Related papers: Random matrix theory, the exceptional Lie groups, …

This is a survey article written for a workshop on L-functions and random matrix theory at the Newton Institute in July, 2004. The goal is to give some insight into how well-distributed sets of matrices in classical groups arise from…

We calculate the autocorrelation functions (or shifted moments) of the characteristic polynomials of matrices drawn uniformly with respect to Haar measure from the groups U(N), O(2N) and USp(2N). In each case the result can be expressed in…

We introduce a theory of probability in $\lambda$-rings designed to efficiently describe random variables valued in multisets of complex numbers, varieties over a field, or other similar enriched settings. A key role is played by the…

We study the characteristic polynomial of Haar distributed random unitary matrices. We show that after a suitable normalization, as one increases the size of the matrix, powers of the absolute value of the characteristic polynomial as well…

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 review recent progress relating to the extreme value statistics of the characteristic polynomials of random matrices associated with the classical compact groups, and of the Riemann zeta-function and other $L$-functions, in the context…

In this paper, we will compute the characteristic polynomials for finite dimensional representations of classical complex Lie algebras and the exceptional Lie algebra of type G2, which can be obtained through the orbits of integral weights…

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 discuss the idea of a ``family of L-functions'' and describe various methods which have been used to make predictions about L-function families. The methods involve a mixture of random matrix theory and heuristics from number theory.…

Number theorists have studied extensively the connections between the distribution of zeros of the Riemann $\zeta$-function, and of some generalizations, with the statistics of the eigenvalues of large random matrices. It is interesting to…

Word maps have been studied for matrix groups over a field. We initiate the study of problems related to word maps in the context of the group $\mathrm{GL}_n(\mathscr O_2)$, where $\mathscr O_2$ is a finite local principal ideal ring of…

We give a new heuristic for all of the main terms in the integral moments of various families of primitive L-functions. The results agree with previous conjectures for the leading order terms. Our conjectures also have an almost identical…

We give a new heuristic for all of the main terms in the quotient of products of L-functions averaged over a family. These conjectures generalize the recent conjectures for mean values of L-functions. Comparison is made to the analogous…

We propose a refinement of the random matrix model for a certain family of $L$-functions over $\mathbb F_q[u]$, using techniques that we hope will eventually apply to an arbitrary family of $L$-functions. This consists of a probability…

In the probability theory \emph{selfdecomposable, or class $L_0$ distributions} play an important role as they are limiting distributions of normalized partial sums of sequences of independent, not necessarily identically distributed,…

We have discussed earlier the correlation functions of the random variables $\det(\la-X)$ in which $X$ is a random matrix. In particular the moments of the distribution of these random variables are universal functions, when measured in the…

The classical random matrix theory is mostly focused on asymptotic spectral properties of random matrices as their dimensions grow to infinity. At the same time many recent applications from convex geometry to functional analysis to…

Let $M$ be a random matrix chosen according to Haar measure from the unitary group $\mathrm{U}(n,\mathbb{C})$. Diaconis and Shahshahani proved that the traces of $M,M^2,\ldots,M^k$ converge in distribution to independent normal variables as…

The paper deals with distribution of singular values of product of random matrices arising in the analysis of deep neural networks. The matrices resemble the product analogs of the sample covariance matrices, however, an important…

The curious connection between the spacings of the eigenvalues of random matrices and the corresponding spacings of the non trivial zeros of the Riemann zeta function is analyzed on the basis of the geometric dynamical global program of…