Related papers: Orbit measures, random matrix theory and interlace…

The present work develops a framework to derive piecewise polynomial measures arising from invariant measures on adjoint orbits in the context of compact and semisimple Lie groups. These measures are computed from orbital integrals via…

We study some random interlaced configurations considering the eigenvalues of the main minors of Hermitian random matrices of the classical complex Lie algebras. We claim that these random configurations are determinantal and give their…

We consider a class of non-locally compact groups on which one may define a left-invariant, finitely additive measure taking values in some finitely generated extension of the field $\mathbb{R}$ of real numbers. In particular, we recover…

This paper studies projections of uniform random elements of (co)adjoint orbits of compact Lie groups. Such projections generalize several widely studied ensembles in random matrix theory, including the randomized Horn's problem, the…

Via a non degenerate symmetric bilinear form we identify the coadjoint representation with a new representation and so we induce on the orbits a simplectic form. By considering Hamiltonian systems on the orbits we study some features of…

Let $U$ be a compact semisimple Lie group with complexification $G$ and associated Cartan involution $\Theta$. Let $\nu$ be an involutive complex Lie group automorphism of $G$ commuting with $\Theta$, and consider the associated semisimple…

We describe Generalized Hermitian matrices ensemble sometimes called Chiral ensemble. We give global asymptotic of the density of eigenvalues or the statistical density. We will calculate a Laplace transform of such a density for finite…

We survey a number of models from physics, statistical mechanics, probability theory and combinatorics, which are each described in terms of an orthogonal polynomial ensemble. The most prominent example is apparently the Hermite ensemble,…

We present a new probabilistic model of compact commutative Lie groups that produces invariant-equivariant and disentangled representations of data. To define the notion of disentangling, we borrow a fundamental principle from physics that…

Loop groups G as families of mappings of the complex manifold M into another complex manifold N preserving marked points $s_0\in M$ and $y_0\in N$ are investigated. Quasi-invariant measures $\mu $ on G relative to dense subgroups $G'$ are…

We introduce and study a class of determinantal probability measures generalising the class of discrete determinantal point processes. These measures live on the Grassmannian of a real, complex, or quaternionic inner product space that is…

We construct ensembles of random integrable matrices with any prescribed number of nontrivial integrals and formulate integrable matrix theory (IMT) -- a counterpart of random matrix theory (RMT) for quantum integrable models. A type-M…

We classify mapping class group invariant probability measures on the character varieties of Deroin-Tholozan representations, namely the compact components of relative $\mathrm{PSL}_2\mathbb{R}$-character varieties. We prove that an ergodic…

We consider powers of the absolute value of the characteristic polynomial of Haar distributed random orthogonal or symplectic matrices, as well as powers of the exponential of its argument, as a random measure on the unit circle minus small…

Let $K$ denote a simply connected compact Lie group and let $G=K^{\mathbb C}$, the complexification. It is known that there exists an $LK$ bi-invariant probability measure on a natural hyperfunction completion of the complex loop group…

We study rigidity properties of lattices in terms of invariant means and commensurating actions (or actions on CAT(0) cube complexes). We notably study Property FM for groups, namely that any action on a discrete set with an invariant mean…

We introduce and study a 2-parameter family of unitarily invariant probability measures on the space of infinite Hermitian matrices. We show that the decomposition of a measure from this family on ergodic components is described by a…

Recently, the supersymmetry method was extended from Gaussian ensembles to arbitrary unitarily invariant matrix ensembles by generalizing the Hubbard-Stratonovich transformation. Here, we complete this extension by including arbitrary…

Composed ensembles of random unitary matrices are defined via products of matrices, each pertaining to a given canonical circular ensemble of Dyson. We investigate statistical properties of spectra of some composed ensembles and demonstrate…

These lectures provide an informal introduction into the notions and tools used to analyze statistical properties of eigenvalues of large random Hermitian matrices. After developing the general machinery of orthogonal polynomial method, we…