Related papers: Autocorrelation of Random Matrix Polynomials
$2\times2$ matrix polynomials of the form $P_{n}(z)= \Sigma^{n}_{j=0}\,\sigma_{j}\,z^{j}$, for the cases $n=1,2,3$ are constructed, and the nature of PT-symmetry is examined across different points $z=(x,y)$ in the complex plane. The…
There are several methods to treat ensembles of random matrices in symmetric spaces, circular matrices, chiral matrices and others. Orthogonal polynomials and the supersymmetry method are particular powerful techniques. Here, we present a…
The autocorrelation function of spectral determinants is proposed as a convenient tool for the characterization of spectral statistics in general, and for the study of the intimate link between quantum chaos and random matrix theory, in…
We discuss some natural maps from a unitary group U(n) to a smaller group U(n-m) (these maps are versions of the Livshic characteristic function). We calculate explicitly the direct images of the Haar measure under some maps. We evaluate…
Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…
We determine the group of conformal automorphisms of the self-dual metrics on n#CP^2 due to LeBrun for n>2, and Poon for n=2. These metrics arise from an ansatz involving a circle bundle over hyperbolic three-space H^3 minus a finite number…
We show that several families of polynomials defined via fillings of diagrams satisfy linear recurrences under a natural operation on the shape of the diagram. We focus on key polynomials, (also known as Demazure characters), and Demazure…
The k-point correlation functions of the Gaussian Random Matrix Ensembles are certain determinants of functions which depend on only two arguments. They are referred to as kernels, since they are the building blocks of all correlations. We…
The differential systems satisfied by orthogonal polynomials with arbitrary semiclassical measures supported on contours in the complex plane are derived, as well as the compatible systems of deformation equations obtained from varying such…
Using parafermionic field theoretical methods, the fundamentals of 2d fractional supersymmetry ${\bf Q}^{K} =P$ are set up. Known difficulties induced by methods based on the $U_{q}(sl(2))$ quantum group representations and non commutative…
We introduce an extension of the diagrammatic rules in random matrix theory and apply it to nonhermitean random matrix models using the 1/N approximation. A number of one- and two-point functions are evaluated on their holomorphic and…
Conjectured links between the distribution of values taken by the characteristic polynomials of random orthogonal matrices and that for certain families of L-functions at the centre of the critical strip are used to motivate a series of…
We establish the asymptotics of the joint moments of the characteristic polynomial of a random unitary matrix and its derivative for general real values of the exponents, proving a conjecture made by Hughes in 2001. Moreover, we give a…
The averages of ratios of characteristic polynomials det(lambda - X) of N x N random matrices X, are investigated in the large N limit for the GUE, GOE and GSE ensemble. The density of states and the two-point correlation function are…
A number of spatial statistic measurements such as Moran's I and Geary's C can be used for spatial autocorrelation analysis. Spatial autocorrelation modeling proceeded from the 1-dimension autocorrelation of time series analysis, with time…
Our interest is in the scaled joint distribution associated with $k$-increasing subsequences for random involutions with a prescribed number of fixed points. We proceed by specifying in terms of correlation functions the same distribution…
We give a characterization of the effect of sequences of pivot operations on a graph by relating it to determinants of adjacency matrices. This allows us to deduce that two sequences of pivot operations are equivalent iff they contain the…
A conformal partition function ${\cal P}_n^m(s)$, which arose in the theory of Diophantine equations supplemented with additional restrictions, is concerned with {\it self-dual symmetric polynomials} -- reciprocal ${\sf R}^{\{m\}}_ {S_n}$…
We give an asymptotic formula for the $2k$th moment of a sum of multiplicative Steinhaus variables. This was recently computed independently by Harper, Nikeghbali and Radziwi\l\l. We also compute the $2k$th moment of a truncated…
We express all correlation functions in timelike boundary Liouville theory as unitary matrix integrals and develop efficient techniques to evaluate these integrals. We compute large classes of correlation functions explicitly, including an…