Related papers: The Beta-Wishart Ensemble
The main object of this paper is to present generalizations of gamma, beta and hypergeometric functions. Some recurrence relations, transformation formulas, operation formulas and integral representations are obtained for these new…
We primarily investigate the properties of characteristic polynomials of semimatroids. In particular, we provide a combinatorial interpretation of their coefficients, generalizing the Whitney's Broken Circuit Theorem. We also prove that the…
We study the scaling limit of the rank-one truncation of various beta ensemble generalizations of classical unitary/orthogonal random matrices: the circular beta ensemble, the real orthogonal beta ensemble, and the circular Jacobi beta…
We consider the extremes of the logarithm of the characteristic polynomial of matrices from the C$\beta$E ensemble. We prove convergence in distribution of the centered maxima (of the real and imaginary parts) towards the sum of a Gumbel…
A new extension of the major index, defined in terms of Coxeter elements, is introduced. For the classical Weyl groups of type $B$, it is equidistributed with length. For more general wreath products it appears in an explicit formula for…
The spectra of empirical correlation matrices, constructed from multivariate data, are widely used in many areas of sciences, engineering and social sciences as a tool to understand the information contained in typically large datasets. In…
In \cite{Diaz} beta type I and II doubly singular distributions were introduced and their densities and the joint densities of nonzero eigenvalues were derived. In such matrix variate distributions $p$, the dimension of two singular Wishart…
We survey a number of models from physics, statistical mechanics, probability theory and combinatorics, which are each described in terms of an orthogonal polynomial ensemble. The most prominent example is apparently the Hermite ensemble,…
We prove an identity about partitions involving new combinatorial coefficients. The proof given is using a generating function. As an application we obtain the explicit expression of two shifted symmetric functions, related with Jack…
This article is devoted to the computation of Jack connection coefficients, a generalization of the connection coefficients of two classical commutative subalgebras of the group algebra of the symmetric group: the class algebra and the…
We prove the bulk universality of the $\beta$-ensembles with non-convex regular analytic potentials for any $\beta>0$. This removes the convexity assumption appeared in our earlier work. The convexity condition enabled us to use the…
As already done for the matrix case for example in [Joe Harris, Algebraic Geometry - A first course, p.256] we give a parametrization of the Bouligand tangent cone of the variety of tensors of bounded TT rank. We discuss how the proof…
We introduce families of two-parameter multivariate polynomials indexed by pairs of partitions $v,w$ -- biaxial double $(\beta,q)$-Grothendieck polynomials -- which specialize at $q=0$ and $v=1$ to double $\beta$-Grothendieck polynomials…
We introduce a bracket on 1-forms defined on ${\cal J}^{\infty}(S^1, \mathbb{R}^n)$, the infinite jet extension of the space of loops and prove that it satisfies the standard properties of a Poisson bracket. Using this bracket, we show that…
Generalised matrix elements of the irreducible representations of the quantum $SU(2)$ group are defined using certain orthonormal bases of the representation space. The generalised matrix elements are relatively infinitesimal invariant with…
These lecture notes provide a comprehensive, self-contained introduction to the analysis of Wishart matrix moments. This study may act as an introduction to some particular aspects of random matrix theory, or as a self-contained exposition…
We study mesoscopic fluctuations of orthogonal polynomial ensembles on the unit circle. We show that asymptotics of such fluctuations are stable under decaying perturbations of the recurrence coefficients, where the appropriate decay rate…
In this paper, we investigate the extremal values of (the logarithm of) the characteristic polynomial of a random unitary matrix whose spectrum is distributed according the Circular Beta Ensemble (C$\beta$E). More precisely, if $X_n$ is…
The circular and Jacobi ensembles of random matrices have their eigenvalue support on the unit circle of the complex plane and the interval $(0,1)$ of the real line respectively. The averaged value of the modulus of the corresponding…
We use the Pieri and Giambelli formulas of arXiv:0809.4966 and arXiv:1109.6669 and the calculus of raising operators developed in arXiv:0811.2781 and arXiv:0812.0639 to prove a tableau formula for eta polynomials of arXiv:1109.6669 and the…