Related papers: Autocorrelation of Random Matrix Polynomials
We present a five-step method for the calculation of eigenvalue correlation functions for various ensembles of real random matrices, based upon the method of (skew-) orthogonal polynomials. This scheme systematises existing methods and also…
This paper establishes the universality of parametric correlations of eigenfunctions in chaotic and weakly disordered systems. We demonstrate this universality in the framework of the gaussian random matrix process and obtain predictions…
The zeros of the random Laurent series $1/\mu - \sum_{j=1}^\infty c_j/z^j$, where each $c_j$ is an independent standard complex Gaussian, is known to correspond to the scaled eigenvalues of a particular additive rank 1 perturbation of a…
We review and reformulate old and prove new results about the triad $ {\rm PPSL}_2({\mathbb Z})\subseteq{\rm PPSL}_2({\mathbb R})\circlearrowright ppsl_2({\mathbb R}) $, which provides a universal generalization of the classical automorphic…
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…
Bergman has given the following abstract characterisation of the inner automorphisms of a group $G$: they are exactly those automorphisms of $G$ which can be extended functorially along any homomorphism $G \rightarrow H$ to an automorphism…
The behavior of correlation functions is studied in a class of matrix models characterized by a measure $\exp(-S)$ containing a potential term and an external source term: $S=N\tr(V(M)-MA)$. In the large $N$ limit, the short-distance…
We express the averages of products of characteristic polynomials for random matrix ensembles associated with compact symmetric spaces in terms of Jack polynomials or Heckman and Opdam's Jacobi polynomials depending on the root system of…
Integrable theory is formulated for correlation functions of characteristic polynomials associated with invariant non-Gaussian ensembles of Hermitean random matrices. By embedding the correlation functions of interest into a more general…
Our results can be viewed as applications of algebraic combinatorics in random matrix theory. These applications are motivated by the predictive power of random matrix theory for the statistical behavior of the celebrated Riemann…
We prove that if a rectangular matrix with uniformly small entries and approximately orthogonal rows is applied to the independent standardized random variables with uniformly bounded third moments, then the empirical CDF of the resulting…
We investigate the universality of microscopic eigenvalue correlations for Random Matrix Theories with the global symmetries of the QCD partition function. In this article we analyze the case of real valued chiral Random Matrix Theories…
The aim of this paper is to give a precise asymptotic description of some eigenvalue statistics stemming from random matrix theory. More precisely, we consider random determinants of the GUE, Laguerre, Uniform Gram and Jacobi beta ensembles…
In this note we give a combinatorial and non-computational proof of the asymptotics of the integer moments of the moments of the characteristic polynomials of Haar distributed unitary matrices as the size of the matrix goes to infinity.…
The Hamiltonian of the quantum Calogero-Sutherland model of $N$ identical particles on the circle with $1/r^{2}$ interactions has eigenfunctions consisting of Jack polynomials times the base state. By use of the generalized Jack polynomials…
In this paper a new approach is derived in the context of shape theory. The implemented methodology is motivated in an open problem proposed in \citet{GM93} about the construction of certain shape density involving Euler hypergeometric…
Motivated by problems arising in random sampling of trigonometric polynomials, we derive exponential inequalities for the operator norm of the difference between the sample second moment matrix $n^{-1}U^*U$ and its expectation where $U$ is…
A spectral sequence calculating the homology groups of some spaces of maps equivariant under compact group actions is described. For the main example, we calculate the rational homology groups of spaces of even and odd maps $S^m \to S^M$,…
Products of shifted characteristic polynomials, and ratios of such products, averaged over the classical compact groups are of great interest to number theorists as they model similar averages of L-functions in families with the same…
Symmetric polynomials of the roots of a polynomial can be written as polynomials of the coefficients, and by applying this to the characteristic polynomial we can write a symmetric polynomial of the eigenvalues $a_{i}$ of an $n\times n$…