Related papers: Derivative moments for characteristic polynomials …
Diaconis and Gamburd computed moments of secular coefficients in the CUE ensemble. We use the characteristic map to give a new combinatorial proof of their result. We also extend their computation to moments of traces of symmetric powers,…
We study the characteristic polynomial $p_{n}(x)=\prod_{j=1}^{n}(|z_{j}|-x)$ where the $z_{j}$ are drawn from the Mittag-Leffler ensemble, i.e. a two-dimensional determinantal point process which generalizes the Ginibre point process. We…
We demonstrate the convergence of the characteristic polynomial of several random matrix ensembles to a limiting universal function, at the microscopic scale. The random matrix ensembles we treat are classical compact groups and the…
We evaluate averages involving characteristic polynomials, inverse characteristic polynomials and ratios of characteristic polynomials for a $N\times N$ random matrix taken from a $L$-deformed Chiral Gaussian Unitary Ensemble with an…
We study the characteristic polynomial of random permutation matrices following some measures which are invariant by conjugation, including Ewens' measures which are one-parameter deformations of the uniform distribution on the permutation…
We calculate the autocorrelation functions (or shifted moments) of the characteristic polynomials of matrices drawn uniformly with respect to Haar measure from the groups U(N), O(2N) and USp(2N). In each case the result can be expressed in…
We obtain a combinatorial formula for the positive integer moments of the partition function of the $C\beta E_{N}$ field, or equivalently the moments of the moments of the characteristic polynomial of the $C\beta E_{N}$ ensemble. We then…
Using the ratios theorems, we calculate the leading order terms in $N$ for the following averages of the characteristic polynomial and its derivative: $\left< \left|\Lambda_A(1 )\right| ^{r} \frac{ \Lambda_A'(\mathrm{e}^{\mathrm{i} \phi})…
We uncover a hidden Gaussian ensemble inside each of the three circular ensembles of random matrices, which provide novel diagrammatic rules for the calculation of moments. The matrices involved are generic complex for $\beta=2$, complex…
The paper is concerned with the correlation functions of the characteristic polynomials of random matrices with independent complex entries. We investigate how the asymptotic behavior of the correlation functions depends on the second…
In this paper, using techniques developed in our earlier works on the theory of mod-Gaussian convergence, we prove precise moderate and large deviation results for the logarithm of the characteristic polynomial of a random unitary matrix.…
This paper proves that the characteristic polynomial is a complete unitary invariant for pairs of projection matrices. Some special cases involving three or more projections are also considered.
We consider a family of character sums as multiplicative analogues of Kloosterman sums. Using Gauss sums, Jacobi sums and Deligne's bound for hyper-Kloosterman sums, we establish asymptotic formulae for any real (positive) moments of the…
There are several methods to treat ensembles of random matrices in symmetric spaces, circular matrices, chiral matrices and others. Orthogonal polynomials and the supersymmetry method are particular powerful techniques. Here, we present a…
We generally study the density of eigenvalues in unitary ensembles of random matrices from the recurrence coefficients with regularly varying conditions for the orthogonal polynomials. First we calculate directly the moments of the density.…
We generalize the differential dimension polynomial from prime differential ideals to characterizable differential ideals. Its computation is algorithmic, its degree and leading coefficient remain differential birational invariants, and it…
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…
The explicit double sum for the associated Laguerre polynomials is derived combinatorially. The moments are described using certain statistics on permutations and permutation tableaux. Another derivation of the double sum is provided using…
Using a probabilistic approach, we derive some interesting combinatorial identities involving gamma and beta functions. These results generalize certain well-known combinatorial identities involving binomial coefficients and special…
In this paper, we investigate the extremal values of (the logarithm of) the characteristic polynomial of a random unitary matrix whose spectrum is distributed according the Circular Beta Ensemble (C$\beta$E). More precisely, if $X_n$ is…