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By using combinatorics, we give a new proof for the recurrence relations of the characteristic polynomial coefficients, and then we obtain an explicit expression for the generic term of the coefficient sequence, which yields the trace…

High Energy Physics - Theory · Physics 2008-11-26 Hong-Hao Zhang , Wen-Bin Yan , Xue-Song Li

We calculate the expectation value of an arbitrary product of characteristic polynomials of complex random matrices and their hermitian conjugates. Using the technique of orthogonal polynomials in the complex plane our result can be written…

High Energy Physics - Theory · Physics 2010-04-05 G. Akemann , G. Vernizzi

Formulas to calculate multivector exponentials in a base-free representation and in a orthonormal basis are presented for an arbitrary Clifford geometric algebra Cl(p,q). The formulas are based on the analysis of roots of characteristic…

Quantum Physics · Physics 2022-05-25 Arturas Acus , Adolfas Dargys

We develop a new framework to compute the exact correlators of characteristic polynomials, and their inverses, in random matrix theory. Our results hold for general potentials and incorporate the effects of an external source. In matrix…

High Energy Physics - Theory · Physics 2021-11-04 Taro Kimura , Edward A. Mazenc

We consider the complex Elliptic Ginibre Ensemble, a family of random matrix models introduced by Girko that interpolates between the Ginibre Ensemble and the Gaussian Unitary Ensemble and such that its empirical spectral measure converges…

Probability · Mathematics 2025-05-15 Quentin François , David García-Zelada

We consider a family of chiral non-Hermitian Gaussian random matrices in the unitarily invariant symmetry class. The eigenvalue distribution in this model is expressed in terms of Laguerre polynomials in the complex plane. These are…

Mathematical Physics · Physics 2010-12-01 Gernot Akemann , Martin Bender

We consider the logarithm of the characteristic polynomial of random permutation matrices, evaluated on a finite set of different points. The permutations are chosen with respect to the Ewens distribution on the symmetric group. We show…

Probability · Mathematics 2013-09-17 Kim Dang , Dirk Zeindler

We suggest a method of studying the joint probability density (JPD) of an eigenvalue and the associated 'non-orthogonality overlap factor' (also known as the 'eigenvalue condition number') of the left and right eigenvectors for…

Mathematical Physics · Physics 2018-09-21 Yan V Fyodorov

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…

Mathematical Physics · Physics 2012-08-13 Patrick Desrosiers

A new characterization of the generalized Hermite polynomials and of the orthogonal polynomials with respect to the maesure $|x|^\g (1-x^2)^{\a-1/2}dx$ is derived which is based on a "reversing property" of the coefficients in the…

Classical Analysis and ODEs · Mathematics 2008-02-03 Holger Dette

To classify one-dimensional disordered quantum systems with chiral symmetry, we analyse the winding number of the determinant of a parametrized non-Hermitian random matrix field over the unit circle modelling the off-diagonal block of a…

Mathematical Physics · Physics 2025-11-18 Mathieu Yahiaoui , Mario Kieburg

We reconsider the problem of calculating arbitrary negative integer moments of the (regularized) characteristic polynomial for $N\times N$ random matrices taken from the Gaussian Unitary Ensemble (GUE). A very compact and convenient…

Mathematical Physics · Physics 2009-11-07 Yan V Fyodorov

We show that as $n$ changes, the characteristic polynomial of the $n\times n$ random matrix with i.i.d. complex Gaussian entries can be described recursively through a process analogous to P\'olya's urn scheme. As a result, we get a random…

Probability · Mathematics 2015-09-25 Manjunath Krishnapur , Bálint Virág

We numerically analyze the statistical properties of complex system with conditions subjecting the matrix elements to a set of specific constraints besides symmetry, resulting in various structures in their matrix representation. Our…

Disordered Systems and Neural Networks · Physics 2019-02-20 Triparna Mondal , Pragya Shukla

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…

Probability · Mathematics 2016-08-05 Vladimir V. Ulyanov

The paper addresses the calculation of correlation functions of permanental polynomials of matrices with random entries. By exploiting a convenient contour integral representation of the matrix permanent some explicit results are provided…

Mathematical Physics · Physics 2007-05-23 Yan V Fyodorov

We investigate $\beta$-Generalized random Hermitian matrices ensemble sometimes called Chiral ensemble. We give global asymptotic of the density of eigenvalues or the statistical density. We investigate general method names as equilibrium…

Probability · Mathematics 2014-09-02 Mohamed Bouali

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 develop an algorithm for sampling from the unitary invariant random matrix ensembles. The algorithm is based on the representation of their eigenvalues as a determinantal point process whose kernel is given in terms of orthogonal…

Mathematical Physics · Physics 2014-04-02 Sheehan Olver , Raj Rao Nadakuditi , Thomas Trogdon

The theory of zonal polynomials is used to compute the average of a Schur polynomial of argument $AX$, where $A$ is a fixed matrix and $X$ is from the real Ginibre ensemble. This generalizes a recent result of Sommers and Khorozhenko [J.…

Mathematical Physics · Physics 2015-06-16 Peter J. Forrester , Eric M. Rains