Related papers: Weingarten calculus for centered random permutatio…
We continue to study the squared Frobenius norm of a submatrix of a $n \times n$ random unitary matrix. When the choice of the submatrix is deterministic and its size is $[ns] \times [nt]$, we proved in a previous paper that, after…
We show that if the non Gaussian part of the cumulants of a random matrix model obey some scaling bounds in the size of the matrix, then Wigner's semicircle law holds. This result is derived using the replica technique and an analogue of…
We consider random Hermitian matrices with independent upper triangular entries. Wigner's semicircle law says that under certain additional assumptions, the empirical spectral distribution converges to the semicircle distribution. We…
Non-Hermitian random matrices with symplectic symmetry provide examples for Pfaffian point processes in the complex plane. These point processes are characterised by a matrix valued kernel of skew-orthogonal polynomials. We develop their…
Consider the Klein-Gordon equation (KGE) in $\R^n$, $n\ge 2$, with constant or variable coefficients. We study the distribution $\mu_t$ of the random solution at time $t\in\R$. We assume that the initial probability measure $\mu_0$ has zero…
We are solving the classical Riemann-Hilbert problem of rank N>1 on the extended complex plane punctured in 2m+2 points, for NxN quasi-permutation monodromy matrices. Following Korotkin we solve the Riemann-Hilbert problem in terms of the…
Following E. Wigner's original vision, we prove that sampling the eigenvalue gaps within the bulk spectrum of a fixed (deformed) Wigner matrix $H$ yields the celebrated Wigner-Dyson-Mehta universal statistics with high probability.…
We study moments of characteristic polynomials of truncated Haar distributed matrices from the three classical compact groups O(N), U(N) and Sp(2N). For finite matrix size we calculate the moments in terms of hypergeometric functions of…
We consider $N\times N$ symmetric or hermitian random matrices with independent, identically distributed entries where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove…
The review of the following results of the Refs. \cite{Sem} - \cite{Ans} is presented: For mixed state light of $N$-mode electromagnetic field described by Wigner function which has generic Gaussian form the photon distribution function is…
The curious connection between the spacings of the eigenvalues of random matrices and the corresponding spacings of the non trivial zeros of the Riemann zeta function is analyzed on the basis of the geometric dynamical global program of…
We study a generalization of the Wigner function to arbitrary tuples of hermitian operators. We show that for any collection of hermitian operators A1...An , and any quantum state there is a unique joint distribution on R^n, with the…
Computation of the spherical harmonic rotation coefficients or elements of Wigner's d-matrix is important in a number of quantum mechanics and mathematical physics applications. Particularly, this is important for the Fast Multipole Methods…
We reconsider the problem of calculating arbitrary negative integer moments of the (regularized) characteristic polynomial for $N\times N$ random matrices taken from the Gaussian Unitary Ensemble (GUE). A very compact and convenient…
Group algebras of permutations have proved highly useful in solving a number of problems in large N gauge theories. I review the use of permutations in classifying gauge invariants in one-matrix and multi-matrix models and computing their…
Using recurrences gotten from the Apagodu-Zeilberger Multivariate Almkvist-Zeilberger algorithm we present a linear-time, and constant-space, algorithm to compute the general mixed moments of the k-variate general normal distribution, with…
We describe an algorithm that computes explicit models of hyperelliptic Shimura curves attached to an indefnite quaternion algebra over Q and Atkin-Lehner quotients of them. It exploits Cerednik-Drinfeld's non-archimedean uniformisation of…
A concentration result for quadratic form of independent subgaussian random variables is derived. If the moments of the random variables satisfy a "Bernstein condition", then the variance term of the Hanson-Wright inequality can be…
The first paper in this series introduced a new approach to strong convergence of random matrices that is based primarily on soft arguments. This method was applied to achieve a refined qualitative and quantitative understanding of strong…
Representation theory and the theory of symmetric functions have played a central role in Random Matrix Theory in the computation of quantities such as joint moments of traces and joint moments of characteristic polynomials of matrices…