Related papers: Weingarten Calculus
A novel probabilistic numerical method for quantifying the uncertainty induced by the time integration of ordinary differential equations (ODEs) is introduced. Departing from the classical strategy to randomize ODE solvers by adding a…
The theory of orthogonal polynomials on the unit circle is developed for a general class of weights leading to systems of recurrence relations and derivatives of the polynomials and their associated functions, and to functional-difference…
We find a combinatorial formula for the Haar functional of the orthogonal and unitary quantum groups. As an application, we consider diagonal coefficients of the fundamental representation, and we investigate their spectral measures.
The Wigner d function, which is the essential part of an irreducible representation of SU(2) and SO(3) parameterized with Euler angles, has been know to suffer from a serious numerical errors at high spins, if it is calculated by means of…
We combine infinite-dimensional integration by parts procedures with a recursive relation on moments (reminiscent of a formula by Barbour (1986)), and deduce explicit expressions for cumulants of functionals of a general Gaussian field.…
We show that a Wigner induced random orthonormal basis of spherical harmonics is almost surely quantum ergodic. Here, a random basis is identified with an element of the product probability space of unitary groups, each endowed with the…
In this paper, we establish an explicit isomorphism between the symmetric group algebra and the path algebra of the Young graph. Specifically, we construct a family of matrix units in the group algebra. As a main application of this…
It is known that the class $\mathcal{U}_{\beta}$, of generalized s-selfdecom-posable probability distributions, can be viewed as an image via random integral mapping $\mathcal{J}^{\beta}$ of the class $ID$ of all infinitely divisible…
Given a $d$-dimensional vector space $V \subset \mathbb{C}[u]$ of polynomials, its Wronskian is the polynomial $(u + z_1) \cdots (u + z_n)$ whose zeros $-z_i$ are the points of $\mathbb{C}$ such that $V$ contains a nonzero polynomial with a…
Matrix Fourier-like integrals over the classical groups O_+(n), O_-(n), Sp(n) and U(n) are connected with the distribution of the length of the longest increasing sequence in random permutations and random involutions and the spectrum of…
We conjecture results about the complex moments of the derivative of the Riemann zeta function, evaluated at the non-trivial zeros of the Riemann zeta function. We do this via two different random matrix computations. In the first, we find…
We study fast approximation of integrals with respect to stationary probability measures associated to iterated functions systems on the unit interval. We provide an algorithm for approximating the integrals under certain conditions on the…
I adapt a recently introduced method for integrating over the unitary group (S. Aubert and C.S. Lam, J.Math.Phys. 44, 6112-6131 (2003)) to the orthogonal group. I derive explicit formulas for a number of one, two and three-vector integrals,…
This paper presents a powerfull method to integrate general monomials on the classical groups with respect to their invariant (Haar) measure. The method has first been applied to the orthogonal group in [J. Math. Phys. 43, 3342 (2002)], and…
We investigate certain matrices composed of mixed, second-order moments of unitaries. The unitaries are taken from C*-algebras with moments taken with respect to traces, or, alternatively, from matrix algebras with the usual trace. These…
Motivated by recent results in random matrix theory we will study the distributions arising from products of complex Gaussian random matrices and truncations of Haar distributed unitary matrices. We introduce an appropriately general class…
The purpose of this article is to study the eigenvalues $u_1^{\, t}=e^{it\theta_1},\dots,u_N^{\,t}=e^{it\theta_N}$ of $U^t$ where $U$ is a large $N\times N$ random unitary matrix and $t>0$. In particular we are interested in the typical…
For a prime $p$ and a positive integer $s$ consider a homogeneous linear system over the ring $\mathbb{Z}_{p^s}$ (the ring of integers modulo $p^s$) described by an $n \times m$-matrix. The possible number of solutions to such a system is…
We explore the applicability of splitting methods involving complex coefficients to solve numerically the time-dependent Schr\"odinger equation. We prove that a particular class of integrators are conjugate to unitary methods for…
The Wigner rotation matrix ($d$-function), which appears as a part of the angular-momentum-projection operator, plays a crucial role in modern nuclear-structure models. However, it is a long-standing problem that its numerical evaluation…