Related papers: Derivative relations for determinants, Pfaffians a…
Several determinants with gamma functions as elements are evaluated. This kind of determinants are encountered in the computation of the probability density of the determinant of random matrices. The s-shifted factorial is defined as a…
We present some new results on the joint distribution of an arbitrary subset of the ordered eigenvalues of complex Wishart, double Wishart, and Gaussian hermitian random matrices of finite dimensions, using a tensor pseudo-determinant…
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…
The Riemann-Liouville formula for fractional derivatives and integrals (differintegration) is used to derive formulae for matrix order derivatives and integrals. That is, the parameter for integration and differentiation is allowed to…
The natural forms of the Leibniz rule for the $k$th derivative of a product and of Fa\`a di Bruno's formula for the $k$th derivative of a composition involve the differential operator $\partial^k/\partial x_1 ... \partial x_k$ rather than…
We distinguish a class of random point processes which we call Giambelli compatible point processes. Our definition was partly inspired by determinantal identities for averages of products and ratios of characteristic polynomials for random…
We conjecture results about the moments of mixed derivatives of the Riemann zeta function, evaluated at the non-trivial zeros of the Riemann zeta function. We do this in two different ways, both giving us the same conjecture. In the first,…
A sequence of approximations for the determinant and its logarithm of a complex matrixis derived, along with relative error bounds. The determinant approximations are derived from expansions of det(X)=exp(trace(log(X))), and they apply to…
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…
In probabilistic coherence spaces, a denotational model of probabilistic functional languages, morphisms are analytic and therefore smooth. We explore two related applications of the corresponding derivatives. First we show how derivatives…
We calculate joint moments of the characteristic polynomial of a random unitary matrix from the circular unitary ensemble and its derivative in the case that the power in the moments is an odd positive integer. The calculations are carried…
The spectral density for random matrix $\beta$ ensembles can be written in terms of the average of the absolute value of the characteristic polynomial raised to the power of $\beta$, which for even $\beta$ is a polynomial of degree…
In this document I recapitulate some results by Hiriart-Urruty and Ye (1995) concerning the properties of differentiability and the existence of lateral directional derivatives of the multiple eigenvalues of a complex Hermitian matrix…
We investigate determinants of random unitary pencils (with scalar or matrix coefficients), which generalize the characteristic polynomial of a single unitary matrix. In particular we examine moments of such determinants, obtained by…
A unified theory of orthogonal polynomials of a discrete variable is presented through the eigenvalue problem of hermitian matrices of finite or infinite dimensions. It can be considered as a matrix version of exactly solvable Schr\"odinger…
The two-matrix model is defined on pairs of Hermitian matrices $(M_1,M_2)$ of size $n\times n$ by the probability measure $$\frac{1}{Z_n} \exp\left(\textrm{Tr} (-V(M_1)-W(M_2)+\tau M_1M_2)\right)\ dM_1\ dM_2, $$ where $V$ and $W$ are given…
The diagonalization of Hermitian supermatrices is studied. Such a change of coordinates is inevitable to find certain structures in random matrix theory. However it still poses serious problems since up to now the calculation of all…
This paper describes the expected characteristic polynomial of the commutator of randomly rotated matrices, in the context of the finite free probability theory initiated by Marcus, Spielman, and Srivastava. The key technical features are…
A general explicit form for generating functions for approximating fractional derivatives is derived. To achieve this, an equivalent characterisation for consistency and order of approximations established on a general generating function…
In this work, the determinants of matrices constructed by evaluating homogeneous bivariate polynomials at pairs of vectors are investigated. For a polynomial $p(x,y)=\sum\limits_{i=0}^k \alpha_i x^{k-i}y^i$, an explicit factorization of the…