Related papers: Fisher-Hartwig asymptotics for non-Hermitian rando…
We establish an expansion by Gamma-convergence of the Fisher information relative to the reference measure exp(-beta V), where V is a generic multiwell potential and beta goes to infinity. The expansion reveals a hierarchy of multiple…
We generalise well-known integrals of Ingham-Siegel and Fisher-Hartwig type over the unitary group $U(N)$ with respect to Haar measure, for finite $N$ and including fixed external matrices. When depending only on the eigenvalues of the…
We derive the asymptotic behavior of determinants of truncated Wiener-Hopf operators generated by symbols having Fisher-Hartwig singularities. This task is achieved thanks to an asymptotic resolution of the Riemann-Hilbert problem…
We examine the asymptotics of the moments of characteristic polynomials of $N\times N$ matrices drawn from the Hermitian ensembles of Random Matrix Theory, in the limit as $N\to\infty$. We focus in particular on the Gaussian Unitary…
We establish asymptotic formulae for general joint moments of characteristic polynomials and their higher-order derivatives associated with matrices drawn randomly from the groups $\mathrm{USp}(2N)$ and $\mathrm{SO}(2N)$ in the limit as…
In this paper we consider an interval $[\theta\_{1}, \theta\_{2}] \subset [0, \pi]$ and $f$ a differentiable, periodic and even function sufficiently smooth such that $f(\theta) \in [f(\theta\_{1}, f(\theta\_{2})] \iff \theta \in…
It is a result of Ginibre that the normalized bulk $k$-point correlation functions of a complex $n\times n$ Gaussian matrix with independent entries of mean zero and unit variance are asymptotically given by the determinantal point process…
In this paper we show, how a straightforward and natural application of a pair of fundamental identities valid for polynomials orthogonal over the unit circle, can be used to calculate the determinant of the finite Toeplitz matrix, $$…
In this article we derive, using standard methods of Toeplitz theory, an asymptotic formula for certain large minors of Toeplitz matrices. D. Bump and P. Diaconis obtained the same asymptotics using representation theory, with an answer…
We find uniform asymptotic formulas for all the eigenvalues of certain 7-diagonal symmetric Toeplitz matrices of large dimension. The entries of the matrices are real and we consider the case where the real-valued generating function such…
Let $T_N$ denote an $N\times N$ Toeplitz matrix with finite, $N$ independent symbol ${\bf a}$. For $E_N$ a noise matrix satisfying mild assumptions (ensuring, in particular, that $N^{-1/2}\|E_N\|_{{\rm HS}}\to_{N\to\infty} 0$ at a…
Using asymptotics of Toeplitz+Hankel determinants, we establish formulae for the asymptotics of the moments of the moments of the characteristic polynomials of random orthogonal and symplectic matrices, as the matrix-size tends to infinity.…
Asymptotic forms of the Hilbert-Scmidt and Hilbert norms of positive definite Toeplitz matrices $Q_{N}=(b(j-k))_{j,k=0}^{N-1}$ as $N\to \infty $ are determined. Here $b(j)$ are consequent trigonometric moments of a generating non-negative…
A sequence of invertible matrices given by a small random perturbation around a fixed diagonal partially hyperbolic matrix induces a random dynamics on the Grassmann manifolds. Under suitable weak conditions it is known to have a unique…
We study the asymptotic distribution of level crossings for random matrix pencils A_n+\lambda B_n in several ensembles, including complex and real i.i.d. matrices and Gaussian/Hermitian settings. We derive a representation of the normalized…
Four-dimensional asymptotically flat spacetimes at spatial infinity are defined from first principles without imposing parity conditions or restrictions on the Weyl tensor. The Einstein-Hilbert action is shown to be a correct variational…
We analyse the asymptotic symmetries of Maxwell theory at spatial infinity through the Hamiltonian formalism. Precise, consistent boundary conditions are explicitly given and shown to be invariant under asymptotic angle-dependent…
Motivated by [9] we study the existence of the inverse of infinite Hermitian moment matrices associated with measures with support on the complex plane. We relate this problem to the asymptotic behaviour of the smallest eigenvalues of…
On unitary compact groups the decomposition of a generic element into product of reflections induces a decomposition of the characteristic polynomial into a product of factors. When the group is equipped with the Haar probability measure,…
A family of random variables $\mathbf{X}(s)$, depending on a real parameter $s>-\frac{1}{2}$, appears in the asymptotics of the joint moments of characteristic polynomials of random unitary matrices and their derivatives, in the ergodic…