Related papers: Multivariate Fuss-Narayana polynomials and their a…
This paper will be devoted to study weighted (deformed) free Poisson random variables from the viewpoint of orthogonal polynomials and statistics of non-crossing partitions. A family of weighted (deformed) free Poisson random variables will…
Denoting by $P_N(A,\theta)=\det(I-Ae^{-i\theta})$ the characteristic polynomial on the unit circle in the complex plane of an $N\times N$ random unitary matrix $A$, we calculate the $k$th moment, defined with respect to an average over…
We study the limiting spectral distribution of large-dimensional sample covariance matrices associated with symmetric random tensors formed by $\binom{n}{d}$ different products of $d$ variables chosen from $n$ independent standardized…
Based on a theorem of Bergman we show that multivariate noncommutative polynomial factorization is deterministic polynomial-time reducible to the factorization of bivariate noncommutative polynomials. More precisely, we show the following:…
Consider a strong Markov process in continuous time, taking values in some Polish state space. Recently, Douc, Fort and Guillin (2009) introduced verifiable conditions in terms of a supermartingale property implying an explicit control of…
We investigate the probability that a random polynomial with independent, mean-zero and finite variance coefficients has no real zeros. Specifically, we consider a random polynomial of degree $2n$ with coefficients given by an i.i.d.…
In this paper, we study the partial bi-free $S$-transform of a pair $(a,b)$ of random variables, and the $S$-transform of the $2\times 2$ matrix-valued random variable $\left(\begin{matrix}a&0\\0&b\end{matrix}\right)$ associated with…
We investigate the process of eigenvalues of a fractional Wishart process defined as N=B*B, where B is a matrix fractional Brownian motion recently studied by Nualart and P\'erez-Abreu. Using stochastic calculus with respect to the Young…
We consider sample covariance matrices of the form $X^*X$, where $X$ is an $M \times N$ matrix with independent random entries. We prove the isotropic local Marchenko-Pastur law, i.e. we prove that the resolvent $(X^* X - z)^{-1}$ converges…
The aim of this paper is to give fine asymptotics for random variables with moments of Gamma type. Among the examples we consider are random determinants of Laguerre and Jacobi beta ensembles with varying dimensions (the number of observed…
In this note we give a combinatorial and non-computational proof of the asymptotics of the integer moments of the moments of the characteristic polynomials of Haar distributed unitary matrices as the size of the matrix goes to infinity.…
Let $W_N(\beta) = \mathrm{E}_0\left[e^{ \sum_{n=1}^N \beta\omega(n,S_n) - N\beta^2/2}\right]$ be the partition function of a two-dimensional directed polymer in a random environment, where $\omega(i,x), i\in \mathbb{Z}_+, x\in \mathbb{Z}^2$…
We obtain factorial moment identities for the Charlier, Meixner and Krawtchouk orthogonal polynomial ensembles. Building on earlier results by Ledoux [Elect. J. Probab. 10, (2005)], we find hypergeometric representations for the factorial…
Several well-known results from the random matrix theory, such as Wigner's law and the Marchenko--Pastur law, can be interpreted (and proved) in terms of non-backtracking walks on a certain graph. Orthogonal polynomials with respect to the…
Squared singular values of a product of s square random Ginibre matrices are asymptotically characterized by probability distribution P_s(x), such that their moments are equal to the Fuss-Catalan numbers or order s. We find a representation…
We study products of functions evaluated at self-adjoint polynomials in deterministic matrices and independent Wigner matrices; we compute the deterministic approximations of such products and control the fluctuations. We focus on…
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…
We calculate exactly the first cumulants of the free energy of a directed polymer in a random medium for the geometry of a cylinder. By using the fact that the n-th moment <Z^n> of the partition function is given by the ground state energy…
Multivariate orthogonal polynomials can be introduced by using a moment functional defined on the linear space of polynomials in several variables with real coefficients. We study the so-called Uvarov and Christoffel modifications obtained…
In this paper, we are interested in the moments of the characteristic polynomial $Z_n(x)$ of the $n\times n$ permutation matrices with respect to the uniform measure. We use a combinatorial argument to write down the generating function of…