Related papers: The limiting characteristic polynomial of classica…
The microscopic correlation functions of non-chiral random matrix models with complex eigenvalues are analyzed for a wide class of non-Gaussian measures. In the large-N limit of weak non-Hermiticity, where N is the size of the complex…
We complete Dyson's dream by cementing the links between symmetric spaces and classical random matrix ensembles. Previous work has focused on a one-to-one correspondence between symmetric spaces and many but not all of the classical random…
This paper defines and develops cycle indices for the finite classical groups. These tools are then applied to study properties of a random matrix chosen uniformly from one of these groups. Properties studied by this technique will include…
We exhibit an explicit formula for the cardinality of solutions to a class of quadratic matrix equations over finite fields. We prove that the orbits of these solutions under the natural conjugation action of the general linear groups can…
We consider operator-valued polynomials in Gaussian Unitary Ensemble random matrices and we show that its $L^p$-norm can be upper bounded, up to an asymptotically small error, by the operator norm of the same polynomial evaluated in free…
In this review we summarise recent results for the complex eigenvalues and singular values of finite products of finite size random matrices, their correlation functions and asymptotic limits. The matrices in the product are taken from…
We introduce a large class of random Young diagrams which can be regarded as a natural one-parameter deformation of some classical Young diagram ensembles; a deformation which is related to Jack polynomials and Jack characters. We show that…
We calculate the autocorrelation functions (or shifted moments) of the characteristic polynomials of matrices drawn uniformly with respect to Haar measure from the groups U(N), O(2N) and USp(2N). In each case the result can be expressed in…
Random matrix models consisting of normal matrices, defined by the sole constraint $[N^{\dag},N]=0$, will be explored. It is shown that cubic eigenvalue repulsion in the complex plane is universal with respect to the probability…
We prove a family of identities, expressing generating functions of powers of characteristic polynomials of permutations, as finite or infinite products. These generalize formulae first obtained in a study of the geometry/topology of…
This paper proves that the characteristic polynomial is a complete unitary invariant for pairs of projection matrices. Some special cases involving three or more projections are also considered.
We show that almost all the zeros of any finite linear combination of independent characteristic polynomials of random unitary matrices lie on the unit circle. This result is the random matrix analogue of an earlier result by Bombieri and…
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,…
Gaussian random matrix ensembles defined over the tangent spaces of the large families of Cartan's symmetric spaces are considered. Such ensembles play a central role in mesoscopic physics since they describe the universal ergodic limit of…
We consider two classical ensembles of the random matrix theory: the Wigner matrices and sample covariance matrices, and prove Central Limit Theorem for linear eigenvalue statistics under rather weak (comparing with results known before)…
The paper deals with different properties of polynomials in random elements: bounds for characteristics functionals of polynomials, stochastic generalization of the Vinogradov mean value theorem, characterization problem, bounds for…
Conditionally on the Riemann hypothesis for certain Dedekind zeta functions, we show that the characteristic polynomial of a class of random tridiagonal matrices of large dimension is irreducible, with probability exponentially close to…
A known result in random matrix theory states the following: Given a random Wigner matrix $X$ which belongs to the Gaussian Orthogonal Ensemble (GOE), then such matrix $X$ has an invariant distribution under orthogonal conjugations. The…
The zeros of the random Laurent series $1/\mu - \sum_{j=1}^\infty c_j/z^j$, where each $c_j$ is an independent standard complex Gaussian, is known to correspond to the scaled eigenvalues of a particular additive rank 1 perturbation of a…
Gaussian and Chiral Beta-Ensembles, which generalise well known orthogonal (Beta=1), unitary (Beta=2), and symplectic (Beta=4) ensembles of random Hermitian matrices, are considered. Averages are shown to satisfy duality relations like…