Related papers: Weingarten calculus for centered random permutatio…
In this paper, we survey some recent progress on rigorously establishing the universality of various spectral statistics of Wigner Hermitian random matrix ensembles, focusing on the Four Moment Theorem and its refinements and applications,…
In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…
We consider the problem of computing the integral $$ \int_{\mathcal{U}(d)} u_{i_1j_1}\cdots u_{i_nj_n} \bar{u}_{i'_1j'_1} \cdots \bar{u}_{i'_{n'}j'_{n'}} dU, $$ where the integration takes place with respect to the probability Haar measure…
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…
The aim of this paper is to present a systematic method for computing moments of matrix elements taken from circular orthogonal ensembles (COE). The formula is given as a sum of Weingarten functions for orthogonal groups but the technique…
We survey some recent progress on rigorously establishing the universality of various spectral statistics of Wigner random matrix ensembles, focusing in particular on the Four Moment Theorem and its applications.
Random matrix ensembles with orthogonal and unitary symmetry correspond to the cases of real symmetric and Hermitian random matrices respectively. We show that the probability density function for the corresponding spacings between…
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…
We consider the three finite free convolutions for polynomials studied in a recent paper by Marcus, Spielman, and Srivastava. Each can be described either by direct explicit formulae or in terms of operations on randomly rotated matrices.…
We consider the logarithm of the characteristic polynomial of random permutation matrices, evaluated on a finite set of different points. The permutations are chosen with respect to the Ewens distribution on the symmetric group. We show…
We show that the Riemannian Gaussian distributions on symmetric spaces, introduced in recent years, are of standard random matrix type. We exploit this to compute analytically marginals of the probability density functions. This can be done…
We introduce a Sinkhorn-type algorithm for producing quantum permutation matrices encoding symmetries of graphs. Our algorithm generates square matrices whose entries are orthogonal projections onto one-dimensional subspaces satisfying a…
We obtain the explicit rate of convergence $N^{-1/2 + \epsilon}$ for the gaps of generalized Wigner matrices in the bulk of the spectrum, for distributions of matrix entries possibly atomic and supported on enough points. The proof proceeds…
In this article, we define and study a geometry and an order on the set of partitions of an even number of objects. One of the definitions involves the partition algebra, a structure of algebra on the set of such partitions depending on an…
This paper presents an algorithmic method for generating random orthogonal matrices \(A\) that satisfy the property \(A^t S A = S\), where \(S\) is a fixed real invertible symmetric or skew-symmetric matrix. This method is significant as it…
In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter $\theta>0$) by replacing the entries equal to one by…
The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…
Wigner-type randomizations of the tangent spaces of classical symmetric spaces can be thought of as ordinary Wigner matrices on which additional symmetries have been imposed. In particular, they fall within the scope of a framework, due to…
Hambly, Keevash, O'Connell and Stark have proven a central limit theorem for the characteristic polynomial of a permutation matrix with respect to the uniform measure on the symmetric group. We generalize this result in several ways. We…
We study the eigenvector mass distribution for generalized Wigner matrices on a set of coordinates $I$, where $N^\varepsilon \le | I | \le N^{1- \varepsilon}$, and prove it converges to a Gaussian at every energy level, including the edge,…