogonal basis of the Hilbert space $L^2(\mu)$. In this paper, we…

We show that Haar measures of connected semisimple groups, embedded via a representation into a matrix space, have a homogeneous asymptotic limit when viewed from far away and appropriately rescaled. This is still true if the Haar measure…

Let $K$ be a non-polar compact subset of $\mathbb{R}$ and $\mu_K$ denote the equilibrium measure of $K$. Furthermore, let $P_n\left(\cdot, \mu_K\right)$ be the $n$-th monic orthogonal polynomial for $\mu_K$. It is shown that…

We introduce a test for the conditional independence of random variables $X$ and $Y$ given a random variable $Z$, specifically by sampling from the joint distribution $(X,Y,Z)$, binning the support of the distribution of $Z$, and conducting…