Related papers: Matrix Hermite polynomials, Random determinants an…

Given a nonsingular $n \times n$ matrix of univariate polynomials over a field $\mathbb{K}$, we give fast and deterministic algorithms to compute its determinant and its Hermite normal form. Our algorithms use…

We show that the Riemannian Gaussian distributions on symmetric spaces, introduced in recent years, are of standard random matrix type. We exploit this to compute analytically marginals of the probability density functions. This can be done…

The moving average of the complex modulus of the analytic wavelet transform provides a robust time-scale representation for signals to small time shifts and deformation. In this work, we derive the Wiener chaos expansion of this…

We study multiplicative statistics for the eigenvalues of unitarily-invariant Hermitian random matrix models. We consider one-cut regular polynomial potentials and a large class of multiplicative statistics. We show that in the large matrix…

The recently introduced basis adaptation method for Homogeneous (Wiener) Chaos expansions is explored in a new context where the rotation/projection matrices are computed by discovering the active subspace where the random input exhibits…

The paper contains some new results and a review of recent achievements, concerning the multisupport solutions to matrix models. In the leading order of the 't Hooft expansion for matrix integral, these solutions are described by…

We study the characteristic polynomial of Haar distributed random unitary matrices. We show that after a suitable normalization, as one increases the size of the matrix, powers of the absolute value of the characteristic polynomial as well…

A new class of bivariate poly-analytic Hermite polynomials is considered. We show that they are realizable as the Fourier-Wigner transform of the univariate complex Hermite functions and form a nontrivial orthogonal basis of the classical…

Given a collection $\{\lambda_1, \dots, \lambda_n\} $ of real numbers, there is a canonical probability distribution on the set of real symmetric or complex Hermitian matrices with eigenvalues $\lambda_1,\ldots,\lambda_n$. In this paper, we…

Burchnall's method to invert the Feldheim-Watson linearization formula for the Hermite polynomials is extended to all polynomial families in the Askey-scheme and its $q$-analogue. The resulting expansion formulas are made explicit for…

A unified theory of orthogonal polynomials of a discrete variable is presented through the eigenvalue problem of hermitian matrices of finite or infinite dimensions. It can be considered as a matrix version of exactly solvable Schr\"odinger…

We introduce the general polynomial algebras characterizing a class of higher order superintegrable systems that separate in Cartesian coordinates. The construction relies on underlying polynomial Heisenberg algebras and their defining…

We present some new results on the joint distribution of an arbitrary subset of the ordered eigenvalues of complex Wishart, double Wishart, and Gaussian hermitian random matrices of finite dimensions, using a tensor pseudo-determinant…

We introduce a random two-matrix model interpolating between a chiral Hermitian (2n+nu)x(2n+nu) matrix and a second Hermitian matrix without symmetries. These are taken from the chiral Gaussian Unitary Ensemble (chGUE) and Gaussian Unitary…

We draw attention to the fact that a Hermitian matrix is always diagonalizable and has real discrete spectrum whereas the Hermitian Schr{\"o}dinger Hamiltonian: $H=p^2/2\mu+V(x)$, may not be so. For instance when $V(x)=x, x^3, -x^2$, $H$…

An ensemble of 2 x 2 pseudo-Hermitian random matrices is constructed that possesses real eigenvalues with level-spacing distribution exactly as for the Gaussian Unitary Ensemble found by Wigner. By a re-interpretation of Connes' spectral…

In this paper we present a generalization of the classical Hermite polynomials to the framework of Clifford-Dunkl operators. Several basic properties, such as orthogonality relations, recurrence formulae and associated differential…

The aim of this paper is to establish some new results on the absolute continuity and the convergence in total variation for a sequence of d-dimensional vectors whose components belong to a finite sum of Wiener chaoses. First we show that…

We develop an underlying relationship between the theory of rational approximations and that of isomonodromic deformations. We show that a certain duality in Hermite's two approximation problems for functions leads to the Schlesinger…

Energy level statistics of Hermitian random matrices $\hat H$ with Gaussian independent random entries $H_{i\geq j}$ is studied for a generic ensemble of almost diagonal random matrices with $ <|H_{ii}|^{2} > \sim 1$ and $<|H_{i\neq j}|^{2}…