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We study the characteristic polynomial $p_{n}(x)=\prod_{j=1}^{n}(|z_{j}|-x)$ where the $z_{j}$ are drawn from the Mittag-Leffler ensemble, i.e. a two-dimensional determinantal point process which generalizes the Ginibre point process. We…

Mathematical Physics · Physics 2022-05-24 Sung-Soo Byun , Christophe Charlier

We impose the uniform probability measure on the set of all discrete Gelfand-Tsetlin patterns of depth $n$ with the particles on row $n$ in deterministic positions. These systems equivalently describe a broad class of random tilings models,…

Probability · Mathematics 2018-07-03 Erik Duse , Anthony Metcalfe

In the hard edge scaling limit of the Jacobi unitary ensemble generated by the weight $x^{\alpha}(1-x)^{\beta},~x\in[0,1],~\alpha,\beta>0$, the probability that all eigenvalues of Hermitian matrices from this ensemble lie in the interval…

Mathematical Physics · Physics 2021-07-28 Shulin Lyu , Yang Chen

The aim of this note is to provide a pedagogical survey of the recent works by the authors ( arXiv:1409.7548 and arXiv:1507.06013) concerning the local behavior of the eigenvalues of large complex correlated Wishart matrices at the edges…

Probability · Mathematics 2016-03-09 Walid Hachem , Adrien Hardy , Jamal Najim

It has been shown recently [10] that Cauchy transforms of orthogonal polynomials appear naturally in general correlation functions containing ratios of characteristic polynomials of random NxN Hermitian matrices. Our main goal is to…

High Energy Physics - Theory · Physics 2011-07-19 G. Akemann , Y. V. Fyodorov

Our interest is in the cumulative probabilities Pr(L(t) \le l) for the maximum length of increasing subsequences in Poissonized ensembles of random permutations, random fixed point free involutions and reversed random fixed point free…

Mathematical Physics · Physics 2009-11-07 Alexei Borodin , Peter J. Forrester

We study pair correlation functions for planar Coulomb systems in the pushed phase, near a ring-shaped impenetrable wall. We assume coupling constant $\Gamma=2$ and that the number $n$ of particles is large. We find that the correlation…

Mathematical Physics · Physics 2024-07-29 Yacin Ameur , Christophe Charlier , Joakim Cronvall

This work identifies a solvable (in the sense that spectral correlation functions can be expressed in terms of orthogonal polynomials), rotationally invariant random matrix ensemble with a logarithmic weakly confining potential. The…

Statistical Mechanics · Physics 2023-03-07 Wouter Buijsman

The squared singular values of the product of $M$ complex Ginibre matrices form a biorthogonal ensemble, and thus their distribution is fully determined by a correlation kernel. The kernel permits a hard edge scaling to a form specified in…

Classical Analysis and ODEs · Mathematics 2016-05-04 N. S. Witte , P. J. Forrester

We study expectations of powers and correlation functions for characteristic polynomials of $N \times N$ non-Hermitian random matrices. For the $1$-point and $2$-point correlation function, we obtain several characterizations in terms of…

Mathematical Physics · Physics 2020-06-02 Alfredo Deaño , Nick Simm

We present progress on the problem of asymptotically describing the adjacency eigenvalues of random and complete uniform hypergraphs. There is a natural conjecture arising from analogy with random matrix theory that connects these spectra…

Combinatorics · Mathematics 2018-01-10 Joshua Cooper

Previous works have considered the leading correction term to the scaled limit of various correlation functions and distributions for classical random matrix ensembles and their $\beta$ generalisations at the hard and soft edge. It has been…

Mathematical Physics · Physics 2020-09-01 Peter J. Forrester , Shi-Hao Li , Allan K. Trinh

Recently, the joint probability density functions of complex eigenvalues for products of independent complex Ginibre matrices have been explicitly derived as determinantal point processes. We express truncated series coming from the…

Probability · Mathematics 2015-08-24 Dang-Zheng Liu , Yanhui Wang

Two-term asymptotic formulae for the probability distribution functions for the smallest eigenvalue of the Jacobi $ \beta $-Ensembles are derived for matrices of large size in the r\'egime where $ \beta > 0 $ is arbitrary and one of the…

Probability · Mathematics 2024-01-24 B. Winn

We analyze the eigenvalue density for the Laguerre and Jacobi $\beta$-ensembles in the cases that the corresponding exponents are extensive. In particular, we obtain the asymptotic expansion up to terms $o(1)$, in the large deviation regime…

Mathematical Physics · Physics 2015-06-16 Peter J. Forrester

We consider the singular value statistics of products of independent random matrices. In particular we compute the corresponding averages of products of characteristic polynomials. To this aim we apply the projection formula recently…

Mathematical Physics · Physics 2017-01-31 Mario Kieburg

We consider a number $\nu_n$ of components in a random graph $G(n,p)$ with $n$ vertices, where the probability of an edge is equal to $p$. By operating with special generating functions we shows the next asymptotic relation for factorial…

Probability · Mathematics 2019-04-03 Nikolay Kazimirow

Akemann, Ipsen and Kieburg recently showed that the squared singular values of products of M rectangular random matrices with independent complex Gaussian entries are distributed according to a determinantal point process with a correlation…

Mathematical Physics · Physics 2015-06-16 Arno B. J. Kuijlaars , Lun Zhang

We study statistical properties of zeros of random polynomials and random analytic functions associated with the pseudoeuclidean group of symmetries SU(1,1), by utilizing both analytical and numerical techniques. We first show that zeros of…

Mathematical Physics · Physics 2007-05-23 Pavel Bleher , Denis Ridzal

We study the eigenvalue behaviour of large complex correlated Wishart matrices near an interior point of the limiting spectrum where the density vanishes (cusp point), and refine the existing results at the hard edge as well. More…

Probability · Mathematics 2016-03-08 Walid Hachem , Adrien Hardy , Jamal Najim