Related papers: The Characteristic Polynomial of a Random Permutat…

We describe the limit (for two topologies) of large uniform random square permutations, i.e., permutations where every point is a record. The starting point for all our results is a sampling procedure for asymptotically uniform square…

We study the asymptotics of representations of a fixed compact Lie group. We prove that the limit behavior of a sequence of such representations can be described in terms of certain random matrices; in particular operations on…

We give a simpler proof of an earlier result giving an asymptotic estimate for the number of integral matrices, in large balls, with a given monic integral irreducible polynomial as their common characteristic polynomial. The proof uses…

There has recently been interest in relating properties of matrices drawn at random from the classical compact groups to statistical characteristics of number-theoretical L-functions. One example is the relationship conjectured to hold…

Conditionally on the Riemann hypothesis for certain Dedekind zeta functions, we show that the characteristic polynomial of a class of random tridiagonal matrices of large dimension is irreducible, with probability exponentially close to…

Hambly, Keevash, O'Connell and Stark have proven a central limit theorem for the characteristic polynomial of a permutation matrix with respect to the uniform measure on the symmetric group. We generalize this result in several ways. We…

We investigate the asymptotic properties of permutations drawn from the Luce model, a natural probabilistic framework in which permutations are generated sequentially by sampling without replacement, with selection probabilities…

We study limit distributions of independent random matrices as well as limit joint distributions of their blocks under normalized partial traces composed with classical expectation. In particular, we are concerned with the ensemble of…

In this paper, we propose linear maps over the space of all polynomials $f(x)$ in $\mathbb{F}_q[x]$ that map $0$ to itself, through their evaluation map. Properties of these linear maps throw up interesting connections with permutation…

We investigate the average characteristic polynomial $\mathbb E\big[\prod_{i=1}^N(z-x_i)\big] $ where the $x_i$'s are real random variables which form a determinantal point process associated to a bounded projection operator. For a subclass…

In this paper, we study random matrix models which are obtained as a non-commutative polynomial in random matrix variables of two kinds: (a) a first kind which have a discrete spectrum in the limit, (b) a second kind which have a joint…

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…

We study the special case of $n\times n$ 1D Gaussian Hermitian random band matrices, when the covariance of the elements is determined by $J=(-W^2\triangle+1)^{-1}$. Assuming that the band width $W\ll \sqrt{n}$, we prove that the limit of…

Using asymptotics of Toeplitz+Hankel determinants, we establish formulae for the asymptotics of the moments of the moments of the characteristic polynomials of random orthogonal and symplectic matrices, as the matrix-size tends to infinity.…

In this paper we consider Wigner random matrices -- symmetric n by n random matrices whose entries are independent identically distributed real random variables. We prove that the probability distribution of one or several eigenvalues close…

In various areas of applied numerics, the problem of calculating the logarithm of a matrix A emerges. Since series expansions of the logarithm usually do not converge well for matrices far away from the identity, the standard numerical…

We discuss a method of the asymptotic computation of moments of the normalized eigenvalue counting measure of random matrices of large order. The method is based on the resolvent identity and on some formulas relating expectations of…

We consider random hermitian matrices in which distant above-diagonal entries are independent but nearby entries may be correlated. We find the limit of the empirical distribution of eigenvalues by combinatorial methods. We also prove that…

We consider the asymptotics of the second-order correlation function of the characteristic polynomial of a random matrix. We show that the known result for a random matrix from the Gaussian Unitary Ensemble essentially continues to hold for…

We prove that the expectation of the logarithm of the condition number of each of the zeros of the characteristic polynomial of a complex standard Gaussian matrix is ${\Omega}(n)$. This may provide an explanation for the common wisdom in…