Related papers: The limiting characteristic polynomial of classica…
Let $\xi_0,\xi_1,...$ be independent identically distributed (i.i.d.) random variables such that $\E \log (1+|\xi_0|)<\infty$. We consider random analytic functions of the form $$ G_n(z)=\sum_{k=0}^{\infty} \xi_k f_{k,n} z^k, $$ where…
Correlation functions involving products and ratios of half-integer powers of characteristic polynomials of random matrices from the Gaussian Orthogonal Ensemble (GOE) frequently arise in applications of Random Matrix Theory (RMT) to…
Correlation functions for matrix ensembles with orthogonal and unitarysymplectic rotation symmetry are more complicated to calculate than in the unitary case. The supersymmetry method and the orthogonal polynomials are two techniques to…
Universality in unitary invariant random matrix ensembles with complex matrix elements is considered. We treat two general ensembles which have a determinant factor in the weight. These ensembles are relevant, e.g., for spectra of the Dirac…
Universal limits for the eigenvalue correlation functions in the bulk of the spectrum are shown for a class of nondeterminantal random matrices known as the fixed trace ensemble.
Wavefunction correlations and density matrices for few or many particles are derived from the properties of semiclassical energy Green functions. Universal features of fixed energy (microcanonical) random wavefunction correlation functions…
We investigate random compact sets with random functions defined thereon, such as polynomials, rational functions, the pluricomplex Green function and the Siciak extremal function. One surprising consequence of our study is that randomness…
We investigate the average characteristic polynomial $\mathbb E\big[\prod_{i=1}^N(z-x_i)\big] $ where the $x_i$'s are real random variables which form a determinantal point process associated to a bounded projection operator. For a subclass…
According to the classification scheme of the generalized random matrix ensembles, we present various kinds of concrete examples of the generalized ensemble, and derive their joint density functions in an unified way by one simple formula…
The spectral density of random matrices is studied through a quaternionic generalisation of the Green's function, which precisely describes the mean spectral density of a given matrix under a particular type of random perturbation. Exact…
This paper deals with products and ratios of average characteristic polynomials for unitary ensembles. We prove universality at the soft edge of the limiting eigenvalues' density, and write the universal limit in function of the Kontsevich…
Let X_N= (X_1^(N), ..., X_p^(N)) be a family of N-by-N independent, normalized random matrices from the Gaussian Unitary Ensemble. We state sufficient conditions on matrices Y_N =(Y_1^(N), ..., Y_q^(N)), possibly random but independent of…
Using the character expansion method, we generalize several well-known integrals over the unitary group to the case where general complex matrices appear in the integrand. These integrals are of interest in the theory of random matrices and…
Probabilistic algorithms are applied to prove theorems about the finite general linear and unitary groups which are typically proved by techniques such as character theory and Moebius inversion. Among the theorems studied are Steinberg's…
We introduce a finite version of free probability for rectangular matrices that amounts to operations on singular values of polynomials. We show that we can replicate the transforms from free probability, and that asymptotically there is…
In this paper, we propose a probabilistic approach to the study of the characteristic polynomial of a random unitary matrix. We recover the Mellin Fourier transform of such a random polynomial, first obtained by Keating and Snaith, using a…
Polynomial ensembles are a sub-class of probability measures within determinantal point processes. Examples include products of independent random matrices, with applications to Lyapunov exponents, and random matrices with an external…
Explicit expressions for multimatrix models with complex and unitary matrices allows to couple these models with well-known unitary, orthogonsl and sympletic ensembles. We consider examples of such mixed ensembles which are solvable in the…
These lectures provide an informal introduction into the notions and tools used to analyze statistical properties of eigenvalues of large random Hermitian matrices. After developing the general machinery of orthogonal polynomial method, we…
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…