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We generally study the density of eigenvalues in unitary ensembles of random matrices from the recurrence coefficients with regularly varying conditions for the orthogonal polynomials. First we calculate directly the moments of the density.…

Mathematical Physics · Physics 2008-10-31 Dang-Zheng Liu , Zheng-Dong Wang , Kui-Hua Yan

We give a generalization of the random matrix ensembles, including all lassical ensembles. Then we derive the joint density function of the generalized ensemble by one simple formula, which give a direct and unified way to compute the…

Mathematical Physics · Physics 2007-05-23 Jinpeng An , Zhengdong Wang , Kuihua Yan

The class of norm-dependent Random Matrix Ensembles is studied in the presence of an external field. The probability density in those ensembles depends on the trace of the squared random matrices, but is otherwise arbitrary. An exact…

Mathematical Physics · Physics 2009-11-11 Thomas Guhr

A polynomial triangle is an array whose inputs are the coefficients in integral powers of a polynomial. Although polynomial coefficients have appeared in several works, there is no systematic treatise on this topic. In this paper we plan to…

Combinatorics · Mathematics 2012-07-26 Nour-Eddine Fahssi

Duality identities in random matrix theory for products and powers of characteristic polynomials, and for moments, are reviewed. The structure of a typical duality identity for the average of a positive integer power $k$ of the…

Mathematical Physics · Physics 2025-01-14 Peter J. Forrester

A pattern class is a set of permutations closed under the formation of subpermutations. Such classes can be characterised as those permutations not involving a particular set of forbidden permutations. A simple collection of necessary and…

Combinatorics · Mathematics 2007-05-23 M. H. Albert , M. D. Atkinson , Robert Brignall

It is known that computing the permanent of the matrix $1+A$, where $A$ is a finite-rank matrix, requires a number of operations polynomial in the matrix size. Motivated by the boson-sampling proposal of restricted quantum computation, I…

Quantum Physics · Physics 2023-05-31 Dmitri A. Ivanov

Recently much effort has been made towards the introduction of non-Hermitian random matrix models respecting $PT$-symmetry. Here we show that there is a one-to-one correspondence between complex $PT$-symmetric matrices and split-complex and…

Mathematical Physics · Physics 2015-09-17 Eva-Maria Graefe , Steve Mudute-Ndumbe , Matthew Taylor

We introduce and carefully study a natural probability measure over the numerical range of a complex matrix $A \in M_n(\C)$. This numerical measure $\mu_A$ can be defined as the law of the random variable $<AX,X> \in \C$ when the vector $X…

Functional Analysis · Mathematics 2010-09-09 Thierry Gallay , Denis Serre

The structure function of a random matrix ensemble can be specified as the covariance of the linear statistics $\sum_{j=1}^N e^{i k_1 \lambda_j}$, $\sum_{j=1}^N e^{-i k_2 \lambda_j}$ for Hermitian matrices, and the same with the eigenvalues…

Mathematical Physics · Physics 2021-05-26 Peter J. Forrester

One object of interest in random matrix theory is a family of point ensembles (random point configurations) related to various systems of classical orthogonal polynomials. The paper deals with a one--parametric deformation of these…

Classical Analysis and ODEs · Mathematics 2009-10-31 Alexei Borodin

A superposition of a matrix ensemble refers to the ensemble constructed from two independent copies of the original, while a decimation refers to the formation of a new ensemble by observing only every second eigenvalue. In the cases of the…

Mathematical Physics · Physics 2007-05-23 Peter J. Forrester , Eric M. Rains

In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter $\theta>0$) by replacing the entries equal to one by…

Probability · Mathematics 2010-05-05 Joseph Najnudel , Ashkan Nikeghbali

We consider the problem of writing real polynomials as determinants of symmetric linear matrix polynomials. This problem of algebraic geometry, whose roots go back to the nineteenth century, has recently received new attention from the…

Algebraic Geometry · Mathematics 2011-08-23 Tim Netzer , Daniel Plaumann , Andreas Thom

The fermionic, bosonic and supersymmetric variants of the colour-flavour transformation are derived for the orthogonal group. These transformations are then used to calculate the ensemble averages of characteristic polynomials of real…

Mathematical Physics · Physics 2009-01-08 Yi Wei , Boris A. Khoruzhenko

A statistical description of part of a many body system often requires a non-Hermitian random matrix ensemble with nature and strength of randomness sensitive to underlying system conditions. For the ensemble to be a good description of the…

Disordered Systems and Neural Networks · Physics 2024-12-17 Mohd. Gayas Ansari , Pragya Shukla

This work identifies a solvable (in the sense that spectral correlation functions can be expressed in terms of orthogonal polynomials), rotationally invariant random matrix ensemble with a logarithmic weakly confining potential. The…

Statistical Mechanics · Physics 2023-03-07 Wouter Buijsman

We consider those Gaussian Unitary Ensembles where the eigenvalues have prescribed multiplicities, and obtain joint probability density for the eigenvalues. In the simplest case where there is only one multiple eigenvalue t, this leads to…

Mathematical Physics · Physics 2009-11-11 Yang Chen , Misha Feigin

Ensemble models refer to methods that combine a typically large number of classifiers into a compound prediction. The output of an ensemble method is the result of fitting a base-learning algorithm to a given data set, and obtaining diverse…

Machine Learning · Statistics 2019-06-10 Waldyn Martinez

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…

Probability · Mathematics 2019-02-05 Reda Chhaibi , Emma Hovhannisyan , Joseph Najnudel , Ashkan Nikeghbali , Brad Rodgers