Related papers: The Beta-Wishart Ensemble
Covariance matrix estimation arises in multivariate problems including multivariate normal sampling models and regression models where random effects are jointly modeled, e.g. random-intercept, random-slope models. A Bayesian analysis of…
In this paper we set up a bivariate representation of partial theta functions which not only unifies some famous identities for partial theta functions due to Andrews and Warnaar, et al. but also unveils a new characteristic of such…
The classical modular equations involve bivariate polynomials that can be seen to be univariate with coefficients in the modular invariant $j$. Kiepert found modular equations relating some $\eta$-quotients and the Weber functions…
Let A be a subspace arrangement and let chi(A,t) be the characteristic polynomial of its intersection lattice L(A). We show that if the subspaces in A are taken from L(B_n), where B_n is the type B Weyl arrangement, then chi(A,t) counts a…
We consider discrete $\beta$-ensembles as introduced by Borodin, Gorin and Guionnet in (Publications math{\' e}matiques de l'IH{\' E}S 125, 1-78, 2017). Under general assumptions, we establish a large deviation principle for their rightmost…
We give a construction for three parameter family of Jack polynolials for the root system $BC_n$ through the generalized spherical functions on the symmetric space $GL(m+n)/GL(m)\times GL(n)$.
The exact free energy of matrix model always obeys the Seiberg-Witten (SW) equations on a complex curve defined by singularities of the quasiclassical resolvent. The role of SW differential is played by the exact one-point resolvent. We…
The problem of expressing a specific polynomial as the determinant of a square matrix of affine-linear forms arises from algebraic geometry, optimisation, complexity theory, and scientific computing. Motivated by recent developments in this…
We prove that any finite collection of quadratic forms (overlaps) of general deterministic matrices and eigenvectors of an $N\times N$ Wigner matrix has joint Gaussian fluctuations. This can be viewed as the random matrix analogue of the…
Recently, a new generalized family of infinite-dimensional $ \widetilde{W} $ algebras, each associated with a particular element of a commutative subalgebra of the $ W_{1+\infty} $ algebra, was described. This paper provides a comprehensive…
Wishart ensembles of random matrix theory have been useful in modeling positive definite matrices encountered in classical and quantum chaotic systems. We consider nonzero means for the entries of the constituting matrix A which defines the…
In the course of devising a simple method for extraction of the S-matrix poles from the data, an additional fundamental resonance property emerged. It is a reaction invariant quantity, and since it is directly related to the Breit-Wigner…
We introduce and study a family of $(q,t)$-deformed discrete $N$-particle beta ensembles, where $q$ and $t$ are the parameters of Macdonald polynomials. The main result is the existence of a large-$N$ limit transition leading to random…
We study the coefficients in the expansion of Jack polynomials in terms of power sums. We express them as polynomials in the free cumulants of the transition measure of an anisotropic Young diagram. We conjecture that such polynomials have…
We use the equivariant cohomology ring of the permutohedral variety to study matroids and their invariants. Investigating the pushforward of matroid Chern classes defined by A. Berget, C. Eur, H. Spink and D. Tseng to the product space…
A multidimensional version of the Yamada-Watanabe theorem is proved. It implies a spectral matrix Yamada-Watanabe theorem. It is also applied to particle systems of squared Bessel processes, corresponding to matrix analogues of squared…
We introduce and solve exactly a family of invariant 2x2 random matrices, depending on one parameter \eta, and we show that rotational invariance and real Dyson index \beta are not incompatible properties. The probability density for the…
In this work it is propose an alterative proof of one of basic properties of the zonal polynomials. This identity is generalised for the Jack polynomials.
We generalize Gaeta's Theorem to the family of determinantal schemes. In other words, we show that the schemes defined by minors of a fixed size of a matrix with polynomial entries belong to the same G-biliaison class of a complete…
We demonstrate the convergence of the characteristic polynomial of several random matrix ensembles to a limiting universal function, at the microscopic scale. The random matrix ensembles we treat are classical compact groups and the…