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This paper presents a powerfull method to integrate general monomials on the classical groups with respect to their invariant (Haar) measure. The method has first been applied to the orthogonal group in [J. Math. Phys. 43, 3342 (2002)], and…
We investigate determinants of random unitary pencils (with scalar or matrix coefficients), which generalize the characteristic polynomial of a single unitary matrix. In particular we examine moments of such determinants, obtained by…
Let $M = G/H$ be a connected simply connected homogeneous manifold of a compact, not necessarily connected Lie group $G$. We will assume that the isotropy $H$-module $\mathfrak {g/h}$ has a simple spectrum, i.e. irreducible submodules are…
In the first part of these notes, we review some of the recent developments in the study of the spectral properties of Wigner matrices. In the second part, we present a new proof of a Wegner estimate for the eigenvalues of a large class of…
We give a probabilistic proof of the Weyl integration formula on U(n), the unitary group with dimension $n$. This relies on a suitable definition of Haar measures conditioned to the existence of a stable subspace with any given dimension…
The celebrated and famous Weierstrass approximation theorem characterizes the set of continuous functions on a compact interval via uniform approximation by algebraic polynomials. This theorem is the first significant result in…
This is an elementary review, aimed at non-specialists, of results that have been obtained for the limiting distribution of eigenvalues and for the operator norms of real symmetric random matrices via the method of moments. This method goes…
Inspired by an extension of Wiener's lemma on the relation of measures $\mu$ on the unit circle and their Fourier coefficients $\widehat{\mu}(k_n)$ along subsequences $(k_n)$ of the natural numbers by Cuny, Eisner and Farkas [CEF19,…
The Haar measure on some locally compact quantum groups is constructed. The main example we treat is the az+b-group of Woronowicz. We also briefly consider some other examples (like the ax+b-group). We get the first examples of a locally…
Sinkhorn divergence is a measure of dissimilarity between two probability measures. It is obtained through adding an entropic regularization term to Kantorovich's optimal transport problem and can hence be viewed as an entropically…
We extend Stein's celebrated Wasserstein bound for normal approximation via exchangeable pairs to the multi-dimensional setting. As an intermediate step, we exploit the symmetry of exchangeable pairs to obtain an error bound for smooth test…
This is an introduction to linear algebra and group theory. We first review the linear algebra basics, namely the determinant, the diagonalization procedure and more, and with the determinant being constructed as it should, as a signed…
This work is concerned with finite range bounds on the variance of individual eigenvalues of Wigner random matrices, in the bulk and at the edge of the spectrum, as well as for some intermediate eigenvalues. Relying on the GUE example,…
With the aim of completing the previous study by A. Or{\l}owski and the author concerning intertwining maps between induced representations and conjugation representation, termed here weighted class operators, we compute the latter…
The representation of a general Calder\'on--Zygmund operator in terms of dyadic Haar shift operators first appeared as a tool to prove the $A_2$ theorem, and it has found a number of other applications. In this paper we prove a new dyadic…
The object of study in this paper is the expected $2$-Wasserstein distance between the empirical measures of several point processes and their respective limit. For this, the main tool developed is a smoothing procedure in Euclidean spaces…
This paper provides the first explicit formula for the expectation of the product of two disjoint principal minors of a Wishart random matrix, solving a part of a broader problem put forth by Samuel S. Wilks in 1934 in the Annals of…
Associated to a finite measure on the real line with finite moments are recurrence coefficients in a three-term formula for orthogonal polynomials with respect to this measure. These recurrence coefficients are frequently inputs to modern…
We study moments of characteristic polynomials of truncated Haar distributed matrices from the three classical compact groups O(N), U(N) and Sp(2N). For finite matrix size we calculate the moments in terms of hypergeometric functions of…
In the general theory of locally compact quantum groups, the notion of Haar measure (Haar weight) plays the most significant role. The aim of this paper is to carry out a careful analysis regarding Haar weight, in relation to general…