Related papers: From superintegrability to tridiagonal representat…
The structure function of a random matrix ensemble can be specified as the covariance of the linear statistics $\sum_{j=1}^N e^{i k_1 \lambda_j}$, $\sum_{j=1}^N e^{-i k_2 \lambda_j}$ for Hermitian matrices, and the same with the eigenvalues…
We generalize the supersymmetry method in Random Matrix Theory to arbitrary rotation invariant ensembles. Our exact approach further extends a previous contribution in which we constructed a supersymmetric representation for the class of…
The aim of this paper is to give a precise asymptotic description of some eigenvalue statistics stemming from random matrix theory. More precisely, we consider random determinants of the GUE, Laguerre, Uniform Gram and Jacobi beta ensembles…
We find the joint generalized singular value distribution and largest generalized singular value distributions of the $\beta$-MANOVA ensemble with positive diagonal covariance, which is general. This has been done for the continuous $\beta…
We describe an ensemble of (sparse) random matrices whose eigenvalues follow the Gibbs distribution for n particles of the Coulomb gas on the unit circle at inverse temperature beta. Our approach combines elements from the theory of…
This paper constructs tridiagonal random matrix models for general ($\beta>0$) $\beta$-Hermite (Gaussian) and $\beta$-Laguerre (Wishart) ensembles. These generalize the well-known Gaussian and Wishart models for $\beta = 1,2,4$.…
In a high temperature regime where $\beta N \to 2c$, the empirical distribution of the eigenvalues of Gaussian beta ensembles, beta Laguerre ensembles and beta Jacobi ensembles converges to a limiting measure which is related to associated…
Persymmetric Jacobi matrices are invariant under reflection with respect to the anti-diagonal. The associated orthogonal polynomials have distinctive properties that are discussed. They are found in particular to be also orthogonal on the…
The family of circular Jacobi $\beta$ ensembles has a singularity of a type associated with Fisher and Hartwig in the theory of Toeplitz determinants. Our interest is in the Fourier transform of the corresponding bulk scaled spectral…
The integral formulae pertaining to the unitary group $\mathsf{U}(d)$ have been comprehensively reviewed, yielding fresh results and innovative proofs. Central to the derivation of these formulae lies the employment of Schur-Weyl duality, a…
In this paper we consider random block matrices, which generalize the general beta ensembles, which were recently investigated by Dumitriu and Edelmann (2002, 2005). We demonstrate that the eigenvalues of these random matrices can be…
We give a direct proof of the combinatorial formula for interpolation Macdonald polynomials by introducing certain polynomials, which we call generic Macdonald polynomials, which depend on $d$ additional parameters and specialize to all…
The spectral density for random matrix $\beta$ ensembles can be written in terms of the average of the absolute value of the characteristic polynomial raised to the power of $\beta$, which for even $\beta$ is a polynomial of degree…
We examine the commuting elements $\theta_i=\sum_{j\neq i} \frac{s_{ij}}{z_i-z_j}$, $z_i\neq z_j$, $s_{ij}$ the transposition swapping $i$ and $j$, and we study their actions on irreducible $S_n$ representations. By applying Schur-Weyl…
Recent work of Bornemann has uncovered hitherto hidden integrable structures relating to the asymptotic expansion of quantities at the soft edge of Gaussian and Laguerre random matrix ensembles. These quantities are spacing distributions…
For two different natural definitions of Casimir operators for simple Lie algebras we show that their eigenvalues in the adjoint representation can be expressed polynomially in the universal Vogel's parameters $\alpha, \beta, \gamma$ and…
Using the Frobenius formula, we evaluate characters associated with certain induced representations of the centrally extended BMS$_3$ group. This computation involves a functional integral over a coadjoint orbit of the Virasoro group; a…
Conditionally on the Riemann hypothesis for certain Dedekind zeta functions, we show that the characteristic polynomial of a class of random tridiagonal matrices of large dimension is irreducible, with probability exponentially close to…
We introduce the notion of a confluent Vandermonde matrix with quaternion entries and discuss its connection with Lagrange-Hermite interpolation over quaternions. Further results include the formula for the rank of a confluent Vandermonde…
We provide new insights into the solvability property of an Hamiltonian involving of the fourth Painlev\'e transcendent and its derivatives. This Hamiltonian is third order shape invariant and can also be interpreted within the context of…