Related papers: Surprising Pfaffian factorizations in Random Matri…
We continue to study the squared Frobenius norm of a submatrix of a $n \times n$ random unitary matrix. When the choice of the submatrix is deterministic and its size is $[ns] \times [nt]$, we proved in a previous paper that, after…
Nonlinear statistics (i.e. statistics of permanents) on the eigenvalues of invariant random matrix models are considered for the three Dyson's symmetry classes $\beta=1,2,4$. General formulas in terms of hyperdeterminants are found for…
The aim of this note is to estimate the tail of the distribution of the number of particles in an interval under determinantal and Pfaffian point processes. The main result of the note is that the square of the number of particles under the…
We show that correlation matrices with particular average and variance of the correlation coefficients have a notably restricted spectral structure. Applying geometric methods, we derive lower bounds for the largest eigenvalue and the…
The spectra of empirical correlation matrices, constructed from multivariate data, are widely used in many areas of sciences, engineering and social sciences as a tool to understand the information contained in typically large datasets. In…
We prove universality at the edge of the spectrum for unitary (beta=2), orthogonal (beta=1) and symplectic (beta=4) ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial,…
We analyze statistical properties of complex eigenvalues of random matrices $\hat{A}$ close to unitary. Such matrices appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with…
A sum of a large-dimensional random matrix polynomial and a fixed low-rank matrix polynomial is considered. The main assumption is that the resolvent of the random polynomial converges to some deterministic limit. A formula for the limit of…
In this paper we consider pentadiagonal $(n+1)\times(n+1)$ matrices with two subdiagonals and two superdiagonals at distances $k$ and $2k$ from the main diagonal where $1\le k<2k\le n$. We give an explicit formula for their determinants and…
The notion of containment and avoidance provides a natural partial ordering on set partitions. Work of Sagan and of Goyt has led to enumerative results in avoidance classes of set partitions, which were refined by Dahlberg et al. through…
Polynomial ensembles are a sub-class of probability measures within determinantal point processes. Examples include products of independent random matrices, with applications to Lyapunov exponents, and random matrices with an external…
The Freud ensemble of random matrices is the unitary invariant ensemble corresponding to the weight $\exp(-n |x|^{\beta})$, $\beta>0$, on the real line. We consider the local behaviour of eigenvalues near zero, which exhibits a transition…
Beta ensembles on the real line with three classical weights (Gaussian, Laguerre and Jacobi) are now realized as the eigenvalues of certain tridiagonal random matrices. The paper deals with beta Jacobi ensembles, the type with the Jacobi…
Ensembles of complex symmetric, and complex self dual random matrices are known to exhibit local statistical properties distinct from those of the non-Hermitian Ginibre ensembles. On the other hand, in distinction to the latter, the joint…
We find a wide class of Levy-Loewner evolutions for which the value of integral means beta-spectrum $\beta(q)$ at $q=2$ is the maximal real eigenvalue of a three-diagonal matrix. The second moments of derivatives of corresponding conformal…
Let R be a commutative ring with 1. For every homogeneous polynomial f(X_0,X_1,X_2) in R[X_0,X_1,X_2] of degree d <= 25, we find a explicit linear Pfaffian R-representation of f. We describe an empirical method that leads us to find such…
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…
1. A standard Gaussian random matrix has full rank with probability 1 and is well-conditioned with a probability quite close to 1 and converging to 1 fast as the matrix deviates from square shape and becomes more rectangular. 2. If we…
Examples of the $\beta$-Jacobi ensemble specify the joint distribution of the transmission eigenvalues in scattering problems. In this context, there has been interest in the distribution of the trace, as the trace corresponds to the…
We generalise well-known integrals of Ingham-Siegel and Fisher-Hartwig type over the unitary group $U(N)$ with respect to Haar measure, for finite $N$ and including fixed external matrices. When depending only on the eigenvalues of the…