Related papers: Matrix averages relating to the Ginibre ensembles
We define and study when a polynomial mapping has a local or global time average. We conjecture that a polynomial f in the complex plane has a time average near a point z if and only if z is eventually mapped into a Siegel-disc of f. We…
We define zonal polynomials of quaternion matrix argument and deduce some important formulae of zonal polynomials and hypergeometric functions of quaternion matrix argument. As an application, we give the distributions of the largest and…
The problem of calculating the scaled limit of the joint moments of the characteristic polynomial, and the derivative of the characteristic polynomial, for matrices from the unitary group with Haar measure first arose in studies relating to…
We compute the average characteristic polynomial of the hermitised product of $M$ real or complex Wigner matrices of size $N\times N$ and the average of the characteristic polynomial of a product of $M$ such Wigner matrices times the…
According to the classification scheme of the generalized random matrix ensembles, we present various kinds of concrete examples of the generalized ensemble, and derive their joint density functions in an unified way by one simple formula…
The partly symmetric real Ginibre ensemble consists of matrices formed as linear combinations of real symmetric and real anti-symmetric Gaussian random matrices. Such matrices typically have both real and complex eigenvalues. For a fixed…
We elaborate on the recent suggestion to consider averaging of Cauchy identities for the Schur functions over power sum variables. This procedure has apparent parallels with the Borel transform, only it changes the number of combinatorial…
We suggest a method of studying the joint probability density (JPD) of an eigenvalue and the associated 'non-orthogonality overlap factor' (also known as the 'eigenvalue condition number') of the left and right eigenvectors for…
We continue the study of joint statistics of eigenvectors and eigenvalues initiated in the seminal papers of Chalker and Mehlig. The principal object of our investigation is the expectation of the matrix of overlaps between the left and the…
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…
The main result of this paper is that conditional measures of generalized Ginibre point processes, with respect to the configuration in the complement of a bounded open subset on $\mathbb{C}$, are orthogonal polynomial ensembles with…
The moments of the real eigenvalues of real Ginibre matrices are investigated from the viewpoint of explicit formulas, differential and difference equations, and large $N$ expansions. These topics are inter-related. For example, a third…
We establish large deviation principles for the extremal eigenvalues of the Ginibre ensembles with good rate functions. In contrast to the typical estimates for the extremal eigenvalues, the large deviations for the real Ginibre ensemble…
Duality identities in random matrix theory for products and powers of characteristic polynomials, and for moments, are reviewed. The structure of a typical duality identity for the average of a positive integer power $k$ of the…
We survey some recent progress on rigorously establishing the universality of various spectral statistics of Wigner random matrix ensembles, focusing in particular on the Four Moment Theorem and its applications.
The Schinzel hypothesis is a famous conjectural statement about primes in value sets of polynomials, which generalizes the Dirichlet theorem about primes in an arithmetic progression. We consider the situation that the ring of integers is…
There are several methods to treat ensembles of random matrices in symmetric spaces, circular matrices, chiral matrices and others. Orthogonal polynomials and the supersymmetry method are particular powerful techniques. Here, we present a…
We show that tautological integrals on Hilbert schemes of points can be written in terms of universal polynomials in Chern numbers. The results hold in all dimensions, though they strengthen known results even for surfaces by allowing…
The goal of the paper is two-fold. At first, we attempt to give a survey of some recent applications of symmetric polynomials and divided differences to intersection theory. We discuss: polynomials universally supported on degeneracy loci;…
We study solutions of exponential polynomials over the complex field. Assuming Schanuel's conjecture we prove that certain polynomials have generic solutions in the complex field.