Related papers: Surprising Pfaffian factorizations in Random Matri…
We investigate the eigenvalues statistics of ensembles of normal random matrices when their order N tends to infinite. In the model the eigenvalues have uniform density within a region determined by a simple analytic polynomial curve. We…
Rectangular real $N \times (N + \nu)$ matrices $W$ with a Gaussian distribution appear very frequently in data analysis, condensed matter physics and quantum field theory. A central question concerns the correlations encoded in the spectral…
Amitsur's formula, which expresses det(A+B) as a polynomial in coefficients of the characteristic polynomial of a matrix, is generalized for partial linearizations of the pfaffian of block matrices. As applications, in upcoming papers we…
We define a new diffusive matrix model converging towards the $\beta$ -Dyson Brownian motion for all $\beta\in [0,2]$ that provides an explicit construction of $\beta$-ensembles of random matrices that is invariant under the…
In this paper, we consider the problem of deriving new eigenvalue distributions of real-valued Wishart matrices that arises in many scientific and engineering applications. The distributions are derived using the tools from the theory of…
We consider four nontrivial ensembles involving Gaussian Wigner and Wishart matrices. These are relevant to problems ranging from multiantenna communication to random supergravity. We derive the matrix probability density, as well as the…
In this paper the kernel for the spectral correlation functions of the invariant chiral random matrix ensembles with real ($\beta =1$) and quaternion real ($\beta = 4$) matrix elements is expressed in terms of the kernel of the…
The integral of a function $f$ defined on a symmetric space $M \simeq G/K$ may be expressed in the form of a determinant (or Pfaffian), when $f$ is $K$-invariant and, in a certain sense, a tensor power of a positive function of a single…
We study Pfaffian random point fields by using the Moore-Dyson quaternion determinants. First, we give sufficient conditions that ensure that a self-dual quaternion kernel defines a valid random point field, and then we prove a CLT for…
Moments of secular and inverse secular coefficients, averaged over random matrices from classical groups, are related to the enumeration of non-negative matrices with prescribed row and column sums. Similar random matrix averages are…
We prove determinantal-Pfaffian formulae that simultaneously generalise the Pfaffian minor summation formula of Ishikawa and Wakayama and Byun's recent minor summation formula. These formulae are based on factorisation formulae for the…
The structure function of a random matrix ensemble can be specified as the covariance of the linear statistics $\sum_{j=1}^N e^{i k_1 \lambda_j}$, $\sum_{j=1}^N e^{-i k_2 \lambda_j}$ for Hermitian matrices, and the same with the eigenvalues…
The problem of finding a nontrivial factor of a polynomial f(x) over a finite field F_q has many known efficient, but randomized, algorithms. The deterministic complexity of this problem is a famous open question even assuming the…
We rederive in a simplified version the Lehmann-Sommers eigenvalue distribution for the Gaussian ensemble of asymmetric real matrices, invariant under real orthogonal transformations, as a basis for a detailed derivation of a Pfaffian…
We present several generalizations of Cauchy's determinant and Schur's Pfaffian by considering matrices whose entries involve some generalized Vandermonde determinants. Special cases of our formulae include previuos formulae due to S.Okada…
We compute exact asymptotic of the statistical density of random matrices belonging to the Generalized Gaussian orthogonal, unitary and symplectic ensembles such that there no eigenvalues in the interval $[\sigma, +\infty[$. In particular,…
We define transgressions of arbitrary order, with respect to families of unit-vector fields indexed by a polytope, for the Pfaffian of metric connections for semi-Riemannian metrics on vector bundles. We apply this formula to compute the…
We adapt the Faddeev-LeVerrier algorithm for the computation of characteristic polynomials to the computation of the Pfaffian of a skew-symmetric matrix. This yields a very simple, easy to implement and parallelize algorithm of…
We show in this paper that after proper scalings, the characteristic polynomial of a random unitary matrix converges almost surely to a random analytic function whose zeros, which are on the real line, form a determinantal point process…
Consider a symmetric (finite) matrix ensemble, with a certain probability distribution. What is the probability that the spectrum belongs to a certain interval or union of intervals on the real line? In this paper, we show that, upon…