English
Related papers

Related papers: Determinants of Random Block Hankel Matrices

200 papers

We investigate the asymptotics of the determinant of N by N Hankel matrices generated by Fisher-Hartwig symbols defined on the real line, as N becomes large. Such objects are natural analogues of Toeplitz determinants generated by…

Mathematical Physics · Physics 2009-11-10 T. M. Garoni

This paper studies the behaviour of the empirical eigenvalue distribution of large random matrices W_N W_N* where W_N is a ML x N matrix, whose M block lines of dimensions L x N are mutually independent Hankel matrices constructed from…

Probability · Mathematics 2017-04-25 Philippe Loubaton , Xavier Mestre

Starting from Montgomery's conjecture, there has been a substantial interest on the connections of random matrix theory and the theory of L-functions. In particular, moments of characteristic polynomials of random matrices have been…

Probability · Mathematics 2024-02-07 Mustafa Alper Gunes

In this paper we investigate the smallest eigenvalue, denoted as $\la_N,$ of a $(N+1)\times (N+1)$ Hankel or moments matrix, associated with the weight, $w(x)=\exp(-x^{\bt}),x>0,\bt>0$, in the large $N$ limit. Using a previous result, the…

Classical Analysis and ODEs · Mathematics 2016-09-07 Yang Chen , Nigel Lawrence

We consider the Jacobi operator (T,D(T)) associated with an indeterminate Hamburger moment problem, and present countable subsets S of the domain D(T) such that span(S) is dense in \ell^2. As an example we have…

Functional Analysis · Mathematics 2025-10-07 Christian Berg , Ryszard Szwarc

For random matrix ensembles with unitary symmetry, there is interest in the large $N$ form of the moments of the absolute value of the characteristic polynomial for their relevance to the Riemann zeta function on the critical line, and to…

Mathematical Physics · Physics 2025-07-01 Bo-Jian Shen , Peter J. Forrester

Number theorists have studied extensively the connections between the distribution of zeros of the Riemann $\zeta$-function, and of some generalizations, with the statistics of the eigenvalues of large random matrices. It is interesting to…

Mathematical Physics · Physics 2009-10-31 E. Brezin , S. Hikami

We examine the asymptotics of the moments of characteristic polynomials of $N\times N$ matrices drawn from the Hermitian ensembles of Random Matrix Theory, in the limit as $N\to\infty$. We focus in particular on the Gaussian Unitary…

Mathematical Physics · Physics 2025-04-18 Bhargavi Jonnadula , Jon Keating , Francesco Mezzadri

We establish asymptotic formulas for the determinants of finite Toeplitz + Hankel matrices of size N, as N goes to infinity for singular generating functions defined on the unit circle in the special case where the generating function is…

Functional Analysis · Mathematics 2008-04-21 Estelle L. Basor , Torsten Ehrhardt

Denoting by $P_N(A,\theta)=\det(I-Ae^{-i\theta})$ the characteristic polynomial on the unit circle in the complex plane of an $N\times N$ random unitary matrix $A$, we calculate the $k$th moment, defined with respect to an average over…

Mathematical Physics · Physics 2019-07-24 E. C. Bailey , J. P. Keating

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

We study Helson matrices (also known as multiplicative Hankel matrices), i.e. infinite matrices of the form $M(\alpha) = \{\alpha(nm)\}_{n,m=1}^\infty$, where $\alpha$ is a sequence of complex numbers. Helson matrices are considered as…

Functional Analysis · Mathematics 2017-08-31 Karl-Mikael Perfekt , Alexander Pushnitski

An explicit formula for the mean spectral measure of a random Jacobi matrix is derived. The matrix may be regarded as the limit of Gaussian beta ensemble (G$\beta$E) matrices as the matrix size $N$ tends to infinity with the constraint that…

Spectral Theory · Mathematics 2016-04-25 Trinh Khanh Duy , Tomoyuki Shirai

In this paper we determine the asymptotics of the determinants of truncated Wiener-Hopf plus Hankel operators $\det(W_R(a)\pm H_R(a))$ as $R$ tends to infinity for symbols $a(x)=(x^2/(1+x^2))^\beta$ with the parameter $\beta$ being of small…

Functional Analysis · Mathematics 2007-05-23 Estelle L. Basor , Torsten Ehrhardt

We obtain the explicit evaluations of the Hankel determinants of the formal power series $\prod_{k\geq 0}(1+Jx^{3^{k}})$ where $J={(\sqrt{-3}-1)}/2$, and prove that the sequence of Hankel determinants is an aperiodic automatic sequence…

Number Theory · Mathematics 2014-06-09 Guo-Niu Han , Wen Wu

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…

Mathematical Physics · Physics 2010-07-29 Arno Kuijlaars , Maarten Vanlessen

We study the moment-generating functions (MGF) for linear eigenvalue statistics of Jacobi unitary, symplectic and orthogonal ensembles. By expressing the MGF as Fredholm determinants of kernels of finite rank, we show that the mean and…

Mathematical Physics · Physics 2023-08-21 Chao Min , Yang Chen

We consider the singular values of certain Young diagram shaped random matrices. For block-shaped random matrices, the empirical distribution of the squares of the singular eigenvalues converges almost surely to a distribution whose moments…

Probability · Mathematics 2024-03-14 Fabio Deelan Cunden , Marilena Ligabò , Tommaso Monni

The purpose of this paper is to describe asymptotic formulas for determinants of a sum of finite Toeplitz and Hankel matrices with singular generating functions. The formulas are similar to those of the analogous problem for finite Toeplitz…

Functional Analysis · Mathematics 2007-05-23 Estelle L. Basor , Torsten Ehrhardt

We study random partitions $\lambda=(\lambda_1,\lambda_2,...,\lambda_d)$ of $n$ whose length is not bigger than a fixed number $d$. Suppose a random partition $\lambda$ is distributed according to the Jack measure, which is a deformation of…

Combinatorics · Mathematics 2009-02-12 Sho Matsumoto