Related papers: Sharp estimates for large N Weingarten functions

We study products of functions evaluated at self-adjoint polynomials in deterministic matrices and independent Wigner matrices; we compute the deterministic approximations of such products and control the fluctuations. We focus on…

A family of random matrices $\boldsymbol{X}^N=(X_1^N,\ldots,X_d^N)$ is said to converge strongly to a family of bounded operators $\boldsymbol{x}=(x_1,\ldots,x_d)$ when $\|P(\boldsymbol{X}^N,\boldsymbol{X}^{N*})\|\to\|P(\boldsymbol{x},…

We compute the deterministic approximation for mixed fluctuation moments of products of deterministic matrices and general Sobolev functions of Wigner matrices. Restricting to polynomials, our formulas reproduce recent results of [Male,…

Permutation invariant polynomial functions of matrices have previously been studied as the observables in matrix models invariant under $S_N$, the symmetric group of all permutations of $N$ objects. In this paper, the permutation invariant…

Let $M$ be a random matrix in the orthogonal group $\O_n$, distributed according to Haar measure, and let $A$ be a fixed $n\times n$ matrix over $\R$ such that $\tr(AA^t)=n$. Then the total variation distance of the random variable…

Let $w$ be a word in the free group on $r$ generators. The expected value of the trace of the word in $r$ independent Haar elements of $\mathrm{O}(n)$ gives a function ${\cal T}r_{w}^{\mathrm{O}}(n)$ of $n$. We show that ${\cal…

In the first part of these notes, we review some of the recent developments in the study of the spectral properties of Wigner matrices. In the second part, we present a new proof of a Wegner estimate for the eigenvalues of a large class of…

Many symmetric orthogonal polynomials $(P_n(x))_{n\in\mathbb{N}_0}$ induce a hypergroup structure on $\mathbb{N}_0$. The Haar measure is the counting measure weighted with $h(n):=1/\int_\mathbb{R}\!P_n^2(x)\,\mathrm{d}\mu(x)\geq1$, where…

This is a review of the Riemann-Hilbert approach to the large $N$ asymptotics in random matrix models and its applications. We discuss the following topics: random matrix models and orthogonal polynomials, the Riemann-Hilbert approach to…

Let $W_n= \frac{1}{\sqrt n} M_n$ be a Wigner matrix whose entries have vanishing third moment, normalized so that the spectrum is concentrated in the interval $[-2,2]$. We prove a concentration bound for $N_I = N_I(W_n)$, the number of…

We consider ensembles of Wigner matrices, whose entries are (up to the symmetry constraints) independent and identically distributed random variables. We show the convergence of the Stieltjes transform towards the Stieltjes transform of the…

Let $A_N$ be distributed according to the Haar probability measure on the orthogonal group $\mathscr{O}(N)$ for each $N\in\mathbb{N}$. It is well-known that the upper left $m_N\times k_N$ block of $\sqrt{N}A_N$ with $m_Nk_N = o(N)$…

The present work is inspired by three interrelated themes: Weingarten calculus for integration over unitary groups, monotone Hurwitz numbers which enumerate certain factorisations of permutations into transpositions, and Jucys-Murphy…

We extend the polynomial method of Chen--Garza-Vargas--Tropp--van Handel and Magee--Puder--van Handel for operator-norm bounds in random permutation models to the setting where torsion is present. The main new feature is that asymptotic…

This paper is a continuation of our paper "Fluctuations of Matrix Elements of Regular Functions of Gaussian Random Matrices", J. Stat. Phys. (134), 147--159 (2009), in which we proved the Central Limit Theorem for the matrix elements of…

The multivariate Ornstein-Uhlenbeck process is used in many branches of science and engineering to describe the regression of a system to its stationary mean. Here we present an $O(N)$ Bayesian method to estimate the drift and diffusion…

We give a new method for the evaluation of a class of integrals of rational symmetric functions in N pairs of variables {x_a, y_a}_{a=1,... N} arising in coupled matrix models, valid for a broad class of two-variable measures. The result is…

Chatterjee (2016) proved, as an application of his general framework relating superconcentration and chaos, that after the entries of an $n \times n$ matrix drawn from the Gaussian unitary ensemble undergo an entrywise Ornstein-Uhlenbeck…

For perturbed Stark operators $Hu=-u^{\prime\prime}-xu+qu$, the author has proved that $\limsup_{x\to \infty}{x}^{\frac{1}{2}}|q(x)|$ must be larger than $\frac{1}{\sqrt{2}}N^{\frac{1}{2}}$ in order to create $N$ linearly independent…

We use the method of the Weingarten functions to evaluate SU(N) integrals of the polynomial type. As an application we calculate various one-link integrals for lattice gauge and spin SU(N) theories.