Related papers: Extreme values of CUE characteristic polynomials: …
Complex eigenvalues of random matrices $J=\text{GUE }+ i\gamma \diag (1, 0, \ldots, 0)$ provide the simplest model for studying resonances in wave scattering from a quantum chaotic system via a single open channel. It is known that in the…
Unitary ensembles of large N x N random matrices with a non-Gaussian probability distribution P[H] ~ exp{-TrV[H]} are studied using a theory of polynomials orthogonal with respect to exponential weights. Asymptotically exact expressions for…
We investigate the extreme value statistics connected with the dilute Random Energy Model with integer couplings. New universality class is found.
Recently, a conjecture about the local bulk statistics of complex eigenvalues has been made based on numerics. It claims that there are only three universality classes, which have all been observed in open chaotic quantum systems. Motivated…
We investigate the fluctuations and large deviations of the root of largest modulus in a model of random polynomial with independent complex Gaussian coefficients (Kac polynomials). The fluctuations were recently computed by R. Butez (arxiv…
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…
The remarkable universality of the eigenvalue correlation functions is perhaps one of the most salient findings in random matrix theory. Particularly for short-range separations of the eigenvalues, the correlation functions have been shown…
The averages of ratios of characteristic polynomials det(lambda - X) of N x N random matrices X, are investigated in the large N limit for the GUE, GOE and GSE ensemble. The density of states and the two-point correlation function are…
We study moments of characteristic polynomials of truncated Haar distributed matrices from the three classical compact groups O(N), U(N) and Sp(2N). For finite matrix size we calculate the moments in terms of hypergeometric functions of…
We consider an ensemble of $2\times 2$ normal matrices with complex entries representing operators in the quantum mechanics of 2 - level parity-time reversal (PT) symmetric systems. The randomness of the ensemble is endowed by obtaining…
We study three instances of log-correlated processes on the interval: the logarithm of the Gaussian unitary ensemble (GUE) characteristic polynomial, the Gaussian log-correlated potential in presence of edge charges, and the Fractional…
We study the derivative of the characteristic polynomial of $N \times N$ Haar distributed unitary matrices. We obtain the first explicit formulae for complex-valued moments when the spectral variable is inside the unit disc, in the limit $N…
Products and sums of random matrices have seen a rapid development in the past decade due to various analytical techniques available. Two of these are the harmonic analysis approach and the concept of polynomial ensembles. Very recently, it…
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…
Motivated by Wilmshurst's conjecture, we investigate the zeros of harmonic polynomials. We utilize a certified counting approach which is a combination of two methods from numerical algebraic geometry: numerical polynomial homotopy…
The paper discusses progress in understanding statistical properties of complex eigenvalues (and corresponding eigenvectors) of weakly non-unitary and non-Hermitian random matrices. Ensembles of this type emerge in various physical…
We review some applications of central limit theorems and extreme values statistics in the context of disordered systems. We discuss several problems, in particular concerning Random Matrix Theory and the generalisation of the Tracy-Widom…
In this paper, we study some properties of Euler polynomials arising from umbral calculus. Finally, we give some interesting identities of Euler polynomials using our results. Recently, Dere and Simsek have studied umbral calculus related…
Composed ensembles of random unitary matrices are defined via products of matrices, each pertaining to a given canonical circular ensemble of Dyson. We investigate statistical properties of spectra of some composed ensembles and demonstrate…
In this note, we will get the estimate of the expected distribution of critical values of Gaussian SU(2) random polynomials as the degree large enough. The result is a direct application of the Kac-Rice formula. The critical values will…