Related papers: Genus expansion for real Wishart matrices
An alternative parametric description for discrete random variables, called muculants, is proposed. In contrast to cumulants, muculants are based on the Fourier series expansion, rather than on the Taylor series expansion, of the logarithm…
Exact recursion formulas for mixed moments of four fundamental random matrix ensembles are derived. The reason such recursive formulas are possible is closely related to properties of polygon gluings studied by Harer and Zagier as well as…
The model of heavy Wigner matrices generalizes the classical ensemble of Wigner matrices: the sub-diagonal entries are independent, identically distributed along to and out of the diagonal, and the moments its entries are of order 1/N,…
In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…
We consider a class of exponentials in the Weyl-Heisenberg algebra with exponents of type at most linear in coordinates and arbitrary functions of momenta. They are expressed in terms of normal ordering where coordinates stand to the left…
Summation formulae are classical tools in analysis: Taylor-MacLaurin, Euler-MacLaurin, Poisson, Vorono\"i, Circle formulae\ldots We will show how, from a single equation - referred to as the mother-equation - it is possible to unify these…
We study $k$-point correlators of characteristic polynomials in non-Hermitian ensembles of random matrices, focusing on the real, complex and quaternion $N \times N$ Ginibre ensembles. Our approach is based on the technique of character…
We compute the Euler characteristics of the recently discovered series of Gothic Teichm\"{u}ller curves. The main tool is the construction of 'Gothic' Hilbert modular forms vanishing at the images of these Teichm\"{u}ller curves. Contrary…
The four moment theorem asserts, roughly speaking, that the joint distribution of a small number of eigenvalues of a Wigner random matrix (when measured at the scale of the mean eigenvalue spacing) depends only on the first four moments of…
The problem of convergence of the joint moments, which depend on two parameters $s$ and $h$, of the characteristic polynomial of a random Haar-distributed unitary matrix and its derivative, as the matrix size goes to infinity, has been…
In this review we summarise recent results for the complex eigenvalues and singular values of finite products of finite size random matrices, their correlation functions and asymptotic limits. The matrices in the product are taken from…
We study the joint distribution of the set of all marginals of a random Wishart matrix acting on a tensor product Hilbert space. We compute the limiting free mixed cumulants of the marginals, and we show that in the balanced asymptotical…
Asymptotic expansions are given for large values of $n$ of the generalized Bernoulli polynomials $B_n^\mu(z)$ and Euler polynomials $E_n^\mu(z)$. In a previous paper L\'opez and Temme (1999) these polynomials have been considered for large…
We consider properties of determinants of some random symmetric matrices issued from multivariate statistics: Wishart/Laguerre ensemble (sample covariance matrices), Uniform Gram ensemble (sample correlation matrices) and Jacobi ensemble…
Wishart correlation matrices are the standard model for the statistical analysis of time series. The ensemble averaged eigenvalue density is of considerable practical and theoretical interest. For complex time series and correlation…
We use Seiberg--Witten-like relations in the topological recursion framework to obtain virtual Euler characteristics for uni- and multicellular maps for ensembles of classic orthogonal polynomials and for ensembles related to nonorientable…
The purpose of the present paper is to establish moderate deviation principles for a rather general class of random variables fulfilling certain bounds of the cumulants. We apply a celebrated lemma of the theory of large deviations…
We prove multi-dimensional central limit theorems for the spectral moments (of arbitrary degrees) associated with random matrices with real-valued i.i.d. entries, satisfying some appropriate moment conditions. Our techniques rely on a…
We prove universality at the edge of the spectrum for unitary (beta=2), orthogonal (beta=1) and symplectic (beta=4) ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial,…
As generalizations of random graphs, random simplicial complexes have been receiving growing attention in the literature. In this paper, we naturally extend the Random Connection Model (RCM), a random graph that has been extensively studied…