Related papers: On an average over the Gaussian Unitary Ensemble

We study the asymptotic expansion in $n$ for the partition function of $\beta$ matrix models with real analytic potentials in the multi-cut regime up to the $O(n^{-1})$ terms. As a result, we find the limit of the generating functional of…

For random matrix ensembles with unitary symmetry, there is interest in the large $N$ form of the moments of the absolute value of the characteristic polynomial for their relevance to the Riemann zeta function on the critical line, and to…

We show that the distribution of bulk spacings between pairs of adjacent eigenvalue real parts of a random matrix drawn from the complex elliptic Ginibre ensemble is asymptotically given by a generalization of the Gaudin-Mehta distribution,…

We study the orthogonal polynomials and the Hankel determinants associated with Gaussian weight with two jump discontinuities. When the degree $n$ is finite, the orthogonal polynomials and the Hankel determinants are shown to be connected…

The Generalized Gibbs Ensemble (GGE) is relevant to understand the thermalization of quantum systems with an infinite set of conserved charges. In this work, we analyze the GGE partition function of 2D Conformal Field Theories (CFTs) with a…

We study the distribution of partition parts in arithmetic progressions and find asymptotic results that capture all exponentially growing terms. This is accomplished by studying the behavior of non-modular Eisenstein series that appear in…

We investigate $\beta$-Generalized random Hermitian matrices ensemble sometimes called Chiral ensemble. We give global asymptotic of the density of eigenvalues or the statistical density. We investigate general method names as equilibrium…

Gaussian quadrature rules are a classical tool for the numerical approximation of integrals with smooth integrands and positive weight functions. We derive and expicitly list asymptotic expressions for the points and weights of Gaussian…

Let $T$ be an $n\times n$ truncation of an $(n+\alpha)\times (n+\alpha)$ Haar distributed unitary matrix. We consider the disk counting statistics of the eigenvalues of $T$. We prove that as $n\to + \infty$ with $\alpha$ fixed, the…

Recent work of Bornemann has uncovered hitherto hidden integrable structures relating to the asymptotic expansion of quantities at the soft edge of Gaussian and Laguerre random matrix ensembles. These quantities are spacing distributions…

In a recent study we have obtained correction terms to the large N asymptotic expansions of the eigenvalue density for the Gaussian unitary and Laguerre unitary ensembles of random N by N matrices, both in the bulk and at the soft edge of…

We consider the Hankel determinant generated by the moments of the even weight function ${\rm e}^{-x^2}(A+B\theta(x^2-a^2)), x\in(-\infty,+\infty), a>0, A\ge0, A+B\ge0$. It is intimately related to the gap probability of the Gaussian…

We derive expansions of the resolvent Rn(x;y;t)=(Qn(x;t)Pn(y;t)-Qn(y;t)Pn(x;t))/(x-y) of the Hermite kernel Kn at the edge of the spectrum of the finite n Gaussian Unitary Ensemble (GUEn) and the finite n expansion of Qn(x;t) and Pn(x;t).…

We study the rate of convergence for the largest eigenvalue distributions in the Gaussian unitary and orthogonal ensembles to their Tracy-Widom limits. We show that one can achieve an $O(N^{-2/3})$ rate with particular choices of the…

We study a random matrix model which interpolates between the the singular values of the Gaussian unitary ensemble (GUE) and of the chiral Gaussian unitary ensemble (chGUE). This symmetry crossover is analogous to the one realized by the…

We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…

We discuss partition function of 2d CFTs decorated by higher qKdV charges in the thermodynamic limit when the size of the spatial circle goes to infinity. In this limit the saddle point approximation is exact and at infinite central charge…

In this paper, we compute the probability that an $N \times N$ matrix from the generalised Gaussian Unitary Ensemble (gGUE) is positive definite, extending a previous result of Dean and Majumdar \cite{DM}. For this purpose, we work out the…

In this article, we obtain explicit bounds on the uniform distance between the cumulative distribution function of a standardized sum $S_n$ of $n$ independent centered random variables with moments of order four and its first-order…

In order to have a better understanding of finite random matrices with non-Gaussian entries, we study the $1/N$ expansion of local eigenvalue statistics in both the bulk and at the hard edge of the spectrum of random matrices. This gives…