Related papers: Random matrix theory, the exceptional Lie groups, …
We introduce a family of rotationally invariant random matrix ensembles characterized by a parameter $\lambda$. While $\lambda=1$ corresponds to well-known critical ensembles, we show that $\lambda \ne 1$ describes "L\'evy like" ensembles,…
We find the cardinality of the value sets of polynomial maps associated with simple complex Lie algebras $B_2$ and $G_2$ over finite fields. We achieve this by using a characterization of their fixed points in terms of sums of roots of…
In this investigation of character tables of finite groups we study basic sets and associated representation theoretic data for complementary sets of conjugacy classes. For the symmetric groups we find unexpected properties of characters on…
Random matrix theory allows for the deduction of stability criteria for complex systems using only a summary knowledge of the statistics of the interactions between components. As such, results like the well-known elliptical law are…
We introduce a finite version of free probability for rectangular matrices that amounts to operations on singular values of polynomials. We show that we can replicate the transforms from free probability, and that asymptotically there is…
The Gaussian and Laguerre orthogonal ensembles are fundamental to random matrix theory, and the marginal eigenvalue distributions are basic observable quantities. Notwithstanding a long history, a formulation providing high precision…
We study largest singular values of large random matrices, each with mean of a fixed rank $K$. Our main result is a limit theorem as the number of rows and columns approach infinity, while their ratio approaches a positive constant. It…
We define a class of "algebraic" random matrices. These are random matrices for which the Stieltjes transform of the limiting eigenvalue distribution function is algebraic, i.e., it satisfies a (bivariate) polynomial equation. The Wigner…
The exceptional Lie group G_2 acts on the set of real symmetric 7x7-matrices by conjugation. We solve the normal form problem for this group action. In view of earlier results, this gives rise to a classification of all finite-dimensional…
We present a pairing of automorphic distributions that applies in situations where a Lie group acts with an open orbit on a product of generalized flag varieties. The pairing gives meaning to an integral of products of automorphic…
We compute correlation functions of inverse powers and ratios of characteristic polynomials for random matrix models with complex eigenvalues. Compact expressions are given in terms of orthogonal polynomials in the complex plane as well as…
We compute new polynomials with Galois group $M_{11}$ over $\mathbb{Q}(t)$. These polynomials stem from various families of covers of $\mathbb{P}^1\mathbb{C}$ ramified over at least 4 points. Each of these families has features that make a…
To a finite dimensional representation of a complex Lie group $G$, an associative algebra of adjoint covariant polynomial maps from the direct sum of $m$ copies of the Lie algebra $\mathfrak{g}$ of $G$ into an algebra of complex matrices is…
Correlation functions involving products and ratios of half-integer powers of characteristic polynomials of random matrices from the Gaussian Orthogonal Ensemble (GOE) frequently arise in applications of Random Matrix Theory (RMT) to…
A representation-theoretic approach to special functions was developed in the 40-s and 50-s in the works of I.M.Gelfand, M.A.Naimark, N.Ya.Vilenkin, and their collaborators. The essence of this approach is the fact that most classical…
We consider the $n$-correlation of eigenvalues of random unitary matrices in the alternative form that is not the tidy determinant common in random matrix theory, but rather the expression derived from averages of ratios of characteristic…
In this paper, we are interested in sequences of q-tuple of N-by-N random matrices having a strong limiting distribution (i.e. given any non-commutative polynomial in the matrices and their conjugate transpose, its normalized trace and its…
Given a collection $\{\lambda_1, \dots, \lambda_n\} $ of real numbers, there is a canonical probability distribution on the set of real symmetric or complex Hermitian matrices with eigenvalues $\lambda_1,\ldots,\lambda_n$. In this paper, we…
This paper proposes famillies of multimatricvariate and multimatrix variate distributions based on elliptically contoured laws in the context of real normed division algebras. The work allows to answer the following inference problems about…
New families of $E$-functions are described in the context of the compact simple Lie groups O(5) and G(2). These functions of two real variables generalize the common exponential functions and for each group, only one family is currently…