Related papers: Extreme values of CUE characteristic polynomials: …
We give a short, operator-theoretic proof of the asymptotic independence (including a first correction term) of the minimal and maximal eigenvalue of the n \times n Gaussian Unitary Ensemble in the large matrix limit n \to \infty. This is…
We express the averages of products of characteristic polynomials for random matrix ensembles associated with compact symmetric spaces in terms of Jack polynomials or Heckman and Opdam's Jacobi polynomials depending on the root system of…
Motivated by a problem in learning theory, we are led to study the dominant eigenvalue of a class of random matrices. This turns out to be related to the roots of the derivative of random polynomials (generated by picking their roots…
Statistical extreme value theory is concerned with the use of asymptotically motivated models to describe the extreme values of a process. A number of commonly used models are valid for observed data that exceed some high threshold.…
We study the $n$-level spectral correlation functions of classically chaotic quantum systems without time-reversal symmetry. According to Bohigas, Giannoni and Schmit's universality conjecture, it is expected that the correlation functions…
We investigate eigenvector statistics of the Truncated Unitary ensemble $\mathrm{TUE}(N,M)$ in the weakly non-unitary case $M=1$, that is when only one row and column are removed. We provide an explicit description of generalized overlaps…
A formula of Stembridge states that the permutation peak polynomials and descent polynomials are connected via a quadratique transformation. The aim of this paper is to establish the cycle analogue of Stembridge's formula by using cycle…
A family of unitary $\alpha$-Ensembles of random matrices with governable confinement potential $V(x) ~ |x|^\alpha$ is studied employing exact results of the theory of non-classical orthogonal polynomials. The density of levels, two-point…
Recently, we have witnessed tremendous applications of algebraic intersection theory to branches of mathematics, that previously seemed very distant. In this article we review some of them. Our aim is to provide a unified approach to the…
We show that the probability of the exceptional set decays exponentially for a broad class of randomized algorithms approximating solutions of ODEs, admitting a certain error decomposition. This class includes randomized explicit and…
We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…
We construct a very general family of characteristic functions describing Random Matrix Ensembles (RME) having a global unitary invariance, and containing an arbitrary, one-variable probability measure which we characterize by a `spread…
Very recently we have shown that the spherical transform is a convenient tool for studying the relation between the joint density of the singular values and that of the eigenvalues for bi-unitarily invariant random matrices. In the present…
We consider powers of the absolute value of the characteristic polynomial of Haar distributed random orthogonal or symplectic matrices, as well as powers of the exponential of its argument, as a random measure on the unit circle minus small…
We derive exact results for gap probabilities, as well as densities of extreme eigenvalues for six complex random matrix ensembles of fundamental importance. These are Gauss-Wigner, Laguerre-Wishart, Cauchy-Lorentz (two variants),…
We study the averaged products of characteristic polynomials for the Gaussian and Laguerre $\beta$-ensembles with external source, and prove Pearcey-type phase transitions for particular full rank perturbations of source. The phases are…
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…
We study the power spectrum of eigen-angles of random matrices drawn from the circular unitary ensemble ${\rm CUE}(N)$ and show that it can be evaluated in terms of either a Fredholm determinant, or a Toeplitz determinant, or a sixth…
In the paper I study properties of random polynomials with respect to a general system of functions. Some lower bounds for the mathematical expectation of the uniform and recently introduced integral-uniform norms of random polynomials are…
In this paper we study the statistical properties of convex hulls of $N$ random points in a plane chosen according to a given distribution. The points may be chosen independently or they may be correlated. After a non-exhaustive survey of…