Related papers: Characteristic polynomials of random truncations: …

We obtain factorial moment identities for the Charlier, Meixner and Krawtchouk orthogonal polynomial ensembles. Building on earlier results by Ledoux [Elect. J. Probab. 10, (2005)], we find hypergeometric representations for the factorial…

Let $q$ be an odd prime power, and $H_{d,q}$ denote the set of square-free monic polynomials $D(x) \in F_q[x]$ of degree $d$. Katz and Sarnak showed that the moments, over $H_{d,q}$, of the zeta functions associated to the curves…

In this paper, we are interested in sequences of q-tuple of N-by-N random matrices having a strong limiting distribution (i.e. given any non-commutative polynomial in the matrices and their conjugate transpose, its normalized trace and its…

Moment evaluations are important for the study of non-classical orthogonal polynomial systems for which explicit representations are not known. In this paper we compute, in terms of the hypergeometric function, the moments associated with a…

This paper calculates the fluctuations of eigenvalues of polynomials on large Haar unitaries cut by finite rank deterministic matrices. When the eigenvalues are all simple, we can give a complete algorithm for computing the fluctuations.…

We derive a non-asymptotic expression for the moments of traces of monomials in several independent complex Wishart matrices, extending some explicit formulas available in the literature. We then deduce the explicit expression for the…

We use tropicalization to study the duals to cones of nonnegative polynomials and sums of squares on a semialgebraic set $S$. The truncated cones of moments of measures supported on the set $S$ is dual to nonnegative polynomials on $S$,…

We develop an efficient algorithm for sampling the eigenvalues of random matrices distributed according to the Haar measure over the orthogonal or unitary group. Our technique samples directly a factorization of the Hessenberg form of such…

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…

A family of random variables $\mathbf{X}(s)$, depending on a real parameter $s>-\frac{1}{2}$, appears in the asymptotics of the joint moments of characteristic polynomials of random unitary matrices and their derivatives, in the ergodic…

Starting from the moment sequences of classical orthogonal polynomials we derive the orthogonality purely algebraically. We consider also the moments of ($q=1$) classical orthogonal polynomials, and study those cases in which the…

In this paper, we are interested in the moments of the characteristic polynomial $Z_n(x)$ of the $n\times n$ permutation matrices with respect to the uniform measure. We use a combinatorial argument to write down the generating function of…

The problem of convergence of the joint moments, which depend on two parameters $s$ and $h$, of the characteristic polynomial of a random Haar-distributed unitary matrix and its derivative, as the matrix size goes to infinity, has been…

We consider the asymptotic behavior of the second mixed moment of the characteristic polynomials of the 1D Gaussian band matrices, i.e. of the hermitian matrices $H_n$ with independent Gaussian entries such that $<…

It has been shown recently that the limit moments of $W(n)=B(n)B^{*}(n)$, where B(n) is a product of $p$ independent rectangular random matrices, are certain homogenous polynomials in the asymptotic dimensions of these matrices. Using the…

We study the characteristic polynomials of both the Gaussian Orthogonal and Symplectic Ensembles. We show that for both ensembles, powers of the absolute value of the characteristic polynomials converge in law to Gaussian multiplicative…

This paper considers random matrices distributed according to Haar measure in different classical compact groups. Utilizing the determinantal point structures of their nontrivial eigenangles, with respect to the $L_1$-Wasserstein distance,…

We revisit the work of the first named author and using simpler algebraic arguments we calculate integrals of polynomial functions with respect to the Haar measure on the unitary group U(d). The previous result provided exact formulas only…

We derive semiclassical asymptotics for the orthogonal polynomials P_n(z) on the line with respect to the exponential weight \exp(-NV(z)), where V(z) is a double-well quartic polynomial, in the limit when n, N \to \infty. We assume that…

This thesis is based on joint work with Jon Keating [FK21], Tom Claeys and Jon Keating [CFK23], and Isao Sauzedde [FS22], and is concerned with establishing and studying connections between random matrices and log-correlated fields. This is…