Related papers: Unitary matrix integrals, symmetric polynomials, a…
Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…
The present work is inspired by three interrelated themes: Weingarten calculus for integration over unitary groups, monotone Hurwitz numbers which enumerate certain factorisations of permutations into transpositions, and Jucys-Murphy…
The vicious random walker problem on a one dimensional lattice is considered. Many walkers take simultaneous steps on the lattice and the configurations in which two of them arrive at the same site are prohibited. It is known that the…
Multiple orthogonal polynomials are a generalization of orthogonal polynomials in which the orthogonality is distributed among a number of orthogonality weights. They appear in random matrix theory in the form of special determinantal point…
We find all factorized duality functions for a class of interacting particle systems. The functions we recover are self-duality functions for interacting particle systems such as zero-range processes, symmetric inclusion and exclusion…
We study the joint probability density of the eigenvalues of a product of rectangular real, complex or quaternion random matrices in a unified way. The random matrices are distributed according to arbitrary probability densities, whose only…
We study multivariable Christoffel-Darboux kernels, which may be viewed as reproducing kernels for antisymmetric orthogonal polynomials, and also as correlation functions for products of characteristic polynomials of random Hermitian…
A new family of polynomials, called cumulant polynomial sequence, and its extensions to the multivariate case is introduced relied on a purely symbolic combinatorial method. The coefficients of these polynomials are cumulants, but depending…
We obtain orthogonal polynomial self-duality functions for multi-species version of the symmetric exclusion process (SEP$(2j)$) and the independent random walker process (IRW) on a finite undirected graph. In each process, we have $n>1$…
One of spectacular results in mathematical physics is the expression of Racah matrices for symmetric representations of the quantum group $SU_q(2)$ through the Askey-Wilson polynomials, associated with the $q$-hypergeometric functions…
Let $M$ be a random matrix chosen according to Haar measure from the unitary group $\mathrm{U}(n,\mathbb{C})$. Diaconis and Shahshahani proved that the traces of $M,M^2,\ldots,M^k$ converge in distribution to independent normal variables as…
The infinite series of logarithmic minimal models LM(1,p) is considered in the W-extended picture where they are denoted by WLM(1,p). As in the rational models, the fusion algebra of WLM(1,p) is described by a simple graph fusion algebra.…
We compute analytically the joint probability density of eigenvalues and the level spacing statistics for an ensemble of random matrices with interesting features. It is invariant under the standard symmetry groups (orthogonal and unitary)…
Sum rules are elegant formulas that relate entropy functionals to coefficients associated with orthogonal polynomials [Sim11]. In a series of paper (see for example [GNR16], [GNR17], [BSZ18a], [BSZ18b]), interesting connections have been…
We extend our recent result [Cipolloni, Erd\H{o}s, Schr\"oder 2019] on the central limit theorem for the linear eigenvalue statistics of non-Hermitian matrices $X$ with independent, identically distributed complex entries to the real…
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…
Recent work on recurrence in quantum walks has provided a representation of Schur functions in terms of unitary operators. We propose a generalization of Schur functions by extending this operator representation to arbitrary operators on…
We give a new method for the evaluation of a class of integrals of rational symmetric functions in N pairs of variables {x_a, y_a}_{a=1,... N} arising in coupled matrix models, valid for a broad class of two-variable measures. The result is…
In this article, we investigate how the entrywise application of a non-linear function to symmetric orthogonally invariant random matrix ensembles alters the spectral distribution. We treat also the multivariate case where we apply…
We consider reversible random walks in random environment obtained from symmetric long--range jump rates on a random point process. We prove almost sure transience and recurrence results under suitable assumptions on the point process and…