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We study the characteristic polynomials of both the Gaussian Orthogonal and Symplectic Ensembles. We show that for both ensembles, powers of the absolute value of the characteristic polynomials converge in law to Gaussian multiplicative…

Probability · Mathematics 2022-10-28 Pax Kivimae

Observables in random tensor theory are polynomials in the entries of a tensor of rank $d$ which are invariant under $U(N)^d$. It is notoriously difficult to evaluate the expectations of such polynomials, even in the Gaussian distribution.…

Mathematical Physics · Physics 2014-11-26 Valentin Bonzom , Frédéric Combes

A known result in random matrix theory states the following: Given a random Wigner matrix $X$ which belongs to the Gaussian Orthogonal Ensemble (GOE), then such matrix $X$ has an invariant distribution under orthogonal conjugations. The…

Probability · Mathematics 2019-10-02 Jose Angel Sanchez Gomez , Victor Amaya Carvajal

These lectures provide an informal introduction into the notions and tools used to analyze statistical properties of eigenvalues of large random Hermitian matrices. After developing the general machinery of orthogonal polynomial method, we…

Mathematical Physics · Physics 2014-11-18 Yan V. Fyodorov

We derive the limiting matrix kernels for the the Gaussian Orthogonal and Symplectic ensembles scaled at the edge, with proofs of convergence in the operator norms that assure convergence of the determinants.

Mathematical Physics · Physics 2007-05-23 Craig A. Tracy , Harold Widom

Random Matrix Theory is a powerful tool in applied mathematics. Three canonical models of random matrix distributions are the Gaussian Orthogonal, Unitary and Symplectic Ensembles. For matrix ensembles defined on k-fold tensor products of…

Mathematical Physics · Physics 2024-05-06 Michael Brodskiy , Owen L. Howell

It is well known that Gaussian symplectic ensemble (GSE) is defined on the space of $n\times n$ quaternion self-dual Hermitian matrices with Gaussian random elements. There is a huge body of literature regarding this kind of matrices. As a…

Probability · Mathematics 2015-03-16 Yanqing Yin , Zhidong Bai , Jiang Hu

We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an $n \times n$ matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian…

Probability · Mathematics 2011-03-03 Sean O'Rourke

The singular values of products of standard complex Gaussian random matrices, or sub-blocks of Haar distributed unitary matrices, have the property that their probability distribution has an explicit, structured form referred to as a…

Probability · Mathematics 2020-07-28 Mario Kieburg , Peter J. Forrester , Jesper R. Ipsen

This paper studies symmetric tensor decompositions. For symmetric tensors, there exist linear relations of recursive patterns among their entries. Such a relation can be represented by a polynomial, which is called a generating polynomial.…

Numerical Analysis · Mathematics 2015-10-06 Jiawang Nie

We propose a new definition of characteristic polynomials of tensors based on a partition function of Grassmann variables. This new notion of characteristic polynomial addresses general tensors including totally antisymmetric ones, but not…

Mathematical Physics · Physics 2025-10-07 Nicolas Delporte , Giacomo La Scala , Naoki Sasakura , Reiko Toriumi

The unitary Wilson random matrix theory is an interpolation between the chiral Gaussian unitary ensemble and the Gaussian unitary ensemble. This new way of interpolation is also reflected in the orthogonal polynomials corresponding to such…

Mathematical Physics · Physics 2013-07-29 Mario Kieburg

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

Attention has been brought to the possibility that statistical fluctuation properties of several complex spectra, or, well-known number sequences may display strong signatures that the Hamiltonian yielding them as eigenvalues is…

Quantum Physics · Physics 2009-11-10 Zafar Ahmed

We obtain large n asymptotics for products of powers of the absolute values of the characteristic polynomials in the Gaussian Unitary Ensemble of n\times n matrices. Our results can also be interpreted as asymptotics of the determinant of a…

Mathematical Physics · Physics 2007-06-21 I. V. Krasovsky

For the orthogonal-unitary and symplectic-unitary transitions in random matrix theory, the general parameter dependent distribution between two sets of eigenvalues with two different parameter values can be expressed as a quaternion…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 P. J. Forrester , T. Nagao , G. Honner

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…

Mathematical Physics · Physics 2025-04-18 Bhargavi Jonnadula , Jonathan P. Keating , Francesco Mezzadri

We consider operator-valued polynomials in Gaussian Unitary Ensemble random matrices and we show that its $L^p$-norm can be upper bounded, up to an asymptotically small error, by the operator norm of the same polynomial evaluated in free…

Probability · Mathematics 2024-10-31 Félix Parraud

Gaussian unitaries, generated by quadratic Hamiltonians, are fundamental in quantum optics and continuous-variable computing. Their structures correspond to symplectic (bosons) and orthogonal (fermions) groups, but physical realizations…

Quantum Physics · Physics 2026-02-10 Jingqi Sun , Joshua Combes , Lucas Hackl

We consider the moment space $\mathcal{M}_n$ corresponding to $p \times p$ real or complex matrix measures defined on the interval $[0,1]$. The asymptotic properties of the first $k$ components of a uniformly distributed vector $(S_{1,n},…

Probability · Mathematics 2011-05-18 Jan Nagel , Holger Dette
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