Related papers: Average characteristic polynomials in the two-matr…
This paper develops a polynomial normal transformation model, whereby various non-normal probability distributions can be simulated by the standard normal distribution. Two methods are presented to determine the coefficients of polynomial…
We consider determinants of Wronskian type whose entries are multiple orthogonal polynomials associated with a path connecting two multi-indices. By assuming that the weight functions form an algebraic Chebyshev (AT) system, we show that…
We study multiplicative statistics for the eigenvalues of unitarily-invariant Hermitian random matrix models. We consider one-cut regular polynomial potentials and a large class of multiplicative statistics. We show that in the large matrix…
We explore some interesting features of the characteristic polynomial of the Cartan matrix of a simple Lie algebra. The characteristic polynomial is closely related with the Chebyshev polynomials of first and second kind. In addition, we…
Any associative bilinear multiplication on the set of n-by-n matrices over some field of characteristic not two, that makes the same vectors orthogonal and has the same trace as ordinary matrix multiplication, must be ordinary matrix…
The two matrix model is considered, with measure given by the exponential of a sum of polynomials in two different variables. It is shown how to derive a sequence of pairs of ``dual'' finite size systems of ODEs for the corresponding…
Dirichlet integrals and the associated Dirichlet statistical densities are widely used in various areas. Generalizations of Dirichlet integrals and Dirichlet models to matrix-variate cases, when the matrices are real symmetric positive…
Let $M$ be a $(2 \times n)$ non-generic matrix of linear forms in a polynomial ring. For large classes of such matrices, we compute the cohomological dimension (cd) and the arithmetical rank (ara) of the ideal $I_2(M)$ generated by the…
The notion of Ehrhart tensor polynomials, a natural generalization of the Ehrhart polynomial of a lattice polytope, was recently introduced by Ludwig and Silverstein. We initiate a study of their coefficients. In the vector and matrix…
There has recently been interest in relating properties of matrices drawn at random from the classical compact groups to statistical characteristics of number-theoretical L-functions. One example is the relationship conjectured to hold…
It has been observed that the statistical distribution of the eigenvalues of random matrices possesses universal properties, independent of the probability law of the stochastic matrix. In this article we find the correlation functions of…
Consider the product of $M$ quadratic random matrices with complex elements and no further symmetry, where all matrix elements of each factor have a Gaussian distribution. This generalises the classical Wishart-Laguerre Gaussian Unitary…
Many symmetric orthogonal polynomials $(P_n(x))_{n\in\mathbb{N}_0}$ induce a hypergroup structure on $\mathbb{N}_0$. The Haar measure is the counting measure weighted with $h(n):=1/\int_\mathbb{R}\!P_n^2(x)\,\mathrm{d}\mu(x)\geq1$, where…
We apply the bi-moment determinant method to compute a representation of the matrix product algebra -- a quadratic algebra satisfied by the operators $\mathbf{d}$ and $\mathbf{e}$ -- for the five parameter ($\alpha$, $\beta$, $\gamma$,…
We consider the singular value statistics of products of independent random matrices. In particular we compute the corresponding averages of products of characteristic polynomials. To this aim we apply the projection formula recently…
The value distribution of derivatives of characteristic polynomials of matrices from SO(N) is calculated at the point 1, the symmetry point on the unit circle of the eigenvalues of these matrices. We consider subsets of matrices from SO(N)…
The paper investigates the properties of certain biorthogonal polynomials appearing in a specific simultaneous Hermite-Pade' approximation scheme. Associated to any totally positive kernel and a pair of positive measures on the positive…
Various statistics on wreath products are defined via canonical words, "colored" right to left minima and "colored" descents. It is shown that refined counts with respect to these statistics have nice recurrence formulas of…
We consider the set $\mathcal{M}_n(\mathbb Z; H)$ of $n\times n$-matrices with integer elements of size at most $H$ and obtain a new upper bound on the number of matrices from $\mathcal{M}_n(\mathbb Z; H)$ with a given characteristic…
We construct an ensemble of correlation matrices from high-frequency foreign exchange market data, with one matrix for every day for 446 days. The matrices are symmetric and have vanishing diagonal elements after subtracting the identity…