Related papers: $q$-deformed Gaussian unitary ensemble: spectral m…
Skew orthogonal polynomials arise in the calculation of the $n$-point distribution function for the eigenvalues of ensembles of random matrices with orthogonal or symplectic symmetry. In particular, the distribution functions are completely…
This article derives an accurate, explicit, and numerically stable approximation to the kernel quadrature weights in one dimension and on tensor product grids when the kernel and integration measure are Gaussian. The approximation is based…
Characteristic functions of weighted sums of independent random variables exhibit low-rank structure in the quantized tensor train (QTT) representation, also known as matrix product states (MPS), enabling up to exponential compression of…
A statistical description of part of a many body system often requires a non-Hermitian random matrix ensemble with nature and strength of randomness sensitive to underlying system conditions. For the ensemble to be a good description of the…
Starting from the deformed commutation relations \ba a_q(t) \,a_q^{\dag}(s) \ - \ q\,a_q^{\dag}(s)\,a_q(t) \ = \ \Gam(t-s) {\bf 1} , \quad -1\ \le \ q\ \le\ 1\nn \ea with a covariance $\Gam(t-s)$ and a parameter $q$ varying between $-1$ and…
We consider self-similar statistical ensembles with the phase space whose volume is invariant under the deformation that squeezes (expands) the coordinate and expands (squeezes) the momentum. Related probability distribution function is…
In a differential approach elaborated, we study the evolution of the parameters of Gaussian, mixed, continuous variable density matrices, whose dynamics are given by Hermitian Hamiltonians expressed as quadratic forms of the position and…
We characterize the phenomenon of "crowding" near the largest eigenvalue $\lambda_{\max}$ of random $N \times N$ matrices belonging to the Gaussian $\beta$-ensemble of random matrix theory, including in particular the Gaussian orthogonal…
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 study $k$-point correlators of characteristic polynomials in non-Hermitian ensembles of random matrices, focusing on the real, complex and quaternion $N \times N$ Ginibre ensembles. Our approach is based on the technique of character…
We consider a discrete model for anisotropic (2+1)-dimensional growth of an interface height function. Owing to a connection with q-Whittaker functions, this system enjoys many explicit integral formulas. By considering certain Gaussian…
Recently much effort has been made towards the introduction of non-Hermitian random matrix models respecting $PT$-symmetry. Here we show that there is a one-to-one correspondence between complex $PT$-symmetric matrices and split-complex and…
In the article, we consider a question concerning the estimation of summatory function of the Fourier coefficients of Hecke eigenforms indexed by a sparse set of integers. In particular, we provide an estimate for the following sum;…
Connections between longest increasing subsequences in random permutations and eigenvalues of random matrices with complex entries have been intensely studied. This note applies properties of random elements of the finite general linear…
We study the densities of limiting distributions of squared singular values of high-dimensional matrix products composed of independent complex Gaussian (complex Ginibre) and truncated unitary matrices which are taken from Haar distributed…
The Gaussian polynomial in variable $q$ is defined as the $q$-analog of the binomial coefficient. In addition to remarkable implications of these polynomials to abstract algebra, matrix theory and quantum computing, there is also a…
The gravitational evolution of the cosmic one-point Probability Distribution Function (PDF) can be estimated using an analytic approximation that combines gravitational Perturbation Theory (PT) with the Edgeworth expansion around a Gaussian…
We investigate several families of multiple orthogonal polynomials associated with weights for which the moment generating functions are hypergeometric series with slightly varying parameters. The weights are supported on the unit interval,…
We compute exact asymptotic of the statistical density of random matrices belonging to invariant random matrices ensemble (RMT) orthogonal, unitary and symplectic ensembles, where all its eigenvalues lie within the interval $[\sigma,…
A combinatorial study of multiple $q$-integrals is developed. This includes a $q$-volume of a convex polytope, which depends upon the order of $q$-integration. A multiple $q$-integral over an order polytope of a poset is interpreted as a…