Related papers: On the Christoffel-Darboux kernel for random Hermi…
We prove an identity on Hermitian random matrix models with external source relating the high rank cases to the rank 1 cases. This identity was proved and used in a previous paper of ours to study the asymptotics of the top eigenvalues. In…
Correlation functions for matrix ensembles with orthogonal and unitarysymplectic rotation symmetry are more complicated to calculate than in the unitary case. The supersymmetry method and the orthogonal polynomials are two techniques to…
We show that multiple orthogonal polynomials for r measures $(\mu_1,...,\mu_r)$ satisfy a system of linear recurrence relations only involving nearest neighbor multi-indices $\vec{n}\pm \vec{e}_j$, where $\vec{e}_j$ are the standard unit…
In these notes, the Christoffel-Darboux polynomial kernel is extended to infinite-dimensional Hilbert spaces, following as closely as possible its original finite-dimensional treatment.
Correlation function of complex eigenvalues of N by N random matrices drawn from non-Hermitean random matrix ensemble of symplectic symmetry is given in terms of a quaternion determinant. Spectral properties of Gaussian ensembles are…
In data science, individual observations are often assumed to come independently from an underlying probability space. Kernel matrices formed from large sets of such observations arise frequently, for example during classification tasks. It…
The eigenvalues of an arbitrary quaternionic matrix have a joint probability distribution function first derived by Ginibre. We show that there exists a mapping of this system onto a fermionic field theory and then use this mapping to…
We consider the random normal matrices with quadratic external potentials where the associated orthogonal polynomials are Hermite polynomials and the limiting support (called droplet) of the eigenvalues is an ellipse. We calculate the…
We study mapping properties of operators with kernels defined via a combination of continuous and discrete orthogonal polynomials, which provide an abstract formulation of quantum (q-) Fourier type systems. We prove Ismail conjecture…
We rederive in a simplified version the Lehmann-Sommers eigenvalue distribution for the Gaussian ensemble of asymmetric real matrices, invariant under real orthogonal transformations, as a basis for a detailed derivation of a Pfaffian…
Since the seminal work of Keating and Snaith, the characteristic polynomial of a random Haar-distributed unitary matrix has seen several of its functional studied or turned into a conjecture; for instance: $ \bullet $ its value in $1$…
Additive perturbations, specifically, matrix Uvarov transformations for matrix orthogonal polynomials, are under consideration. Christoffel-Uvarov formulas are deduced for the perturbed biorthogonal families, along with their matrix norms.…
This is a concise review of the complex, real and quaternion real Ginibre random matrix ensembles and their elliptic deformations. Eigenvalue correlations are exactly reduced to two-point kernels and discussed in the strongly and weakly…
Random features have been introduced to scale up kernel methods via randomization techniques. In particular, random Fourier features and orthogonal random features were used to approximate the popular Gaussian kernel. Random Fourier…
Akemann, Ipsen and Kieburg recently showed that the squared singular values of products of M rectangular random matrices with independent complex Gaussian entries are distributed according to a determinantal point process with a correlation…
We give a new proof of universality properties in the bulk of spectrum of the hermitian matrix models, assuming that the potential that determines the model is globally $C^{2}$ and locally $C^{3}$ function (see Theorem \ref{t:U.t1}). 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 paper, we analyze the large n-limit for random matrix with external source with three distinct eigenvalues. And we confine ourselves in the Hermite case and the three distinct eigenvalues are $-a,0,a$. For the case $a^2>3$, we…
We prove edge universality of local eigenvalue statistics for orthogonal invariant matrix models with real analytic potentials and one interval limiting spectrum. Our starting point is the result of \cite{S:08} on the representation of the…
We compute averages of products and ratios of characteristic polynomials associated with Orthogonal, Unitary, and Symplectic Ensembles of Random Matrix Theory. The pfaffian/determinantal formulas for these averages are obtained, and the…