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We compute averages of products and ratios of characteristic polynomials associated with Orthogonal, Unitary, and Symplectic Ensembles of Random Matrix Theory. The pfaffian/determinantal formulas for these averages are obtained, and the…

Mathematical Physics · Physics 2007-05-23 A. Borodin , E. Strahov

One of the main applications of free probability is to show that for appropriately chosen independent copies of $d$ random matrix models, any noncommutative polynomial in these $d$ variables has a spectral distribution that converges…

Operator Algebras · Mathematics 2023-10-25 Benoît Collins , Tobias Mai , Akihiro Miyagawa , Félix Parraud , Sheng Yin

We analyze the macroscale behavior of random lower (and therefore upper) triangular matrices with entries drawn iid from a distribution with nonzero mean and finite variance. We show that such a matrix behaves like a probabilistic version…

Probability · Mathematics 2021-04-07 J. E. Pascoe , Tapesh Yadav

Motivated by an influential result of Bourgain and Tzafriri, we consider continuous matrix functions $A:\mathbb{R}\to M_{n\times n}$ and lower $\ell_2$-norm bounds associated with their restriction to certain subspaces. We prove that for…

Functional Analysis · Mathematics 2022-01-14 Adrian Fan , Jack Montemurro , Pavlos Motakis , Naina Praveen , Alyssa Rusonik , Paul Skoufranis , Noam Tobin

We study the $\ell^\infty \to \ell^\infty$ operator norm of products of independent random matrices with independent and identically distributed entries. For $n$-by-$n$ matrices whose entries are centered, have unit variance, and have a…

Probability · Mathematics 2026-01-19 Jean-Christophe Mourrat

We investigate the statistical properties of $C=uvu^{-1}v^{-1}$, when $u$ and $v$ are independent random matrices, uniformly distributed with respect to the Haar measure of the groups $U(N)$ and $O(N)$. An exact formula is derived for the…

Mathematical Physics · Physics 2022-11-07 Pedro H. S. Palheta , Marcelo R. Barbosa , Marcel Novaes

The goal of this paper is to prove operator identities using equalities between noncommutative polynomials. In general, a polynomial expression is not valid in terms of operators, since it may not be compatible with domains and codomains of…

Symbolic Computation · Computer Science 2023-11-20 Cyrille Chenavier , Clemens Hofstadler , Clemens G. Raab , Georg Regensburger

We investigate the square variation operator $V^2$ (which majorizes the partial sum maximal operator) on general orthonormal systems (ONS) of size $N$. We prove that the $L^2$ norm of the $V^2$ operator is bounded by $O(\ln(N))$ on any ONS.…

Classical Analysis and ODEs · Mathematics 2012-02-01 Allison Lewko , Mark Lewko

This paper contains some estimates for the {\it integral-uniform} norm and the uniform norm of a wide class of random polynomials. The family of integral-uniform norms introduced by Kasin and Tzafriri is a natural generalization of the…

Probability · Mathematics 2007-05-23 Pavel Grigoriev

We prove a general criterion for a von Neumann algebra $M$ in order to be in standard form. It is formulated in terms of an everywhere defined, invertible, antilinear, a priori not necessarily bounded operator, intertwining $M$ with its…

Operator Algebras · Mathematics 2015-05-20 Francesco Fidaleo , László Zsidó

We obtain uniform asymptotics for polynomials orthogonal on a fixed and varying arc of the unit circle with a positive analytic weight function. We also complete the proof of the large $s$ asymptotic expansion for the Fredholm determinant…

Functional Analysis · Mathematics 2007-05-23 I. V. Krasovsky

Let $D$ and $U$ be linear operators in a vector space (or more generally, elements of an associative algebra with a unit). We establish binomial-type identities for $D$ and $U$ assuming that either their commutator $[D,U]$ or the second…

Classical Analysis and ODEs · Mathematics 2018-01-17 Peter Kuchment , Sergey Lvin

We study Hermitian non-commutative quadratic polynomials of multiple independent Wigner matrices. We prove that, with the exception of some specific reducible cases, the limiting spectral density of the polynomials always has a square root…

Probability · Mathematics 2023-09-01 Jacob Fronk , Torben Krüger , Yuriy Nemish

We consider a \emph{family} $(P_\omega)_{\omega \in \Omega}$ of elliptic second order differential operators on a domain $U_0 \subset \mathbb{R}^m$ whose coefficients depend on the space variable $x \in U_0$ and on $\omega \in \Omega,$ a…

Analysis of PDEs · Mathematics 2023-08-16 Simon Labrunie , Hassan Mohsen , Victor Nistor

Let $\mu_\alpha$ be the Lebesgue plane measure on the unit disk with the radial weight $\frac{\alpha+1}{\pi}(1-|z|^2)^\alpha$. Denote by $\mathcal{A}^{2}_{n}$ the space of the $n$-analytic functions on the unit disk, square-integrable with…

Functional Analysis · Mathematics 2021-09-20 Roberto Moisés Barrera-Castelán , Egor A. Maximenko , Gerardo Ramos-Vazquez

We introduce matrix-valued weight functions of arbitrary size, which are analogues of the weight function for the Gegenbauer or ultraspherical polynomials for the parameter $\nu>0$. The LDU-decomposition of the weight is explicitly given in…

Classical Analysis and ODEs · Mathematics 2016-04-15 Erik Koelink , Ana M. de los Rios , Pablo Roman

We study quantum equivalents of non-commutative operators in quantum mechanics. Any matrix "$B$" satisfying the non-commuting relation $[A,B]\neq 0$ with "$A$", can be used via $B^{-1} AB$ to reproduce eigenvalues of "$A$". This…

Quantum Physics · Physics 2023-01-24 Biswanath Rath

We call an operator algebra A {\em reversible} if A with reversed multiplication is also an abstract operator algebra (in the modern operator space sense). This class of operator algebras is intimately related to the {\em symmetric operator…

Operator Algebras · Mathematics 2025-11-24 David P. Blecher

We show that the average characteristic polynomial P_n(z) = E [\det(zI-M)] of the random Hermitian matrix ensemble Z_n^{-1} \exp(-Tr(V(M)-AM))dM is characterized by multiple orthogonality conditions that depend on the eigenvalues of the…

Mathematical Physics · Physics 2011-03-28 P. M. Bleher , A. B. J. Kuijlaars

Fourier series in orthogonal polynomials with respect to a measure $\nu$ on $[-1,1]$ are studied when $\nu$ is a linear combination of a generalized Jacobi weight and finitely many Dirac deltas in $[-1,1]$. We prove some weighted norm…

Classical Analysis and ODEs · Mathematics 2010-10-12 José J. Guadalupe , Mario Pérez , Francisco J. Ruiz , Juan Luis Varona
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