Related papers: Characteristic polynomial of generalized Ewens ran…
We calculate the autocorrelation functions (or shifted moments) of the characteristic polynomials of matrices drawn uniformly with respect to Haar measure from the groups U(N), O(2N) and USp(2N). In each case the result can be expressed in…
We present long range statistical properties of a recently introduced unitary random matrix ensemble, whose short range correlations were found to describe a transition from Wigner to Poisson type as a function of a single parameter.
We use moment method to understand the cycle structure of the composition of independent invariant permutations. We prove that under a good control on fixed points and cycles of length 2, the limiting joint distribution of the number of…
The results in this paper provide new information on asymptotic properties of classical models: the neutral Kingman coalescent under a general finite-alleles, parent-dependent mutation mechanism, and its generalisation, the ancestral…
We characterize the limiting distributions of random variables of the form $P_n\left( (X_i)_{i \ge 1} \right)$, where: (i) $(P_n)_{n \ge 1}$ is a sequence of multivariate polynomials, each potentially involving countably many variables;…
We show that for every subset $E$ of positive density in the set of integer square-matrices with zero traces, there exists an integer $k \geq 1$ such that the set of characteristic polynomials of matrices in $E-E$ contains the set of…
Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…
The Poisson boundary of a group G with a probability measure \mu is the space of ergodic components of the time shift in the path space of the associated random walk. Via a generalization of the classical Poisson formula it gives an…
We prove that the minimum of the modulus of a random trigonometric polynomial with Gaussian coefficients, properly normalized, has limiting exponential distribution.
We describe Generalized Hermitian matrices ensemble sometimes called Chiral ensemble. We give global asymptotic of the density of eigenvalues or the statistical density. We will calculate a Laplace transform of such a density for finite…
We introduce and study a new random permutation model that generalizes the $k$-card minimum model defined by Travers and the Mallows model. We calculate the permuton limit of such a sequence of random permutations. As a corollary, we deduce…
Kingman derived the Ewens sampling formula for random partitions describing the genetic variation in a neutral mutation model defined by a Poisson process of mutations along lines of descent governed by a simple coalescent process, and…
The number of fixed points of a random permutation of 1,2,...,n has a limiting Poisson distribution. We seek a generalization, looking at other actions of the symmetric group. Restricting attention to primitive actions, a complete…
We express the averages of products of characteristic polynomials for random matrix ensembles associated with compact symmetric spaces in terms of Jack polynomials or Heckman and Opdam's Jacobi polynomials depending on the root system of…
There has recently been interest in relating properties of matrices drawn at random from the classical compact groups to statistical characteristics of number-theoretical L-functions. One example is the relationship conjectured to hold…
A t by n random matrix A is formed by sampling n independent random column vectors, each containing t components. The random Gram matrix of size n, G_n, contains the dot products between all pairs of column vectors in the randomly generated…
It was recently conjectured by Fyodorov, Hiary and Keating that the maximum of the characteristic polynomial on the unit circle of a $N\times N$ random unitary matrix sampled from the Haar measure grows like $CN/(\log N)^{3/4}$ for some…
The spectral density of random matrices is studied through a quaternionic generalisation of the Green's function, which precisely describes the mean spectral density of a given matrix under a particular type of random perturbation. Exact…
This paper deals with the generalized convolutions connected with the Williamson transform and the maximum operation. We focus on such convolutions which can define transition probabilities of renewal processes. They should be monotonic…
In this note, we define a Gaussian probability distribution over matrices. We prove some useful properties of this distribution, namely, the fact that marginalization, conditioning, and affine transformations preserve the matrix Gaussian…