Related papers: Orbit measures, random matrix theory and interlace…
Local unitary invariants allow one to test whether multipartite states are equivalent up to local basis changes. Equivalently, they specify the geometry of the "orbit space" obtained by factoring out local unitary action from the state…
For a class of one-dimensional determinantal point processes including those induced by orthogonal projections with integrable kernels satisfying a growth condition, it is proved that their conditional measures, with respect to the…
We consider two random matrix ensembles which are relevant for describing critical spectral statistics in systems with multifractal eigenfunction statistics. One of them is the Gaussian non-invariant ensemble which eigenfunction statistics…
The ensemble inter-relations to be considered are special features of classical cases, where the joint eigenvalue probability density can be computed explicitly. Attention will be focussed too on the consequences of these inter-relations,…
This paper considers random matrices distributed according to Haar measure in different classical compact groups. Utilizing the determinantal point structures of their nontrivial eigenangles, with respect to the $L_1$-Wasserstein distance,…
The unitary group with the Haar probability measure is called Circular Unitary Ensemble. All the eigenvalues lie on the unit circle in the complex plane and they can be regarded as a determinantal point process on $\mathbb{S}^1$. It is also…
The topic of this paper is the typical behavior of the spectral measures of large random matrices drawn from several ensembles of interest, including in particular matrices drawn from Haar measure on the classical Lie groups, random…
An invariant random subgroup $H \leq G$ is a random closed subgroup whose law is invariant to conjugation by all elements of $G$. When $G$ is locally compact and second countable, we show that for every invariant random subgroup $H \leq G$…
Lecture notes in Russian. Topics: the Haar measure (abstract theorems and explicit descriptions for different groups), measures on infinite-dimensional spaces with large natural groups of symmetries (Gaussian measures, Poisson measures,…
The first paper in this series introduced a new approach to strong convergence of random matrices that is based primarily on soft arguments. This method was applied to achieve a refined qualitative and quantitative understanding of strong…
Let $G$ be a compact, connected simple Lie group and $\mathfrak{g}$ its Lie algebra. It is known that if $\mu $ is any $G$-invariant measure supported on an adjoint orbit in $\mathfrak{g}$, then for each integer $k$, the $k$% -fold…
The main result of this article is an application of the theory of invariant convex cones of Lie algebras to the study of unitary representations of Lie supergroups. It also includes an exposition of recent results of the second author on…
We develop an algorithm for sampling from the unitary invariant random matrix ensembles. The algorithm is based on the representation of their eigenvalues as a determinantal point process whose kernel is given in terms of orthogonal…
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…
We show the density of eigenvalues for three classes of random matrix ensembles is determinantal. First we derive the density of eigenvalues of product of $k$ independent $n\times n$ matrices with i.i.d. complex Gaussian entries with a few…
We study unitary invariant random matrix ensembles with singular potentials. We obtain asymptotics for the partition functions associated to the Laguerre and Gaussian Unitary Ensembles perturbed with a pole of order $k$ at the origin, in…
We uncover connections between maximum likelihood estimation in statistics and norm minimization over a group orbit in invariant theory. We focus on Gaussian transformation families, which include matrix normal models and Gaussian graphical…
Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…
Random walk on the chambers of hyperplanes arrangements is used to define a family of card shuffling measures $H_{W,x}$ for a finite Coxeter group W and real $x \neq 0$. By algebraic group theory, there is a map from the semisimple orbits…
We consider homogeneous spaces of Lie groups with compact stabilizer subgroups of two types: those with integrable invariant distributions and those with geodesic orbit invariant Riemannian metrics. The latter means that for an arbitrary…