Related papers: Auto-correlation functions for unitary groups
We calculate the autocorrelation functions (or shifted moments) of the characteristic polynomials of matrices drawn uniformly with respect to Haar measure from the groups U(N), O(2N) and USp(2N). In each case the result can be expressed in…
The Sato-Tate distributions for genus 2 curves (conjecturally) describe the statistics of numbers of rational points on the curves. In this paper, we explicitly compute the auto-correlation functions of Sato-Tate distributions for genus 2…
We calculate the autocorrelation function for the characteristic polynomial of a random matrix in the microscopic scaling regime. While results fitting this description have be proved before, we will cover all values of inverse temperature…
We find closed formulas for arbitrarily high mixed moments of characteristic polynomials of the Alternative Circular Unitary Ensemble (ACUE), as well as closed formulas for the averages of ratios of characteristic polynomials in this…
The eigenvalue probability density function for symplectic invariant random matrix ensembles can be generalised to discrete settings involving either a linear or exponential lattice. The corresponding correlation functions can be expressed…
We analyze statistical properties of complex eigenvalues of random matrices $\hat{A}$ close to unitary. Such matrices appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with…
We calculate a general spectral correlation function of products and ratios of characteristic polynomials for a $N\times N$ random matrix taken from the chiral Gaussian Unitary Ensemble (chGUE). Our derivation is based upon finding an…
This article characterizes the rank-one factorization of auto-correlation matrix polynomials. We establish a sufficient and necessary uniqueness condition for uniqueness of the factorization based on the greatest common divisor (GCD) of…
We consider the $n$-correlation of eigenvalues of random unitary matrices in the alternative form that is not the tidy determinant common in random matrix theory, but rather the expression derived from averages of ratios of characteristic…
We compute correlation functions of inverse powers and ratios of characteristic polynomials for random matrix models with complex eigenvalues. Compact expressions are given in terms of orthogonal polynomials in the complex plane as well as…
Exact eigenvalue correlation functions are computed for large $N$ hermitian one-matrix models with eigenvalues distributed in two symmetric cuts. An asymptotic form for orthogonal polynomials for arbitrary polynomial potentials that support…
Representation theory and the theory of symmetric functions have played a central role in Random Matrix Theory in the computation of quantities such as joint moments of traces and joint moments of characteristic polynomials of matrices…
According to McKay (1980) the irreducible characters of finite subgroups of SU(2) are in a natural 1-1 correspondence with the extended Coxeter-Dynkin graphs of type ADE. We show that the character values themselves can be given by an…
The autocorrelation function of spectral determinants is proposed as a convenient tool for the characterization of spectral statistics in general, and for the study of the intimate link between quantum chaos and random matrix theory, in…
The calculation of autocorrelation functions represents a routinely used tool to characterise quantum states of light. In this paper, we evaluate the $g^{(2)}$ function for detected photons in the case of mesoscopic multi-mode twin-beam…
Correlation functions for matrix ensembles with orthogonal and unitarysymplectic rotation symmetry are more complicated to calculate than in the unitary case. The supersymmetry method and the orthogonal polynomials are two techniques to…
We study criteria for deciding when the normal subgroup generated by a single polynomial automorphism of $\mathbb{A}^n$ is as large as possible, namely equal to the normal closure of the special linear group in the special automorphism…
We investigate the second-order correlation function of the characteristic polynomial of a sample covariance matrix. Starting from an explicit formula for the generating function, we re-obtain several well-known kernels from random matrix…
The description of the automorphism group of group $<a, b; [a^m,b^n]=1>$ ($m,n>1$) in terms of generators and defining relations is given. This result is applied to prove that any normal automorphism of every such group is inner.
We calculate the discrete moments of the characteristic polynomial of a random unitary matrix, evaluated a small distance away from an eigenangle. Such results allow us to make conjectures about similar moments for the Riemann zeta…