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It is shown that the correlation functions of the random variables $\det(\lambda - X)$, in which $X$ is a real symmetric $ N\times N$ random matrix, exhibit universal local statistics in the large $N$ limit. The derivation relies on an…

Mathematical Physics · Physics 2009-11-07 E. Brezin , S. Hikami

For a natural extension of the circular unitary ensemble of order n, we study as n tends to infinity, the asymptotic behavior of the sequence of orthogonal polynomials with respect to the spectral measure. The last term of this sequence is…

Probability · Mathematics 2013-02-27 Joseph Najnudel , Ashkan Nikeghbali , Alain Rouault

Motivated by the recent work on asymptotic independence relations for random matrices with non-commutative entries, we investigate the limit distribution and independence relations for large matrices with identically distributed and Boolean…

Operator Algebras · Mathematics 2017-12-13 Mihai Popa , Zhiwei Hao

We introduce and study the Weingarten calculus for centered random permutation matrices in the symmetric group S_N. After presenting a formulation of the Weingarten calculus on the symmetric group, we derive a formula in the centered case,…

Probability · Mathematics 2026-05-12 Benoît Collins , Manasa Nagatsu

We consider a general class of random matrices whose entries are centred random variables, independent up to a symmetry constraint. We establish precise high-probability bounds on the averages of arbitrary monomials in the resolvent matrix…

Probability · Mathematics 2015-06-05 Laszlo Erdos , Antti Knowles , Horng-Tzer Yau

We initiate the study of limit shapes for random permutations avoiding a given pattern. Specifically, for patterns of length 3, we obtain delicate results on the asymptotics of distributions of positions of numbers in the permutations. We…

Combinatorics · Mathematics 2013-12-02 Sam Miner , Igor Pak

The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…

Probability · Mathematics 2021-03-18 Arup Bose , Koushik Saha , Arusharka Sen , Priyanka Sen

Using the diagrammatic approach to integrals over Gaussian random matrices, we find a representation for polynomial Lie group integrals as infinite sums over certain maps on surfaces. The maps involved satisfy a specific condition: they…

Mathematical Physics · Physics 2021-07-14 Marcel Novaes

In this paper, we present a new method via the transfer matrix approach to obtain asymptotic formulae of orthogonal polynomials with asymptotically identical coefficients of bounded variation. We make use of the hyperbolicity of the…

Classical Analysis and ODEs · Mathematics 2011-03-31 Manwah Lilian Wong

In this paper we consider random block matrices, which generalize the general beta ensembles, which were recently investigated by Dumitriu and Edelmann (2002, 2005). We demonstrate that the eigenvalues of these random matrices can be…

Probability · Mathematics 2008-09-29 Holger Dette , Bettina Reuther

We compute correlation functions of inverse powers and ratios of characteristic polynomials for random matrix models with complex eigenvalues. Compact expressions are given in terms of orthogonal polynomials in the complex plane as well as…

Mathematical Physics · Physics 2011-07-19 G. Akemann , A. Pottier

Phylogenetic models have polynomial parametrization maps. For symmetric group-based models, Matsen studied the polynomial inequalities that characterize the joint probabilities in the image of these parametrizations. We employ this…

Populations and Evolution · Quantitative Biology 2017-08-18 Dimitra Kosta , Kaie Kubjas

This note presents absolute bounds on the size of the coefficients of the characteristic and minimal polynomials depending on the size of the coefficients of the associated matrix. Moreover, we present algorithms to compute more precise…

Symbolic Computation · Computer Science 2011-11-10 Jean-Guillaume Dumas

Motivated by finding analogues of elliptic curve point counting techniques, we introduce one deterministic and two new Monte Carlo randomized algorithms to compute the characteristic polynomial of a finite rank-two Drinfeld module. We…

Symbolic Computation · Computer Science 2019-07-31 Yossef Musleh , Éric Schost

We investigate a family of permutation polynomials of finite fields of characteristic 2. Through a connection between permutation polynomials and quadratic forms, a general treatment is presented to characterize these permutation…

Number Theory · Mathematics 2025-07-01 Ruikai Chen

Exact evaluation of $<{\rm Tr} S^p>$ is here performed for real symmetric matrices $S$ of arbitrary order $n$, up to some integer $p$, where the matrix entries are independent identically distributed random variables, with an arbitrary…

Statistical Mechanics · Physics 2009-11-10 Giovanni M. Cicuta

We study the asymptotic distribution of level crossings for random matrix pencils A_n+\lambda B_n in several ensembles, including complex and real i.i.d. matrices and Gaussian/Hermitian settings. We derive a representation of the normalized…

Mathematical Physics · Physics 2026-04-29 B. Shapiro

Given a word $w(x_{1},\ldots,x_{r})$, i.e., an element in the free group on $r$ elements, and an integer $d\geq1$, we study the characteristic polynomial of the random matrix $w(X_{1},\ldots,X_{r})$, where $X_{i}$ are Haar-random…

Probability · Mathematics 2025-07-30 Nir Avni , Itay Glazer

We compute the limit distribution of partial transposes (when both the number and the size of blocks tends to infinity) for a large class of ensembles of unitarily invariant random matrices. Furthermore, it is shown the asymptotic freeness…

Probability · Mathematics 2024-05-28 James A. Mingo , Mihai Popa

We provide a framework for studying randomly coloured point sets in a locally compact, second-countable space on which a metrisable unimodular group acts continuously and properly. We first construct and describe an appropriate dynamical…

Dynamical Systems · Mathematics 2019-08-15 Peter Müller , Christoph Richard