Related papers: Random matrix theory, the exceptional Lie groups, …
Starting from Montgomery's conjecture, there has been a substantial interest on the connections of random matrix theory and the theory of L-functions. In particular, moments of characteristic polynomials of random matrices have been…
The singular values of products of standard complex Gaussian random matrices, or sub-blocks of Haar distributed unitary matrices, have the property that their probability distribution has an explicit, structured form referred to as a…
Statistical properties of infinite products of random isotropically distributed matrices are investigated. Both for continuous processes with finite correlation time and discrete sequences of independent matrices, a formalism that allows to…
In [earlier work by the author], it was shown that if U is a random n x n unitary matrix, then for any p>=n, the eigenvalues of U^p are i.i.d. uniform; similar results were also shown for general compact Lie groups. We study what happens…
Quaternionic automorphic representations are one attempt to generalize to other groups the special place holomorphic modular forms have among automorphic representations of $\mathrm{GL}_2$. Here, we use "hyperendoscopy" techniques to…
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…
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,…
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…
Analysis of function spaces and special functions are closely related to the representation theory of Lie groups. We explain here the connection between the Laguerre functions, the Laguerre polynomials, and the Meixner-Pollacyck polynomials…
A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…
The singular value decomposition is widely used to approximate data matrices with lower rank matrices. Feng and He [Ann. Appl. Stat. 3 (2009) 1634-1654] developed tests on dimensionality of the mean structure of a data matrix based on the…
Let G be the group of points of a quasi-split reductive algebraic group over a local field F. It follows from the local Langlands conjectures that to every non-trivial additive character of F and every representation of the Langlands dual…
Random matrices acting on structured sets play a fundamental role in high-dimensional geometry, compressed sensing, and randomized algorithms. Existing results primarily focus on subgaussian models, when random matrices act as…
We show the convergence of the characteristic polynomial for random permutation matrices sampled from the generalized Ewens distribution. Under this distribution, the measure of a given permutation depends only on its cycle structure,…
The paper addresses the calculation of correlation functions of permanental polynomials of matrices with random entries. By exploiting a convenient contour integral representation of the matrix permanent some explicit results are provided…
Let X be a locally compact Abelian group. We consider linear forms of independent random variables with values in X. In doing so, one of the coefficients of the linear forms is a random variable with a Bernoulli distribution. For some…
We derive exact analytic expressions for the distributions of eigenvalues and singular values for the product of an arbitrary number of independent rectangular Gaussian random matrices in the limit of large matrix dimensions. We show that…
We introduce a new integral representation for the standard L-function of an irreducible cuspidal automorphic representation of the exceptional group G2, and also for the twist of this L-function by an arbitrary character. Because our…
We develop representation theory approach to the study of special functions associated with toric varieties. In particular we show that the corresponding special functions are given by matrix elements of certain non-reductive Lie algebras
For a finite-dimensional representation V of a group G we introduce and study the notion of a Lie element in the group algebra k[G]. The set L(V) \subset k[G] of Lie elements is a Lie algebra and a G-module acting on the original…