Related papers: Summing free unitary random matrices

Data sets in the form of binary matrices are ubiquitous across scientific domains, and researchers are often interested in identifying and quantifying noteworthy structure. One approach is to compare the observed data to that which might be…

Starting with a quaternion difference equation with boundary conditions, a parameterized sequence which is complete in finite dimensional quaternion Hilbert space is derived. By employing the parameterized sequence as the kernel of discrete…

Let $A$ be a permutation invariant random matrix and $B$ another random matrix. We give a quantitative bound on the difference between the diagonal of the resolvent of $A+B$ and the diagonal of the resolvent of the free sum with…

We consider a class of rotationally invariant unitary random matrix ensembles where the eigenvalue density falls off as an inverse power law. Under a new scaling appropriate for such power law densities (different from the scaling required…

In this paper, we consider the addition of two matrices in generic position, namely A + U BU * , where U is drawn under the Haar measure on the unitary or the orthogonal group. We show that, under mild conditions on the empirical spectral…

Using large $N$ arguments, we propose a scheme for calculating the two-point eigenvector correlation function for non-normal random matrices in the large $N$ limit. The setting generalizes the quaternionic extension of free probability to…

The value of spectral form factor at the origin, called level compressibility, is an important characteristic of random spectra. The paper is devoted to analytical calculations of this quantity for different random unitary matrices…

A non-Hermitean extension of paradigmatic Wishart random matrices is introduced to set up a theoretical framework for statistical analysis of (real, complex and real quaternion) stochastic time series representing two "remote" complex…

We derive exact analytic expressions for the distributions of eigenvalues and singular values for the product of an arbitrary number of independent rectangular Gaussian random matrices in the limit of large matrix dimensions. We show that…

One of the main applications of free probability is to show that for appropriately chosen independent copies of $d$ random matrix models, any noncommutative polynomial in these $d$ variables has a spectral distribution that converges…

Recently, the joint probability density functions of complex eigenvalues for products of independent complex Ginibre matrices have been explicitly derived as determinantal point processes. We express truncated series coming from the…

We obtain correction terms to the large N asymptotic expansions of the eigenvalue density for the Gaussian unitary and Laguerre unitary ensembles of random N by N matrices, both in the bulk of the spectrum and near the spectral edge. This…

Using the results on the $1/n$-expansion of the Verblunsky coefficients for a class of polynomials orthogonal on the unit circle with $n$ varying weight, we prove that the local eigenvalue statistic for unitary matrix models is independent…

We use a matrix central-limit theorem which makes the Gaussian Unitary Ensemble appear as a limit of the Laguerre Unitary Ensemble together with an observation due to Johansson in order to derive new representations for the eigenvalues of…

We develop a simple algorithm to generate random variables described by densities equaling squared Hermite functions. As an application, we show how to generate a randomly chosen eigenvalue of a matrix from the Gaussian Unitary Ensemble…

This thesis reviews recent progress on products of random matrices from the perspective of exactly solved Gaussian random matrix models. We derive exact formulae for the correlation functions for the eigen- and singular values at arbitrary…

We consider fluctuations of the largest eigenvalues of the random matrix model $A+UBU^{*}$ where $A$ and $B$ are $N \times N$ deterministic Hermitian (or symmetric) matrices and $U$ is a Haar-distributed unitary (or orthogonal) matrix. We…

Motivated by the asymptotic collective behavior of random and deterministic matrices, we propose an approximation (called "free deterministic equivalent") to quite general random matrix models, by replacing the matrices with operators…

This is the first of two papers devoted to the proof of conformal invariance of the critical double random current model on the square lattice. More precisely, we show the convergence of loop ensembles obtained by taking the cluster…

In this paper, we propose a probabilistic approach to the study of the characteristic polynomial of a random unitary matrix. We recover the Mellin Fourier transform of such a random polynomial, first obtained by Keating and Snaith, using a…