Related papers: Joint moments of a characteristic polynomial and i…
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…
We study the moment-generating functions (MGF) for linear eigenvalue statistics of Jacobi unitary, symplectic and orthogonal ensembles. By expressing the MGF as Fredholm determinants of kernels of finite rank, we show that the mean and…
The Euler-Mascheroni constant is calculated by three novel representations over these sets respectively: 1) Tur\'an moments, 2) coefficients of Jensen polynomials for the Taylor series of the Riemann Xi function at s=1/2+i.t and 3) even…
The eigenvalue probability density function of the Gaussian unitary ensemble permits a $q$-extension related to the discrete $q$-Hermite weight and corresponding $q$-orthogonal polynomials. A combinatorial counting method is used to specify…
Classically, a single weight on an interval of the real line leads to moments, orthogonal polynomials and tridiagonal matrices. Appropriately deforming this weight with times t=(t_1,t_2,...), leads to the standard Toda lattice and…
We obtain conditional upper bounds for negative discrete moments of the derivative of the Riemann zeta-function averaged over a subfamily of zeros of the zeta function which is expected to have full density inside the set of all zeros. For…
The negative multinomial distribution appears in many areas of applications such as polarimetric image processing and the analysis of longitudinal count data. In previous studies, Mosimann (1963) derived general formulas for the falling…
Universality of eigenvalue spacings is one of the basic characteristics of random matrices. We give the precise meaning of universality and discuss the standard universality classes (sine, Airy, Bessel) and their appearance in unitary,…
In this short note we derive concentration inequalities for the empirical absolute moments of square symmetric matrices with independent symmetrically distributed +/-1 entries. Most of the previous results of this type are limited to…
Questions on random matrices and on non-intersecting Brownian motions have led to the study of moment matrices with regard to several weights. The purpose of this paper is to show that the determinants of such moment matrices satisfy, upon…
We obtain asymptotic formulae for the second discrete moments of the Riemann zeta function over arithmetic progressions $\frac{1}{2} + i(a n + b)$. It reveals noticeable relation between the discrete moments and the continuous moment of the…
In the present article the moments associated with the Jain basis functions are developed to order ten. The moments are shown to be polynomials in one variable with polynomial coefficients. The polynomial coefficients are investigated and…
We compute the limit of the moments of the partition function $Z_{N}^{\beta_N} $ of the directed polymer in dimension $d=2$ in the subcritical regime, i.e. when the inverse temperature is scaled as $\beta_N \sim \hat{\beta}…
We utilize Cauchy's argument principle in combination with the Jacobian of a holomorphic function in several complex variables and the first moment of a ratio of two correlated complex normal random variables to prove explicit formulas for…
We prove that general correlation functions of both ratios and products of characteristic polynomials of Hermitian random matrices are governed by integrable kernels of three different types: a) those constructed from orthogonal…
We present new determinant expressions for regularized Schur multiple zeta values. These generalize the known Jacobi-Trudi formulae and can be used to quickly evaluate certain types of Schur multiple zeta values. Using these formulae we…
A connection is made between complete homogeneous symmetric polynomials in Jucys-Murphy elements and the unitary Weingarten function from random matrix theory. In particular we show that $h_r(J_1,...,J_n),$ the complete homogeneous…
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 introduce a non-Hermitian $\beta$-ensemble and determine its spectral density in the limit of large $\beta$ and large matrix size $n$. The ensemble is given by a general tridiagonal complex random matrix of normal and chi-distributed…
In this paper, we propose a probabilistic approach to the study of the characteristic polynomial of a random unitary matrix. We recover the Mellin Fourier transform of such a random polynomial, first obtained by Keating and Snaith, using a…