Related papers: Characteristic Polynomials of Complex Random Matri…
A general family of matrix valued Hermite type orthogonal polynomials is introduced and studied in detail by deriving Pearson equations for the weight and matrix valued differential equations for these matrix polynomials. This is used to…
Skew orthogonal polynomials arise in the calculation of the $n$-point distribution function for the eigenvalues of ensembles of random matrices with orthogonal or symplectic symmetry. In particular, the distribution functions are completely…
We obtain asymptotics of large Hankel determinants whose weight depends on a one-cut regular potential and any number of Fisher-Hartwig singularities. This generalises two results: 1) a result of Berestycki, Webb and Wong [5] for root-type…
We establish formulae for the moments of the moments of the characteristic polynomials of random orthogonal and symplectic matrices in terms of certain lattice point count problems. This allows us to establish asymptotic formulae when the…
The fermionic, bosonic and supersymmetric variants of the colour-flavour transformation are derived for the orthogonal group. These transformations are then used to calculate the ensemble averages of characteristic polynomials of real…
We define the generalized hypergeometric polynomial of degree N in terms of the generalized hypergeometric function that depends on p parameters a_1, ..., a_p and q parameters b_1, ..., b_q. The parameters are "generic", possibly complex,…
We consider the product of n complex non-Hermitian, independent random matrices, each of size NxN with independent identically distributed Gaussian entries (Ginibre matrices). The joint probability distribution of the complex eigenvalues of…
We study the asymptotic distribution of critical values of random holomorphic `polynomials' s_n on a Kaehler manifold M as the degree n tends to infinity. By `polynomial' of degree n we mean a holomorphic section of the nth power of a…
Given a nonsingular $n \times n$ matrix of univariate polynomials over a field $\mathbb{K}$, we give fast and deterministic algorithms to compute its determinant and its Hermite normal form. Our algorithms use…
We study correlation functions of the characteristic polynomials in coupled matrix models based on the Schur polynomial expansion, which manifests their determinantal structure.
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…
Character polynomials are used to study the restriction of a polynomial representation of a general linear group to its subgroup of permutation matrices. A simple formula is obtained for computing inner products of class functions given by…
We demonstrate the convergence of the characteristic polynomial of several random matrix ensembles to a limiting universal function, at the microscopic scale. The random matrix ensembles we treat are classical compact groups and the…
We present algorithms and heuristics to compute the characteristic polynomial of a matrix given its minimal polynomial. The matrix is represented as a black-box, i.e., by a function to compute its matrix-vector product. The methods apply to…
In this paper, we describe properties of the characteristic polynomial of a weighted lattice and show that it has a recursive description, which we use to obtain results on the critical exponent of $q$-polymatroids. We give a Critical…
The paper addresses the calculation of correlation functions of permanental polynomials of matrices with random entries. By exploiting a convenient contour integral representation of the matrix permanent some explicit results are provided…
The characteristic polynomial of the effective Hamiltonian for a general model has been discussed. It is found that, compared with the associated energy eigenvalues, this characteristic polynomial generally has better analytical properties…
We obtain the strong asymptotics of polynomials $p_n(\lambda)$, $\lambda\in\mathbb{C}$, orthogonal with respect to measures in the complex plane of the form $$ e^{-N(|\lambda|^{2s}-t\lambda^s-\overline{t\lambda}^s)}dA(\lambda), $$ where $s$…
A t by n random matrix A is formed by sampling n independent random column vectors, each containing t components. The random Gram matrix of size n, G_n, contains the dot products between all pairs of column vectors in the randomly generated…
We consider random orthonormal polynomials $$ P_{n}(x)=\sum_{i=0}^{n}\xi_{i}p_{i}(x), $$ where $\xi_{0}$, . . . , $\xi_{n}$ are independent random variables with zero mean, unit variance and uniformly bounded $(2+\ep_0)$-moments, and…