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Related papers: On an average over the Gaussian Unitary Ensemble

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The ensemble average of $| \sum_{j=1}^N e^{i k \lambda_j} |^2$ is of interest as a probe of quantum chaos, as is its connected part, the structure function. Plotting this average for model systems of chaotic spectra reveals what has been…

Mathematical Physics · Physics 2021-09-15 Peter J. Forrester

We consider Gaussian distributions on certain Riemannian symmetric spaces. In contrast to the Euclidean case, it is challenging to compute the normalization factors of such distributions, which we refer to as partition functions. In some…

Statistics Theory · Mathematics 2021-05-18 Simon Heuveline , Salem Said , Cyrus Mostajeran

We consider asymptotic behavior of the correlation functions of the characteristic polynomials of the hermitian sample covariance matrices $H_n=n^{-1}A_{m,n}^*A_{m,n}$, where $A_{m,n}$ is a $m\times n$ complex matrix with independent and…

Mathematical Physics · Physics 2011-05-19 T. Shcherbina

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,…

Probability · Mathematics 2007-05-23 Wolfgang Koenig

We present a combinatorial approach to the infinitesimal distribution of the Gaussian orthogonal ensemble (GOE). In particular we show how the infinitesimal moments are described by non-crossing partitions, but not of type B. We demonstrate…

Operator Algebras · Mathematics 2019-07-10 James A. Mingo

We compute the asymptotic behaviour of the number of partitions of large vectors $(n_1,n_2)$ of $\mathbb{Z}_+^2$ in the critical regime $n_1 \asymp \sqrt{n_2}$ and in the subcritical regime $n_1 = o(\sqrt{n_2})$. This work completes the…

Combinatorics · Mathematics 2019-02-20 Julien Bureaux

We reconsider the problem of calculating arbitrary negative integer moments of the (regularized) characteristic polynomial for $N\times N$ random matrices taken from the Gaussian Unitary Ensemble (GUE). A very compact and convenient…

Mathematical Physics · Physics 2009-11-07 Yan V Fyodorov

We study asymptotics of representations of the unitary groups U(n) in the limit as n tends to infinity and we show that in many aspects they behave like large random matrices. In particular, we prove that the highest weight of a random…

Representation Theory · Mathematics 2013-07-16 Benoit Collîns , Piotr Śniady

We prove the existence of a 1/N expansion in unitary multimatrix models which are Gibbs perturbations of the Haar measure, and express the expansion coefficients recursively in terms of the unique solution of a noncommutative initial value…

Mathematical Physics · Physics 2014-02-11 Alice Guionnet , Jonathan Novak

The loop equation formalism is used to compute the $1/N$ expansion of the resolvent for the Gaussian $\beta$ ensemble up to and including the term at $O(N^{-6})$. This allows the moments of the eigenvalue density to be computed up to and…

Classical Analysis and ODEs · Mathematics 2014-11-10 N. S. Witte , P. J. Forrester

We study three instances of log-correlated processes on the interval: the logarithm of the Gaussian unitary ensemble (GUE) characteristic polynomial, the Gaussian log-correlated potential in presence of edge charges, and the Fractional…

Mathematical Physics · Physics 2016-06-14 Yan V. Fyodorov , Pierre Le Doussal

We introduce a generalized ensemble of nonhermitian matrices interpolating between the Gaussian Unitary Ensemble, the Ginibre ensemble and the Poisson ensemble. The joint eigenvalue distribution of this model is obtained by means of an…

Disordered Systems and Neural Networks · Physics 2009-11-07 A. M. Garcia-Garcia , S. M. Nishigaki , J. J. M. Verbaarschot

We prove a pointwise convergence result for additive ergodic averages associated with certain multiplicative actions of the Gaussian integers. We derive several applications in dynamics and number theory, including: (i) Wirsing's theorem…

Dynamical Systems · Mathematics 2024-03-07 Sebastián Donoso , Anh N. Le , Joel Moreira , Wenbo Sun

This paper is concerned with the asymptotic empirical eigenvalue distribution of a non linear random matrix ensemble. More precisely we consider $M= \frac{1}{m} YY^*$ with $Y=f(WX)$ where $W$ and $X$ are random rectangular matrices with…

Probability · Mathematics 2022-01-14 Lucas Benigni , Sandrine Péché

We carry out the asymptotic analysis of repulsive ensembles of N particles which are discrete analogues of continuous 1d log-gases or beta-ensembles of random matrix theory. The ensembles that we study have several groups of particles which…

Probability · Mathematics 2026-03-03 Gaëtan Borot , Vadim Gorin , Alice Guionnet

We revisit the proposal that the ensemble average over free boson CFTs in two dimensions - parameterized by Narain's moduli space - is dual to an exotic theory of gravity in three dimensions dubbed $U(1)$ gravity. We consider flavored…

High Energy Physics - Theory · Physics 2022-06-01 Shouvik Datta , Sarthak Duary , Per Kraus , Pronobesh Maity , Alexander Maloney

The orbifold generalization of the partition function, which would describe the gauge theory on the ALE space, is investigated from the combinatorial perspective. It is shown that the root of unity limit of the q-deformed partition function…

High Energy Physics - Theory · Physics 2011-09-13 Taro Kimura

The averages of ratios of characteristic polynomials det(lambda - X) of N x N random matrices X, are investigated in the large N limit for the GUE, GOE and GSE ensemble. The density of states and the two-point correlation function are…

Mathematical Physics · Physics 2009-11-07 E. Brezin , S. Hikami

We study the phenomenon of "crowding" near the largest eigenvalue $\lambda_{\max}$ of random $N \times N$ matrices belonging to the Gaussian Unitary Ensemble (GUE) of random matrix theory. We focus on two distinct quantities: (i) the…

Mathematical Physics · Physics 2014-07-18 Anthony Perret , Gregory Schehr

We establish Tracy-Widom asymptotics for the partition function of a random polymer model with gamma-distributed weights recently introduced by Sepp\"al\"ainen. We show that the partition function of this random polymer can be represented…

Probability · Mathematics 2026-01-13 Neil O'Connell , Janosch Ortmann