Related papers: Autocorrelation of Random Matrix Polynomials
Denoting by $P_N(A,\theta)=\det(I-Ae^{-i\theta})$ the characteristic polynomial on the unit circle in the complex plane of an $N\times N$ random unitary matrix $A$, we calculate the $k$th moment, defined with respect to an average over…
Let $H$ and $K$ be groups. In this paper we introduce a concept of determinant for automorphisms of $H\times K$ and some concepts of incompatibility for group pairs as a measure of how much $H$ and $K$ are fare from being isomorphic. With…
We construct a model for the space of automorphisms of a connected p-compact group in terms of the space of automorphisms of its maximal torus normalizer and its root datum. As a consequence we show that any homomorphism to the outer…
{Recently, we found that the correlation between the eigenvalues of random hermitean matrices exhibits universal behavior. Here we study this universal behavior and develop a diagrammatic approach which enables us to extend our previous…
We present a pairing of automorphic distributions that applies in situations where a Lie group acts with an open orbit on a product of generalized flag varieties. The pairing gives meaning to an integral of products of automorphic…
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…
Orthogonal - unitary and symplectic - unitary crossover ensembles of random matrices are relevant in many contexts, especially in the study of time reversal symmetry breaking in quantum chaotic systems. Using skew-orthogonal polynomials we…
We study experimentally systems of orthogonal polynomials with respect to self-similar measures. When the support of the measure is a Cantor set, we observe some interesting properties of the polynomials, both on the Cantor set and in the…
We find closed formulas for arbitrarily high mixed moments of characteristic polynomials of the Alternative Circular Unitary Ensemble (ACUE), as well as closed formulas for the averages of ratios of characteristic polynomials in this…
Using the ratios theorems, we calculate the leading order terms in $N$ for the following averages of the characteristic polynomial and its derivative: $\left< \left|\Lambda_A(1 )\right| ^{r} \frac{ \Lambda_A'(\mathrm{e}^{\mathrm{i} \phi})…
We prove the unexpected result that almost uniform sampling of independent sets in graphs is possible via a probabilistic polynomial time algorithm. Note that our sampling algorithm (if correct) has extremely surprising consequences; the…
In a previous paper we have introduced matrix-valued analogues of the Chebyshev polynomials by studying matrix-valued spherical functions on SU(2)\times SU(2). In particular the matrix-size of the polynomials is arbitrarily large. The…
This note presents some equalities in law for $Z_N:=\det(\Id-G)$, where $G$ is an element of a subgroup of the set of unitary matrices of size $N$, endowed with its unique probability Haar measure. Indeed, under some general conditions,…
Since the seminal work of Keating and Snaith, the characteristic polynomial of a random Haar-distributed unitary matrix has seen several of its functional studied or turned into a conjecture; for instance: $ \bullet $ its value in $1$…
We study natural linear representations of self-similar groups over finite fields. In particular, we show that if the group is generated by a finite automaton, then obtained matrices are automatic. This shows a new relation between two…
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…
A sum of a large-dimensional random matrix polynomial and a fixed low-rank matrix polynomial is considered. The main assumption is that the resolvent of the random polynomial converges to some deterministic limit. A formula for the limit of…
We develop a new framework to compute the exact correlators of characteristic polynomials, and their inverses, in random matrix theory. Our results hold for general potentials and incorporate the effects of an external source. In matrix…
We show that the Circular Orthogonal Ensemble of random matrices arises naturally from a family of random polynomials. This sheds light on the appearance of random matrix statistics in the zeros of the Riemann zeta-function.
Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…