Related papers: Symmetric Function Theory and Unitary Invariant En…
Geometric symmetry induces symmetries of function spaces, and the latter yields a clue to global analysis via representation theory. In this note we summarize recent developments on the general theory about how geometric conditions affect…
We consider asymptotic behavior of the correlation functions of the characteristic polynomials of the hermitian sample covariance matrices $H_n=n^{-1}A_{m,n}^*A_{m,n}$, where $A_{m,n}$ is a $m\times n$ complex matrix with independent and…
We consider the moment space $\mathcal{M}_n$ corresponding to $p \times p$ real or complex matrix measures defined on the interval $[0,1]$. The asymptotic properties of the first $k$ components of a uniformly distributed vector $(S_{1,n},…
Using the theory of representations of the symmetric group, we propose an algorithm to compute the invariant ring of a permutation group. Our approach have the goal to reduce the amount of linear algebra computations and exploit a thinner…
Consider the algebra Q<<x_1,x_2,...>> of formal power series in countably many noncommuting variables over the rationals. The subalgebra Pi(x_1,x_2,...) of symmetric functions in noncommuting variables consists of all elements invariant…
With techniques borrowed from quantum information theory, we develop a method to systematically obtain operator inequalities and identities in several matrix variables. These take the form of trace polynomials: polynomial-like expressions…
We give a representation of the classical theory of multiplicative arithmetic functions (MF)in the ring of symmetric polynomials. The basis of the ring of symmetric polynomials that we use is the isobaric basis, a basis especially sensitive…
Spherically symmetric random walks in arbitrary dimension $D$ can be described in terms of Gegenbauer (ultraspherical) polynomials. For example, Legendre polynomials can be used to represent the special case of two-dimensional spherically…
In this paper, we study the relationship between polynomial integrals on the unitary group and the conjugacy class expansion of symmetric functions in Jucys-Murphy elements. Our main result is an explicit formula for the top coefficients in…
We show that, under mild assumptions, the spectrum of a sum of independent random matrices is close to that of the Gaussian random matrix whose entries have the same mean and covariance. This nonasymptotic universality principle yields…
Gaussian graphical models have become a well-recognized tool for the analysis of conditional independencies within a set of continuous random variables. From an inferential point of view, it is important to realize that they are composite…
It is a result of Ginibre that the normalized bulk $k$-point correlation functions of a complex $n\times n$ Gaussian matrix with independent entries of mean zero and unit variance are asymptotically given by the determinantal point process…
It is shown that the correlation functions of the random variables $\det(\lambda - X)$, in which $X$ is a real symmetric $ N\times N$ random matrix, exhibit universal local statistics in the large $N$ limit. The derivation relies on an…
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…
Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…
Recent developments [Kamenev and Mezard, cond-mat/9901110, cond-mat/9903001; Yurkevich and Lerner, cond-mat/9903025; Zirnbauer, cond-mat/9903338] have revived a discussion about applicability of the replica approach to description of…
There has recently been interest in relating properties of matrices drawn at random from the classical compact groups to statistical characteristics of number-theoretical L-functions. One example is the relationship conjectured to hold…
According to the classification scheme of the generalized random matrix ensembles, we present various kinds of concrete examples of the generalized ensemble, and derive their joint density functions in an unified way by one simple formula…
Kontsevitch's work on Airy matrix integrals has led to explicit results for the intersection numbers of the moduli space of curves. In a subsequent work Okounkov rederived these results from the edge behavior of a Gaussian matrix integral.…
The characteristic multi-dimensional integrals that represent physical quantities in random-matrix models, when calculated within the supersymmetry method, can be related to a class of integrals introduced in the context of two-dimensional…