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We consider a two-dimensional point process whose points are separated into two disjoint components by a hard wall, and study the multivariate moment generating function of the corresponding disk counting statistics. We investigate the…

Mathematical Physics · Physics 2022-10-26 Yacin Ameur , Christophe Charlier , Joakim Cronvall , Jonatan Lenells

The paper is concerned with the correlation functions of the characteristic polynomials of random matrices with independent complex entries. We investigate how the asymptotic behavior of the correlation functions depends on the second…

Mathematical Physics · Physics 2022-01-04 Ievgenii Afanasiev

We discuss some properties of the moduli of smoothness with Jacobi weights that we have recently introduced and that are defined as \[ \omega_{k,r}^\varphi(f^{(r)},t)_{\alpha,\beta,p} :=\sup_{0\leq h\leq t} \left\|…

Classical Analysis and ODEs · Mathematics 2019-01-15 K. A. Kopotun , D. Leviatan , I. A. Shevchuk

We study several kinds of polynomial ensembles of derivative type which we propose to call P\'olya ensembles. These ensembles are defined on the spaces of complex square, complex rectangular, Hermitian, Hermitian anti-symmetric and…

Probability · Mathematics 2021-10-25 Yanik-Pascal Förster , Mario Kieburg , Holger Kösters

We derive explicit asymptotic formulae for the joint moments of the $n_1$-th and $n_2$-th derivatives of the characteristic polynomials of CUE random matrices for any non-negative integers $n_1, n_2$. These formulae are expressed in terms…

Mathematical Physics · Physics 2023-07-31 Jonathan P. Keating , Fei Wei

Using operator methods, we generally present the level densities for kinds of random matrix unitary ensembles in weak sense. As a corollary, the limit spectral distributions of random matrices from Gaussian, Laguerre and Jacobi unitary…

Mathematical Physics · Physics 2007-05-23 Zhengdong Wang , Kuihua Yan

Unitary ensembles of large N x N random matrices with a non-Gaussian probability distribution P[H] ~ exp{-TrV[H]} are studied using a theory of polynomials orthogonal with respect to exponential weights. Asymptotically exact expressions for…

Condensed Matter · Physics 2008-02-03 V. Freilikher , E. Kanzieper , I. Yurkevich

For each $n$, let $U_n$ be Haar distributed on the group of $n\times n$ unitary matrices. Let $\bfx_{n,1},\ldots,\bfx_{n,m} $ denote orthogonal nonrandom unit vectors in ${\Bbb C}^n$ and let $\text{\bf…

Probability · Mathematics 2021-12-10 Jack W. Silverstein

The singular values $\sigma >1$ of an $n \times n$ involutory matrix $A$ appear in pairs $(\sigma, \frac{1}{\sigma}),$ while the singular values $\sigma = 1$ may appear in pairs $(1,1)$ or by themselves. The left and right singular vectors…

Numerical Analysis · Mathematics 2019-07-30 Heike Faßbender , Martin Halwaß

A hypergraph is simple if it has no loops and no repeated edges, and a hypergraph is linear if it is simple and each pair of edges intersects in at most one vertex. For $n\geq 3$, let $r= r(n)\geq 3$ be an integer and let $\boldsymbol{k} =…

Combinatorics · Mathematics 2016-07-20 Vladimir Blinovsky , Catherine Greenhill

In Random Matrix Theory the local correlations of the Laguerre and Jacobi Unitary Ensemble in the hard edge scaling limit can be described in terms of the Bessel kernel (containing a parameter $\alpha$). In particular, the so-called hard…

Functional Analysis · Mathematics 2010-01-15 Torsten Ehrhardt

A family of unitary $\alpha$-Ensembles of random matrices with governable confinement potential $V(x) ~ |x|^\alpha$ is studied employing exact results of the theory of non-classical orthogonal polynomials. The density of levels, two-point…

Condensed Matter · Physics 2009-10-28 V. Freilikher , E. Kanzieper , I. Yurkevich

We investigate the hard edge scaling limit of the ensemble defined by the squared singular values of the product of two coupled complex random matrices. When taking the coupling parameter to be dependent on the size of the product matrix,…

Mathematical Physics · Physics 2016-12-23 Gernot Akemann , Eugene Strahov

Let I_{n,k} (resp. J_{n,k}) be the number of involutions (resp. fixed-point free involutions) of {1,...,n} with k descents. Motivated by Brenti's conjecture which states that the sequence I_{n,0}, I_{n,1},..., I_{n,n-1} is log-concave, we…

Combinatorics · Mathematics 2011-03-25 Victor J. W. Guo , Jiang Zeng

We investigate the distribution of eigenvalues of weighted adjacency matrices from a specific ensemble of random graphs. We distribute $N$ vertices across a fixed number $\kappa$ of components, with asymptotically $\alpha_j \dot N$ vertices…

Mathematical Physics · Physics 2024-09-30 Valentin Vengerovsky

The Freud ensemble of random matrices is the unitary invariant ensemble corresponding to the weight $\exp(-n |x|^{\beta})$, $\beta>0$, on the real line. We consider the local behaviour of eigenvalues near zero, which exhibits a transition…

Mathematical Physics · Physics 2023-06-28 Tom Claeys , Igor Krasovsky , Oleksandr Minakov

We consider ensembles of random matrices, known as biorthogonal ensembles, whose eigenvalue probability density function can be written as a product of two determinants. These systems are closely related to multiple orthogonal functions. It…

Mathematical Physics · Physics 2012-08-13 Patrick Desrosiers , Peter J. Forrester

We study unitary invariant random matrix ensembles with singular potentials. We obtain asymptotics for the partition functions associated to the Laguerre and Gaussian Unitary Ensembles perturbed with a pole of order $k$ at the origin, in…

Mathematical Physics · Physics 2015-01-20 Max R. Atkin , Tom Claeys , Francesco Mezzadri

The eigenvalue PDF for some well known classes of non-Hermitian random matrices --- the complex Ginibre ensemble for example --- can be interpreted as the Boltzmann factor for one-component plasma systems in two-dimensional domains. We…

Mathematical Physics · Physics 2016-04-20 Peter J. Forrester

We rederive in a simplified version the Lehmann-Sommers eigenvalue distribution for the Gaussian ensemble of asymmetric real matrices, invariant under real orthogonal transformations, as a basis for a detailed derivation of a Pfaffian…

Statistical Mechanics · Physics 2009-11-13 Hans-Jürgen Sommers , Waldemar Wieczorek