Related papers: Uniform asymptotics of the coefficients of unitary…
This article presents some interesting and novel results concerning the average modulus of random polynomials on the unit circle and the unit disc, with coefficients distributed as standard normal variates. The paper also introduces new…
In [Temme N.M., Special functions. An introduction to the classical functions of mathematical physics, A Wiley-Interscience Publication, John Wiley & Sons, Inc., New York, 1996, Section 11.3.3.1] a uniform asymptotic expansion for the…
Motivated by recent results in random matrix theory we will study the distributions arising from products of complex Gaussian random matrices and truncations of Haar distributed unitary matrices. We introduce an appropriately general class…
It has been shown by Strahov and Fyodorov that averages of products and ratios of characteristic polynomials corresponding to Hermitian matrices of a unitary ensemble, involve kernels related to orthogonal polynomials and their Cauchy…
A variety of estimators for the parameters of the Generalized Pareto distribution, the approximating distribution for excesses over a high threshold, have been proposed, always assuming the underlying data to be independent. We recently…
The polynomial-time computability of the permanent over fields of characteristic 3 for k-semi-unitary matrices (i.e. square matrices such that the differences of their Gram matrices and the corresponding identity matrices are of rank k) in…
We consider the asymptotics of the correlation functions of the characteristic polynomials of the hermitian Wigner matrices $H_n=n^{-1/2}W_n$. We show that for the correlation function of any even order the asymptotic coincides with this…
In this paper, we are interested in matrix valued orthogonal polynomials on the real line with respect to exponential weights. We obtain strong asymptotics as the degree tends to infinity in different regions of the complex plane, as well…
We study the first and second orders of the asymptotic expansion, as the dimension goes to infinity, of the moments of the Hilbert-Schmidt norm of a uniformly distributed matrix in the p-Schatten unit ball. We consider the case of matrices…
We study solutions of three-term recurrence relations whose $N$-step transfer matrices belong to the uniform Stolz class. In particular, we derive the first order of their uniform asymptotics. For orthonormal polynomials we show more.…
Appropriately normalized square random Vandermonde matrices based on independent random variables with uniform distribution on the unit circle are studied. It is shown that as the matrix sizes increases without bound, with respect to the…
We compute explicit formulae for the moments of the densities of the eigenvalues of the classical $\beta$-ensembles for finite matrix dimension as well as the expectation values of the coefficients of the characteristic polynomials. In…
We give improvements of estimates of invariant metrics in the normal direction on strictly pseudoconvex domains. Specifically we will give the second term in the expansion of the metrics. This depends on an improved localisation result and…
Let $M$ be a random matrix chosen according to Haar measure from the unitary group $\mathrm{U}(n,\mathbb{C})$. Diaconis and Shahshahani proved that the traces of $M,M^2,\ldots,M^k$ converge in distribution to independent normal variables as…
We prove almost sure strong asymptotic freeness of i.i.d. random unitaries with the following law: sample a Haar unitary matrix of dimension $n$ and then send this unitary into an irreducible representation of $U(n)$. The strong convergence…
The paper addresses the calculation of correlation functions of permanental polynomials of matrices with random entries. By exploiting a convenient contour integral representation of the matrix permanent some explicit results are provided…
We investigate random density matrices obtained by partial tracing larger random pure states. We show that there is a strong connection between these random density matrices and the Wishart ensemble of random matrix theory. We provide…
We prove that when suitably normalized, small enough powers of the absolute value of the characteristic polynomial of random Hermitian matrices, drawn from one-cut regular unitary invariant ensembles, converge in law to Gaussian…
We obtain an explicit formula for the variance of the number of $k$-peaks in a uniformly random permutation. This is then used to obtain an asymptotic formula for the variance of the length of longest $k$-alternating subsequence in random…
In 1951 paper \cite{Ki} Kippenhahn conjectured that if the characteristic polynomial \ $P_A(x_1,x_2,x_3)=\mbox{det}(x_1A_1+x_2A_2-x_3I)$, \ where $A_1$ and $A_2$ are $n\times n$ Hermitian matrices, has a repeated factor in the polynomial…