Related papers: Secular determinants of random unitary matrices
It is shown that monic orthogonal polynomials on the unit circle are the characteristic polynomials of certain five-diagonal matrices depending on the Schur parameters. This result is achieved through the study of orthogonal Laurent…
We consider random stochastic matrices $M$ with elements given by $M_{ij}=|U_{ij}|^2$, with $U$ being uniformly distributed on one of the classical compact Lie groups or associated symmetric spaces. We observe numerically that, for large…
Passive scalars advected by a magnetically driven two-dimensional turbulent flow are analyzed using methods of statistical topography. The passive tracer concentration is interpreted as the height of a random surface and the scaling…
In this paper, we consider sequences of polynomials that satisfy differential--difference recurrences. Our interest is motivated by the fact that polynomials satisfying such recurrences frequently appear as generating polynomials of integer…
One of the main concepts in quantum physics is a density matrix, which is a symmetric positive definite matrix of trace one. Finite probability distributions are a special case where the density matrix is restricted to be diagonal. Density…
We investigate the second-order correlation function of the characteristic polynomial of a sample covariance matrix. Starting from an explicit formula for the generating function, we re-obtain several well-known kernels from random matrix…
Convenient parameterizations of matrices in terms of vectors transform (certain classes of) matrix equations into covariant (hence rotation-invariant) vector equations. Certain recently introduced such parameterizations are tersely…
We introduce a family of coefficients based on U-statistics that generalize the notion of correlation and explore their properties in the large dimensional multivariate case, showing that in the null case of uncorrelated variables, the…
We introduce a remarkable new family of norms on the space of $n \times n$ complex matrices. These norms arise from the combinatorial properties of symmetric functions, and their construction and validation involve probability theory,…
In this paper we consider divisibility sequences obtained from square matrices. We work with of matrix divisibility sequences associated to a semigroup and arising from endomorphisms of an affine space. We prove that determinant…
Correlation functions for matrix ensembles with orthogonal and unitarysymplectic rotation symmetry are more complicated to calculate than in the unitary case. The supersymmetry method and the orthogonal polynomials are two techniques to…
We study a unitary analog to Redheffer's matrix. It is first proved that the determinant of this matrix is the unitary analogue to that of Redheffer's matrix. We also show that the coefficients of the characteristic polynomial may be…
Nonlinear statistics (i.e. statistics of permanents) on the eigenvalues of invariant random matrix models are considered for the three Dyson's symmetry classes $\beta=1,2,4$. General formulas in terms of hyperdeterminants are found for…
We express classical, free, Boolean and monotone cumulants in terms of each other, using combinatorics of heaps, pyramids, Tutte polynomials and permutations. We completely determine the coefficients of these formulas with the exception of…
Random tensor models can be used as combinatorial devices to generate Euclidean dynamical triangulations. A physical continuum limit of dynamical triangulations requires a suitable generalization of the double-scaling limit of random…
We address the quantum-classical correspondence for chaotic systems with a crossover between symmetry classes. We consider the energy level statistics of a classically chaotic system in a weak magnetic field. The generating function of…
We study the averaged product of characteristic polynomials of large random matrices in the Gaussian beta-ensemble perturbed by an external source of finite rank. We prove that at the edge of the spectrum, the limiting correlations involve…
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…
Zeros of many ensembles of polynomials with random coefficients are asymptotically equidistributed near the unit circumference. We give quantitative estimates for such equidistribution in terms of the expected discrepancy and expected…
An exact analytical description of extreme intensity statistics in complex random states is derived. These states have the statistical properties of the Gaussian and Circular Unitary Ensemble eigenstates of random matrix theory. Although…