Related papers: Extreme values of CUE characteristic polynomials: …
Introducing sets of constraints, we define new classes of random-matrix ensembles, the constrained Gaussian unitary (CGUE) and the deformed Gaussian unitary (DGUE) ensembles. The latter interpolate between the GUE and the CGUE. We derive a…
We study the effect of highly oscillatory potentials to the eigenvalues of a random matrix. Consider the circular unitary ensembles with an external potential which is periodic with the period comparable to the average spacing of the…
The classical random matrix theory is mostly focused on asymptotic spectral properties of random matrices as their dimensions grow to infinity. At the same time many recent applications from convex geometry to functional analysis to…
We consider the Laguerre Unitary Ensemble (LUE), the set of $n\times n$ sample covariance matrices $M = \frac{1}{n}X^*X$ where the $m\times n$ ($n \le m$) matrix $X$ has i.i.d. standard complex Gaussian entries. In particular we are…
According to Dyson's three fold way, from the viewpoint of global time reversal symmetry there are three circular ensembles of unitary random matrices relevant to the study of chaotic spectra in quantum mechanics. These are the circular…
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…
The probabilities for gaps in the eigenvalue spectrum of finite $ N\times N $ random unitary ensembles on the unit circle with a singular weight, and the related hermitian ensembles on the line with Cauchy weight, are found exactly. The…
We compute correlation functions of inverse powers and ratios of characteristic polynomials for random matrix models with complex eigenvalues. Compact expressions are given in terms of orthogonal polynomials in the complex plane as well as…
We investigate the characteristic polynomials of the Gaussian $\beta$-ensemble for general $\beta>0$ through its transfer matrix recurrence. We show that the rescaled characteristic polynomial converges to a random entire function in a…
We use a matrix central-limit theorem which makes the Gaussian Unitary Ensemble appear as a limit of the Laguerre Unitary Ensemble together with an observation due to Johansson in order to derive new representations for the eigenvalues of…
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…
This paper establishes a comparison theorem for the maximum eigenvalue of a sum of independent random symmetric matrices. The theorem states that the maximum eigenvalue of the matrix sum is dominated by the maximum eigenvalue of a Gaussian…
Recent applications in queuing theory and statistical mechanics have isolated the process formed by the eigenvalues of successive minors of the GUE. Analogous eigenvalue processes, formed in general from the eigenvalues of nested sequences…
We consider the set $\mathcal{M}_n(\mathbb{Z}; H)$ of $n\times n$-matrices with integer elements of size at most $H$ and obtain upper and lower bounds on the number of distinct irreducible characteristic polynomials which correspond to…
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…
We introduce the characteristic numbers and the chromatic polynomial of a tensor. Our approach generalizes and unifies the chromatic polynomial of a graph and of a matroid, characteristic numbers of quadrics in Schubert calculus, Betti…
We study the fluctuations of linear statistics with polynomial test functions for Multiple Orthogonal Polynomial Ensembles. Multiple Orthogonal Polynomial Ensembles form an important class of determinantal point processes that include…
We analyze properties of non-hermitian matrices of size M constructed as square submatrices of unitary (orthogonal) random matrices of size N>M, distributed according to the Haar measure. In this way we define ensembles of random matrices…
The ensemble $\CUE^{(q)}$ of truncated random unitary matrices is a deformation of the usual Circular Unitary Ensemble depending on a discrete non-negative parameter $q.$ $\CUE^{(q)}$ is an exactly solved model of random contraction…
We survey a number of models from physics, statistical mechanics, probability theory and combinatorics, which are each described in terms of an orthogonal polynomial ensemble. The most prominent example is apparently the Hermite ensemble,…