Related papers: Derivative moments for characteristic polynomials …
Let $\Lambda_X(s)=\det(I-sX^{\dagger})$ be the characteristic polynomial of a Haar distributed unitary matrix $X$. It is believed that the distribution of values of $\Lambda_X(s)$ model the distribution of values of the Riemann…
The purpose of this article is to study the eigenvalues $u_1^{\, t}=e^{it\theta_1},\dots,u_N^{\,t}=e^{it\theta_N}$ of $U^t$ where $U$ is a large $N\times N$ random unitary matrix and $t>0$. In particular we are interested in the typical…
We consider irreversible Markov chains on finite commutative rings randomly generated using both addition and multiplication. We restrict ourselves to the case where the addition is uniformly random and multiplication is arbitrary. We first…
We give an analytic proof of the asymptotic behaviour of the moments of moments of the characteristic polynomials of random symplectic and orthogonal matrices. We therefore obtain alternate, integral expressions for the leading order…
In this paper, we determine the sixth moment of the determinant of an asymmetric $n \times n$ random matrix where the entries are drawn independently from an arbitrary distribution $\Omega$ with mean $0$. Furthermore, we derive the…
In this paper we calculate, in the large N limit, the eigenvalue density of an infinite product of random unitary matrices, each of them generated by a random hermitian matrix. This is equivalent to solving unitary diffusion generated by a…
For a permutation $\pi$, and the corresponding permutation matrix, we introduce the notion of {\em discrete derivative}, obtained by taking differences of successive entries in $\pi$. We characterize the possible derivatives of…
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…
Using combinatorial techniques, we derive a recurrence identity that expresses an exponential power sum with negative powers in terms of another exponential power sum with positive powers. Consequently, we derive a formula for the power sum…
From an identity connecting a combinatorial sum and Legendre polynomials, we derive closed forms for a number of combinatorial sums. Some of them are obtained via results about the integrals of functions associated with Legendre…
This article deals with the computation of the characteristic polynomial of dense matrices over small finite fields and over the integers. We first present two algorithms for the finite fields: one is based on Krylov iterates and Gaussian…
We show the density of eigenvalues for three classes of random matrix ensembles is determinantal. First we derive the density of eigenvalues of product of $k$ independent $n\times n$ matrices with i.i.d. complex Gaussian entries with a few…
We show that the maximum moments of the sum of independent positive semidefinite random matrices with given norm upper bounds and norms of expectations is attained when all the random matrices are the multiplications of certain random…
Edgeworth-type expansions for convolutions of probability densities and powers of the characteristic functions with non-uniform error terms are established for i.i.d. random variables with finite (fractional) moments of order $s \geq 2$,…
The aim of this paper is to present a systematic method for computing moments of matrix elements taken from circular orthogonal ensembles (COE). The formula is given as a sum of Weingarten functions for orthogonal groups but the technique…
We calculate, for a branching random walk $X_n(l)$ to a leaf $l$ at depth $n$ on a binary tree, the positive integer moments of the random variable $\frac{1}{2^{n}}\sum_{l=1}^{2^n}e^{2\beta X_n(l)}$, for $\beta\in\mathbb{R}$. We obtain…
In classical random matrix theory the Gaussian and chiral Gaussian random matrix models with a source are realized as shifted mean Gaussian, and chiral Gaussian, random matrices with real $(\beta = 1)$, complex ($\beta = 2)$ and real…
We investigate the implications of free probability for random matrices. From rules for calculating all possible joint moments of two free random matrices, we develop a notion of partial freeness which is quantified by the breakdown of…
Polynomial ensembles are determinantal point processes associated with (non necessarily orthogonal) projections onto polynomial subspaces. The aim of this survey article is to put forward the use of recurrence coefficients to obtain the…
We give deterministic polynomial-time algorithms that, given an order, compute the primitive idempotents and determine a set of generators for the group of roots of unity in the order. Also, we show that the discrete logarithm problem in…