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Recent work of Belinschi, Mai and Speicher resulted in a general algorithm to calculate the distribution of any selfadjoint polynomial in free variables. Since many classes of independent random matrices become asymptotically free if the…

Operator Algebras · Mathematics 2015-10-28 Roland Speicher

We consider sequences of polynomials that satisfy differential-difference recurrences. Polynomials satisfying such recurrences frequently appear as generating polynomials of integer valued random variables that are of interest in discrete…

Combinatorics · Mathematics 2024-03-07 Paweł Hitczenko

Symmetry is a cornerstone of much of mathematics, and many probability distributions possess symmetries characterized by their invariance to a collection of group actions. Thus, many mathematical and statistical methods rely on such…

Statistics Theory · Mathematics 2023-10-23 Adam B Kashlak

We introduce a theory of probability in $\lambda$-rings designed to efficiently describe random variables valued in multisets of complex numbers, varieties over a field, or other similar enriched settings. A key role is played by the…

Number Theory · Mathematics 2025-06-10 Sean Howe

We show that the linear coefficient of the Ehrhart polynomial of a matroid base polytope evaluated at $t-1$ is equal to, up to normalization, the $\beta$-invariant of the matroid. This yields a lattice-point counting formula for the…

We develop an algorithm for sampling from the unitary invariant random matrix ensembles. The algorithm is based on the representation of their eigenvalues as a determinantal point process whose kernel is given in terms of orthogonal…

Mathematical Physics · Physics 2014-04-02 Sheehan Olver , Raj Rao Nadakuditi , Thomas Trogdon

We study characteristic polynomials of symmetric matrices with entries ${i+j\choose i}$ the binomial coefficients, over finite fields.

Number Theory · Mathematics 2007-05-23 Roland Bacher , Robin Chapman

A t by n random matrix A is formed by sampling n independent random column vectors, each containing t components. The random Gram matrix of size n, G_n, contains the dot products between all pairs of column vectors in the randomly generated…

Probability · Mathematics 2013-09-11 Jacob G. Martin , E. Rodney Canfield

In this paper we deduce a universal result about the asymptotic distribution of roots of random polynomials, which can be seen as a complement to an old and famous result of Erdos and Turan. More precisely, given a sequence of random…

Complex Variables · Mathematics 2014-01-14 C. P. Hughes , A. Nikeghbali

Let $A_n$ be the sum of $d$ permutation matrices of size $n\times n$, each drawn uniformly at random and independently. We prove that the normalized characteristic polynomial $\frac{1}{\sqrt{d}}\det(I_n - z A_n/\sqrt{d})$ converges when…

Probability · Mathematics 2023-07-28 Simon Coste , Gaultier Lambert , Yizhe Zhu

We explore the asymptotic behavior of the centroids of random polygons constructed from regular polygons with vertices on the unit circle by extending the rays so that their lengths form a random permutation of the first (n) integers.…

Probability · Mathematics 2024-07-17 Thorsten Neuschel

We define a class of random matrix ensembles that pertain to random looped polymers. Such random looped polymers are a possible model for bio-polymers such as chromatin in the cell nucleus. It is shown that the distribution of the largest…

Statistical Mechanics · Physics 2009-04-16 Dieter W. Heermann , Manfred Bohn

We prove that when suitably normalized, small enough powers of the absolute value of the characteristic polynomial of random Hermitian matrices, drawn from one-cut regular unitary invariant ensembles, converge in law to Gaussian…

Probability · Mathematics 2017-09-19 Nathanaël Berestycki , Christian Webb , Mo Dick Wong

We prove a central limit theorem for the logarithm of the characteristic polynomial of random Jacobi matrices. Our results cover the G$\beta$E models for $\beta>0$.

Probability · Mathematics 2023-02-17 Fanny Augeri , Raphael Butez , Ofer Zeitouni

We prove the Central Limit Theorem for the number of eigenvalues near the spectrum edge for hermitian ensembles of random matrices. To derive our results, we use a general theorem, essentially due to Costin and Lebowitz, concerning the…

Mathematical Physics · Physics 2007-05-23 Alexander B. Soshnikov

We use techniques from finite free probability to analyze matrix processes related to eigenvalues, singular values, and generalized singular values of random matrices. The models we use are quite basic and the analysis consists entirely of…

Probability · Mathematics 2022-05-03 Adam W. Marcus

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…

Probability · Mathematics 2009-09-08 Alexei M. Veneziani , Tiago Pereira , Domingos H. U. Marchetti

We relate the distribution of eigenvalues of a random symmetric matrix in the Gaussian Orthogonal Ensemble to the distribution of critical values of a random linear combination of eigenfunctions of the Laplacian on a compact Riemann…

Differential Geometry · Mathematics 2014-03-18 Liviu I. Nicolaescu

We study the 'critical moments' of subcritical Gaussian multiplicative chaos (GMCs) in dimensions $d \leq 2$. In particular, we establish a fully explicit formula for the leading order asymptotics, which is closely related to large…

Probability · Mathematics 2023-08-02 Jonathan P. Keating , Mo Dick Wong

Asymptotic properties of a vector of length power functionals of random geometric graphs are investigated. More precisely, its asymptotic covariance matrix is studied as the intensity of the underlying homogeneous Poisson point process…

Probability · Mathematics 2022-07-13 Matthias Reitzner , Tim Römer , Mandala von Westenholz