Related papers: The Correlated Jacobi and the Correlated Cauchy-Lo…

Exploiting the explicit bijection between the density of singular values and the density of eigenvalues for bi-unitarily invariant complex random matrix ensembles of finite matrix size, we aim at finding the induced probability measure on…

Any square complex matrix of size $n\times n$ can be partially characterized by its $n$ eigenvalues and/or $n$ singular values. While no one-to-one correspondence exists between those two kinds of values on a deterministic level, for random…

Data sets collected at different times and different observing points can possess correlations at different times $and$ at different positions. The doubly correlated Wishart model takes both into account. We calculate the eigenvalue density…

Using the Coulomb gas method and standard methods of statistical physics, we compute analytically the joint cumulative probability distribution of the extreme eigenvalues of the Jacobi-MANOVA ensemble of random matrices, in the limit of…

We express the topological expansion of the Jacobi Unitary Ensemble in terms of triple monotone Hurwitz numbers. This completes the combinatorial interpretation of the topological expansion of the classical unitary invariant matrix…

We outline a relation between the densities for the $\beta$-ensembles with respect to the Jacobi weight $(1-x)^a(1+x)^b$ supported on the interval $(-1,1)$ and the Cauchy weight $(1-\mathrm{i}x)^{\eta}(1+\mathrm{i}x)^{\bar{\eta}}$ by…

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…

The ensemble inter-relations to be considered are special features of classical cases, where the joint eigenvalue probability density can be computed explicitly. Attention will be focussed too on the consequences of these inter-relations,…

In the past we have considered Gaussian random matrix ensembles in the presence of an external matrix source. The reason was that it allowed, through an appropriate tuning of the eigenvalues of the source, to obtain results on non-trivial…

In this paper we study Jacobi forms associated with the Leech lattice $\Lambda$ which are invariant under the Conway group $\mathrm{Co}_0$. We determine and construct generators of modules of both weak and holomorphic Jacobi forms of…

In this paper, we prove an optimal global rigidity estimate for the eigenvalues of the Jacobi unitary ensemble. Our approach begins by constructing a random measure defined through the eigenvalue counting function. We then prove its…

For the random eigenvalues with density corresponding to the Jacobi ensemble $$c \cdot \prod_{i < j} | \lambda_i - \lambda_j |^\beta \prod^n_{i=1} (2 - \lambda_i)^a (2 + \lambda_i)^b I_{(-2,2)} (\lambda_i) $$ $(a, b > -1, \beta > 0) $ a…

In this paper, we compute the expectation of traces of powers of the hermitian matrix Jacobi process for a large enough but fixed size. To proceed, we first derive the semi-group density of its eigenvalues process as a bilinear series of…

We compute the spectral statistics of the sum H of two independent complex Wishart matrices, each of which is correlated with a different covariance matrix. Random matrix theory enjoys many applications including sums and products of random…

We derive a sequence of measures whose corresponding Jacobi matrices have special properties and a general mapping of an open quantum system onto 1D semi infinite chains with only nearest neighbour interactions. Then we proceed to use the…

We calculate the `one-point function', meaning the marginal probability density function for any single eigenvalue, of real and complex Wishart correlation matrices. No explicit expression had been obtained for the real case so far. We…

The eigenvalue correlations of random matrices from the Jacobi Unitary Ensemble have a known asymptotic behavior as their size tends to infinity. In the bulk of the spectrum the behavior is described in terms of the sine kernel, and at the…

Several examples of Jacobi matrices with an explicitly solvable spectral problem are worked out in detail. In all discussed cases the spectrum is discrete and coincides with the set of zeros of a special function. Moreover, the components…

We propose a gradient-based Jacobi algorithm for a class of maximization problems on the unitary group, with a focus on approximate diagonalization of complex matrices and tensors by unitary transformations. We provide weak convergence…

We derive exact results for gap probabilities, as well as densities of extreme eigenvalues for six complex random matrix ensembles of fundamental importance. These are Gauss-Wigner, Laguerre-Wishart, Cauchy-Lorentz (two variants),…