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Keating and Snaith showed that the $2k^{th}$ absolute moment of the characteristic polynomial of a random unitary matrix evaluated on the unit circle is given by a polynomial of degree $k^2$. In this article, uniform asymptotics for the…

Mathematical Physics · Physics 2015-05-19 Ghaith A. Hiary , Michael O. Rubinstein

Using asymptotics of Toeplitz+Hankel determinants, we establish formulae for the asymptotics of the moments of the moments of the characteristic polynomials of random orthogonal and symplectic matrices, as the matrix-size tends to infinity.…

Mathematical Physics · Physics 2023-01-24 Tom Claeys , Johannes Forkel , Jonathan P. Keating

We express the averages of products of characteristic polynomials for random matrix ensembles associated with compact symmetric spaces in terms of Jack polynomials or Heckman and Opdam's Jacobi polynomials depending on the root system of…

Probability · Mathematics 2009-11-11 Sho Matsumoto

For random matrix ensembles with unitary symmetry, there is interest in the large $N$ form of the moments of the absolute value of the characteristic polynomial for their relevance to the Riemann zeta function on the critical line, and to…

Mathematical Physics · Physics 2025-07-01 Bo-Jian Shen , Peter J. Forrester

We study moments of the logarithmic derivative of characteristic polynomials of orthogonal and symplectic random matrices. In particular, we compute the asymptotics for large matrix size, $N$, of these moments evaluated at points which are…

Mathematical Physics · Physics 2020-10-28 Emilia Alvarez , Nina C. Snaith

In this paper, we are interested in the moments of the characteristic polynomial $Z_n(x)$ of the $n\times n$ permutation matrices with respect to the uniform measure. We use a combinatorial argument to write down the generating function of…

Probability · Mathematics 2010-07-14 Dirk Zeindler

Polynomial ensembles are determinantal point processes associated with (non necessarily orthogonal) projections onto polynomial subspaces. The aim of this survey article is to put forward the use of recurrence coefficients to obtain the…

Probability · Mathematics 2019-06-18 Adrien Hardy

We prove asymptotics for real moments of the logarithmic derivative of characteristic polynomials evaluated at $1-\frac{a}{N}$ in unitary, even orthogonal, and symplectic ensembles, where $a>0$ and $a=o(1)$ as the size $N$ of the matrix…

Mathematical Physics · Physics 2024-04-04 Fan Ge

In the present work we show that the joint probability distribution of the eigenvalues can be expressed in terms of a differential operator acting on the distribution of some other matrix quantities. Those quantities might be the diagonal…

Mathematical Physics · Physics 2023-03-13 Mario Kieburg , Jiyuan Zhang

We study the 'critical moments' of subcritical Gaussian multiplicative chaos (GMCs) in dimensions $d \leq 2$. In particular, we establish a fully explicit formula for the leading order asymptotics, which is closely related to large…

Probability · Mathematics 2023-08-02 Jonathan P. Keating , Mo Dick Wong

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…

Mathematical Physics · Physics 2016-09-07 J. B. Conrey , D. W. Farmer , J. P. Keating , M. O. Rubinstein , N. C. Snaith

We compute explicit formulae for the moments of the densities of the eigenvalues of the classical $\beta$-ensembles for finite matrix dimension as well as the expectation values of the coefficients of the characteristic polynomials. In…

Mathematical Physics · Physics 2025-04-25 Francesco Mezzadri , Alexi K. Reynolds

In the first part we study critical points of random polynomials. We choose two deterministic sequences of complex numbers,whose empirical measures converge to the same probability measure in complex plane. We make a sequence of polynomials…

Probability · Mathematics 2016-05-05 Tulasi Ram Reddy

In recent years, progress toward the classification of superintegrable systems with higher order integrals of motion has been made. In particular, a complete classification of all exotic potentials with a third or a fourth order integrals,…

Mathematical Physics · Physics 2020-11-10 Ian Marquette

For $X(n)$ a Rademacher or Steinhaus random multiplicative function, we consider the random polynomials $$ P_N(\theta) = \frac1{\sqrt{N}} \sum_{n\leq N} X(n) e(n\theta), $$ and show that the $2k$-th moments on the unit circle $$ \int_0^1…

Number Theory · Mathematics 2023-11-23 Jacques Benatar , Alon Nishry , Brad Rodgers

We develop a combinatorial model of the associated Hermite polynomials and their moments, and prove their orthogonality with a sign-reversing involution. We find combinatorial interpretations of the moments as complete matchings, connected…

Combinatorics · Mathematics 2009-03-05 Dan Drake

In the case of two combinatorial polynomials, we show that they can exhibited as moments of paramaterized families of orthogonal polynomials, and hence derive their Hankel transforms. Exponential Riordan arrays are the main vehicles used…

Combinatorics · Mathematics 2011-05-17 Paul Barry

We study the characteristic polynomial of random permutation matrices following some measures which are invariant by conjugation, including Ewens' measures which are one-parameter deformations of the uniform distribution on the permutation…

Probability · Mathematics 2018-09-17 Valentin Bahier

The analysis of observable phenomena (for instance, in biology or physics) allows the detection of dynamical behaviors and, conversely, starting from a desired behavior allows the design of objects exhibiting that behavior in engineering.…

Discrete Mathematics · Computer Science 2026-04-10 Antonio E. Porreca , Marius Rolland

Since the seminal work of Keating and Snaith, the characteristic polynomial of a random Haar-distributed unitary matrix has seen several of its functional studied or turned into a conjecture; for instance: $ \bullet $ its value in $1$…

Probability · Mathematics 2020-11-05 Yacine Barhoumi-Andréani