Related papers: Symmetric Function Theory and Unitary Invariant En…
The unitary Wilson random matrix theory is an interpolation between the chiral Gaussian unitary ensemble and the Gaussian unitary ensemble. This new way of interpolation is also reflected in the orthogonal polynomials corresponding to such…
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…
Algebraic tools in statistics have recently been receiving special attention and a number of interactions between algebraic geometry and computational statistics have been rapidly developing. This paper presents another such connection,…
Keating and Snaith showed that the $2k^{th}$ absolute moment of the characteristic polynomial of a random unitary matrix evaluated on the unit circle is given by a polynomial of degree $k^2$. In this article, uniform asymptotics for the…
These lecture notes provide a comprehensive, self-contained introduction to the analysis of Wishart matrix moments. This study may act as an introduction to some particular aspects of random matrix theory, or as a self-contained exposition…
It is well known that over an infinite field the ring of symmetric functions in a finite number of variables is isomorphic to the one of polynomial functions on matrices that are invariants by the action of conjugation by general linear…
We calculate a general spectral correlation function of products and ratios of characteristic polynomials for a $N\times N$ random matrix taken from the chiral Gaussian Unitary Ensemble (chGUE). Our derivation is based upon finding an…
This paper presents a noncommutative theory of symmetric functions, based on the notion of quasi-determinant. We begin with a formal theory, corresponding to the case of symmetric functions in an infinite number of independent variables.…
The Gaussian unitary random matrix ensembles satisfying some additional symmetry conditions are considered. The effect of these conditions on the limiting normalized counting measures and correlation functions is studied.
In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…
We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…
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…
Considering a determinantal point process on the real line, we establish a connection between the sine-kernel asymptotics for the correlation kernel and the CLT for mesoscopic linear statistics. This implies universality of mesoscopic…
Recently much effort has been made towards the introduction of non-Hermitian random matrix models respecting $PT$-symmetry. Here we show that there is a one-to-one correspondence between complex $PT$-symmetric matrices and split-complex and…
Symmetric functions provide one of the most efficient tools for combinatorial enumeration, in the context of objects that may be acted upon by permutations. Only assuming a basic knowledge of linear algebra, we introduce and describe the…
Ensembles of complex symmetric, and complex self dual random matrices are known to exhibit local statistical properties distinct from those of the non-Hermitian Ginibre ensembles. On the other hand, in distinction to the latter, the joint…
This paper gives a rigorous proof of a conjectured statistical self-similarity property of the eigenvalues random matrices from the Circular Unitary Ensemble. We consider on the one hand the eigenvalues of an $n \times n$ CUE matrix, and on…
Exact results from random matrix theory are used to systematically analyse the relationship between microscopic Dirac spectra and finite-volume partition functions. Results are presented for the unitary ensemble, and the chiral analogs of…
We obtain large n asymptotics for products of powers of the absolute values of the characteristic polynomials in the Gaussian Unitary Ensemble of n\times n matrices. Our results can also be interpreted as asymptotics of the determinant of a…
Starting from Montgomery's conjecture, there has been a substantial interest on the connections of random matrix theory and the theory of L-functions. In particular, moments of characteristic polynomials of random matrices have been…