Related papers: Matrix averages relating to the Ginibre ensembles
We derive a series summation formula for the average logarithm norm of the action of a matrix on the projective space. This formula is shown to be useful to evaluate some Lyapunov exponents of random $\SL$-matrix cocycles, which include a…
In the present context, superintegrability is a property of certain probability density functions coming from matrix models, which relates to the average over a distinguished basis of symmetric functions, typically the Jack or Macdonald…
We compute averages of products and ratios of characteristic polynomials associated with Orthogonal, Unitary, and Symplectic Ensembles of Random Matrix Theory. The pfaffian/determinantal formulas for these averages are obtained, and the…
We construct, analytically and numerically, the Wigner distribution functions for the exact solutions of position-dependent effective mass Schr\"odinger equation for two cases belonging to the generalized Laguerre polynomials. Using a…
Polynomial ensembles are determinantal point processes associated with (non necessarily orthogonal) projections onto polynomial subspaces. The aim of this survey article is to put forward the use of recurrence coefficients to obtain the…
In a recent article we have discussed the connections between averages of powers of Riemann's $\zeta$-function on the critical line, and averages of characteristic polynomials of random matrices. The result for random matrices was shown to…
We study the ensemble of a product of n complex Gaussian i.i.d. matrices. We find this ensemble is Gaussian with a variance matrix which is averaged over a multi-Wishart ensemble. We compute the mixed moments and find that at large $N$,…
In this article, we compute and compare the statistics of the number of eigenvalues in a centred disc of radius $R$ in all three Ginibre ensembles. We determine the mean and variance as functions of $R$ in the vicinity of the origin, where…
In the first part we study critical points of random polynomials. We choose two deterministic sequences of complex numbers,whose empirical measures converge to the same probability measure in complex plane. We make a sequence of polynomials…
We follow a stream of the history of positive matrices and positive functionals, as applied to algebraic sums of squares decompositions, with emphasis on the interaction between classical moment problems, function theory of one or several…
Correlation functions for matrix ensembles with orthogonal and unitarysymplectic rotation symmetry are more complicated to calculate than in the unitary case. The supersymmetry method and the orthogonal polynomials are two techniques to…
Quaternionic polynomials are generated by quaternionic variables and the quaternionic product. This paper proposes the generating ideal of quaternionic polynomials in tensor algebra, finds the Groebner base of the ideal in the case of pure…
We present new examples of superintegrable matrix/eigenvalue models. These examples arise as a result of the exploration of the relationship between the theory of superintegrability and multivariate orthogonal polynomials. The new…
The derivation of zonal polynomials involves evaluating the integral \[ \exp\left( - \frac{1}{2} \operatorname{tr} D_{\beta} Q D_{l} Q \right) \] with respect to orthogonal matrices \(Q\), where \(D_{\beta}\) and \(D_{l}\) are diagonal…
We introduce a theory of orthogonal polynomials on the unit sphere of the quaternions based on the notion of a $q$-positive measure (which originated in a work of Alpay, Colombo, the second author and Sabadini). The results we extend to…
Polynomials with values in an irreducible module of the symmetric group can be given the structure of a module for the rational Cherednik algebra, called a standard module. This algebra has one free parameter and is generated by…
Statistics over the Gaussian unitary ensemble and the Wishart ensemble of random matrices often have nice closed-form expressions. These are related to multivariate extensions of the Hermite, Laguerre, and Jacobi polynomials, which often…
Mutual information is a measure of the dependence between random variables that has been used successfully in myriad applications in many fields. Generalized mutual information measures that go beyond classical Shannon mutual information…
We introduce a multivariate generalization of normalized Chebyshev polynomials of the second kind. We prove that these polynomials arise in the context of cluster characters associated to Dynkin quivers of type $\mathbb A$ and…
We consider the eigenvalues of a large dimensional real or complex Ginibre matrix in the region of the complex plane where their real parts reach their maximum value. This maximum follows the Gumbel distribution and that these extreme…