Related papers: A note on "Higher order linear differential equati…
We investigate the moments of the derivative, on the unit circle, of characteristic polynomials of random unitary matrices and use this to formulate a conjecture for the moments of the derivative of the Riemann zeta-function on the critical…
Motivated by previous work leveraging factorizations of second- and fourth-order differential operators, a general integral inequality involving higher order derivatives is proven by elementary means. It is then shown how this framework…
The joint moments of the derivatives of the characteristic polynomial of a random unitary matrix, and also a variant of the characteristic polynomial that is real on the unit circle, in the large matrix size limit, have been studied…
In a companion paper \cite{jon-fei}, we established asymptotic formulae for the joint moments of derivatives of the characteristic polynomials of CUE random matrices. The leading order coefficients of these asymptotic formulae are expressed…
We investigate the simplest class of hyperdeterminants defined by Cayley in the case of Hankel hypermatrices (tensors of the form $A_{i_1i_2... i_k}=f(i_1+i_2+...+i_k)$). It is found that many classical properties of Hankel determinants can…
The primary goal of this paper is to introduce and investigate generalized incomplete exponential functions with matrix parameters. Integral representation, differential formula, addition formula, multiplication formula, and recurrence…
In this paper, we consider characterisations of the class of unitary matrix integrals $\big\langle (\det U)^q {\rm e}^{s^{1/2} \operatorname{Tr}(U + U^\dagger)} \big\rangle_{U(l)}$ in terms of a first-order matrix linear differential…
Some special Hilbert spaces are introduced to present the class of infinitesimal operators with complete minimal non-basis family of eigenvectors. The discrete Hardy inequality plays an important role in the proposed approach. The…
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…
The purpose of this paper is to compute the asymptotics of determinants of finite sections of operators that are trace class perturbations of Toeplitz operators. For example, we consider the asymptotics in the case where the matrices are of…
We derive explicit asymptotic formulae for the joint moments of the $n_1$-th and $n_2$-th derivatives of the characteristic polynomials of CUE random matrices for any non-negative integers $n_1, n_2$. These formulae are expressed in terms…
We consider the singular linear statistic of the Laguerre unitary ensemble consisting of the sum of the reciprocal of the eigenvalues. It is observed that the exponential generating function for this statistic can be written as a Toeplitz…
We present theory for general partial derivatives of matrix functions on the form $f(A(x))$ where $A(x)$ is a matrix path of several variables ($x=(x_1,\dots,x_j)$). Building on results by Mathias [SIAM J. Matrix Anal. Appl., 17 (1996), pp.…
The computation of the Mittag-Leffler (ML) function with matrix arguments, and some applications in fractional calculus, are discussed. In general the evaluation of a scalar function in matrix arguments may require the computation of…
We investigate the joint convergence of independent random Toeplitz matrices with complex input entries that have a pair-correlation structure, along with deterministic Toeplitz matrices and the backward identity permutation matrix.…
We study the derivative of the characteristic polynomial of $N \times N$ Haar distributed unitary matrices. We obtain the first explicit formulae for complex-valued moments when the spectral variable is inside the unit disc, in the limit $N…
We introduce a sequence of orthogonal polynomials whose associated moments are the Rayleigh-type sums, involving the zeros of the Bessel derivative $J_\nu'$ of order $\nu$. We also discuss the fundamental properties of those polynomials…
We analyze matrix convex functions of a fixed order defined on a real interval by differential methods as opposed to the characterization in terms of divided differences given by Kraus. We obtain for each order conditions for matrix…
The paper describes various approaches to the invertibility of Toeplitz plus Hankel operators in Hardy and $l^p$-spaces, integral and difference Wiener-Hopf plus Hankel operators and generalized Toeplitz plus Hankel operators. Special…
Using the twisted fourth moment of the Riemann zeta-function we study large gaps between consecutive zeros of the derivatives of Hardy's function $Z(t)$, improving upon previous results of Conrey and Ghosh [J. London Math. Soc. 32 (1985),…