Related papers: Unitary $n$-correlations with restricted support i…
In this paper we examine $n$-correlation for either the eigenvalues of a unitary group of random matrices or for the zeros of a unitary family of $L$-functions in the important situation when the correlations are detected via test functions…
We present a new approach to obtaining the lower order terms for $n$-correlation of the zeros of the Riemann zeta function. Our approach is based on the `ratios conjecture' of Conrey, Farmer, and Zirnbauer. Assuming the ratios conjecture we…
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…
We analyze statistical properties of complex eigenvalues of random matrices $\hat{A}$ close to unitary. Such matrices appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with…
We study the eigenvalues of non-normal square matrices of the form A_n=U_nT_nV_n with U_n,V_n independent Haar distributed on the unitary group and T_n real diagonal. We show that when the empirical measure of the eigenvalues of T_n…
In this paper, we propose a probabilistic approach to the study of the characteristic polynomial of a random unitary matrix. We recover the Mellin Fourier transform of such a random polynomial, first obtained by Keating and Snaith, using a…
Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…
We apply the operation of random independent thinning on the eigenvalues of $n\times n$ Haar distributed unitary random matrices. We study gap probabilities for the thinned eigenvalues, and we study the statistics of the eigenvalues of…
Joint distribution function of N eigenvalues of U(N) invariant random-matrix ensemble can be interpreted as a probability density to find N fictitious non-interacting fermions to be confined in a one-dimensional space. Within this picture a…
We investigate the spectral properties of the product of $M$ complex non-Hermitian random matrices that are obtained by removing $L$ rows and columns of larger unitary random matrices uniformly distributed on the group ${\rm U}(N+L)$. Such…
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 universal connected correlations proposed recently between eigenvalues of unitary random matrices is examined numerically. We perform an ensemble average by the Monte Carlo sampling. Although density of eigenvalues and a bare…
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…
We provide a combinatorial derivation of an asymptotic formula for averages of mixed ratios of characteristic polynomials over the unitary group, where mixed ratios are products of ratios and/or logarithmic derivatives. Our proof of this…
We give a new derivation of an identity due to Z. Rudnick and P. Sarnak about the $n$-level correlations of eigenvalues of random unitary matrices as well as a new proof of a formula due to M. Diaconis and P. Shahshahani expressing averages…
This paper is concerned with certain connections between the ensemble of n x n unitary matrices -- specifically the characteristic function of the random variable tr(U) -- and combinatorics -- specifically Ulam's problem concerning the…
Normalized eigenvalue counting measure of the sum of two Hermitian (or real symmetric) matrices $A_{n}$ and $B_{n}$ rotated independently with respect to each other by the random unitary (or orthogonal) Haar distributed matrix $U_{n}$ (i.e.…
This paper is concerned with complex eigenvalues of truncated unitary quaternion matrices equipped with the Haar measure. The joint eigenvalue probability density function is obtained for truncations of any size. We also obtain the spectral…
We investigate eigenvector statistics of the Truncated Unitary ensemble $\mathrm{TUE}(N,M)$ in the weakly non-unitary case $M=1$, that is when only one row and column are removed. We provide an explicit description of generalized overlaps…
We consider a generalization of the fixed and bounded trace ensembles introduced by Bronk and Rosenzweig up to an arbitrary polynomial potential. In the large-N limit we prove that the two are equivalent and that their eigenvalue…