Related papers: Average characteristic polynomials in the two-matr…
We investigate the product of $n$ complex non-Hermitian, independent random matrices, each of size $N\times N$ in the class of elliptic matrices, with independent identically distributed entries. The joint probability distribution of the…
We give asymptotic formulae for random matrix averages of derivatives of characteristic polynomials over the groups USp(2N), SO(2N) and O^-(2N). These averages are used to predict the asymptotic formulae for moments of derivatives of…
We continue investigating spectral properties of a Hermitised random matrix product, which, contrary to previous product ensembles, allows for eigenvalues on the full real line. When a GUE matrix with an external source is involved, we…
Denoting by $P_N(A,\theta)=\det(I-Ae^{-i\theta})$ the characteristic polynomial on the unit circle in the complex plane of an $N\times N$ random unitary matrix $A$, we calculate the $k$th moment, defined with respect to an average over…
We study the hermitean and normal two matrix models in planar approximation for an arbitrary number of eigenvalue supports. Its planar graph interpretation is given. The study reveals a general structure of the underlying analytic complex…
We consider the logarithm of the characteristic polynomial of random permutation matrices, evaluated on a finite set of different points. The permutations are chosen with respect to the Ewens distribution on the symmetric group. We show…
We compute two parametric determinants in which rows and columns are indexed by compositions, where in one determinant the entries are products of binomial coefficients, while in the other the entries are products of powers. These results…
Character polynomials are used to study the restriction of a polynomial representation of a general linear group to its subgroup of permutation matrices. A simple formula is obtained for computing inner products of class functions given by…
We study the chiral two-matrix model with polynomial potential functions $V$ and $W$, which was introduced by Akemann, Damgaard, Osborn and Splittorff. We show that the squared singular values of each of the individual matrices in this…
We consider the biorthogonal polynomials associated to the two-matrix model where the eigenvalue distribution has potentials V_1,V_2 with arbitrary rational derivative and whose supports are constrained on an arbitrary union of intervals…
We compute all massive partition functions or characteristic polynomials and their complex eigenvalue correlation functions for non-Hermitean extensions of the symplectic and chiral symplectic ensemble of random matrices. Our results are…
Hamiltonian matrices appear in a variety or problems in physics and engineering, mostly related to the time evolution of linear dynamical systems as for instance in ion beam optics. The time evolution is given by symplectic transfer…
We consider the two matrix model with an even quartic potential W(y)=y^4/4+alpha y^2/2 and an even polynomial potential V(x). The main result of the paper is the formulation of a vector equilibrium problem for the limiting mean density for…
In this paper, we extend the Chen and Moore determinants of quaternion Hermitian} matrices to dual quaternion Hermitian matrices. We show the Chen determinant of dual quaternion Hermitian {matrices is invariant under addition, switching,…
We consider biorthogonal polynomials that arise in the study of a generalization of two--matrix Hermitian models with two polynomial potentials V_1(x), V_2(y) of any degree, with arbitrary complex coefficients. Finite consecutive…
This preprint is the introduction of my habilitation thesis for Paris7 university. It is a sumary of a collection of works on the 2 matrix model. In an introduction, 3 different and unequivalent definitions of matrix models are given…
We show the convergence of the characteristic polynomial for random permutation matrices sampled from the generalized Ewens distribution. Under this distribution, the measure of a given permutation depends only on its cycle structure,…
A new class of bivariate poly-analytic Hermite polynomials is considered. We show that they are realizable as the Fourier-Wigner transform of the univariate complex Hermite functions and form a nontrivial orthogonal basis of the classical…
A very elementary model of a single positive hermitian random matrix coupled to an external matrix is defined and studied. Expanding the exact effective action around its classical solution leads to the ``quantum Penner action'', from which…
Effective computation of resultants is a central problem in elimination theory and polynomial system solving. Commonly, we compute the resultant as a quotient of determinants of matrices and we say that there exists a determinantal formula…