Related papers: Random matrix theory, the exceptional Lie groups, …
Properties of four infinite families of special functions of two real variables, based on the compact simple Lie group G2, are compared and described. Two of the four families (called here C- and S-functions) are well known, whereas the…
Random matrix theory has played an important role in various areas of pure mathematics, mathematical physics, and machine learning. From a practical perspective of data science, input data are usually normalized prior to processing. Thus,…
Random linear systems over the Galois Field modulo 2 have an interest in connection with problems ranging from computational optimization to complex networks. They are often approached using random matrices with Poisson-distributed or…
Recent theoretical studies of chaotic scattering have encounted ensembles of random matrices in which the eigenvalue probability density function contains a one-body factor with an exponent proportional to the number of eigenvalues. Two…
Representation theory and the theory of symmetric functions have played a central role in Random Matrix Theory in the computation of quantities such as joint moments of traces and joint moments of characteristic polynomials of matrices…
Conditional on the extended Riemann hypothesis, we show that with high probability, the characteristic polynomial of a random symmetric $\{\pm 1\}$-matrix is irreducible. This addresses a question raised by Eberhard in recent work. The main…
We consider the logarithm of the characteristic polynomial of random permutation matrices, evaluated on a finite set of different points. The permutations are chosen with respect to the Ewens distribution on the symmetric group. We show…
We study moments of characteristic polynomials of truncated Haar distributed matrices from the three classical compact groups O(N), U(N) and Sp(2N). For finite matrix size we calculate the moments in terms of hypergeometric functions of…
A method to generate new classes of random matrix ensembles is proposed. Random matrices from these ensembles are Lax matrices of classically integrable systems with a certain distribution of momenta and coordinates. The existence of an…
We study the distribution of singular values of product of random matrices pertinent to the analysis of deep neural networks. The matrices resemble the product of the sample covariance matrices, however, an important difference is that the…
First we survey generating function methods for obtaining useful probability estimates about random matrices in the finite classical groups. Then we describe a probabilistic picture of conjugacy classes which is coherent and beautiful.…
We analyze the distribution of unitarized L-polynomials Lp(T) (as p varies) obtained from a hyperelliptic curve of genus g <= 3 defined over Q. In the generic case, we find experimental agreement with a predicted correspondence (based on…
We evaluate averages involving characteristic polynomials, inverse characteristic polynomials and ratios of characteristic polynomials for a $N\times N$ random matrix taken from a $L$-deformed Chiral Gaussian Unitary Ensemble with an…
Invariant ensemble, which are characterised by the joint distribution of eigenvalues $P(\lambda_1,\ldots,\lambda_N)$, play a central role in random matrix theory. We consider the truncated linear statistics $L_K = \sum_{n=1}^K f(\lambda_n)$…
A number of mathematical methods have been shown to model the zeroes of $L$-functions with remarkable success, including the Ratios Conjecture and Random Matrix Theory. In order to understand the structure of convolutions of families of…
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 develop and describe continuous and discrete transforms of class functions on compact simple Lie group $G$ as their expansions into series of uncommon special functions, called here $\E$-functions in recognition of the fact that the…
The statistical behaviour of a product of independent, identically distributed random matrices in $\text{SL}(2,{\mathbb R})$ is encoded in the generalised Lyapunov exponent $\Lambda$; this is a function whose value at the complex number $2…
We establish results on the rationality of ratios of successive critical values of Langlands-Shahidi $L$-functions, as they appear in the constant term of the Eisenstein series associated with the exceptional group of type $G_2$ over a…
L-functions for GL_n(A_Q) and GL_m(A_Q), respectively, such that, as N,M --> oo, the statistical behavior (1-level density) of the low-lying zeros of L-functions in F_N (resp., G_M) agrees with that of the eigenvalues near 1 of matrices in…