Related papers: Discrete Painlev\'e equations and random matrix av…
Given $n$ samples of a regular discrete distribution $\pi$, we prove in this article first a serial of SLLNs results (of Dvoretzky and Erd\"{o}s' type) which implies a typical power law when $\pi$ is heavy-tailed. Constructing a (random)…
We consider the q-Painlev\'e III equation arising from the birational representation of the affine Weyl group of type $(A_2 + A_1)^{(1)}$. We study the reduction of the q-Painlev\'e III equation to the q-Painlev\'e II equation from the…
The value distribution of derivatives of characteristic polynomials of matrices from SO(N) is calculated at the point 1, the symmetry point on the unit circle of the eigenvalues of these matrices. We consider subsets of matrices from SO(N)…
We derive Painlev\'e--type expressions for the distribution of the $m^{th}$ largest eigenvalue in the Gaussian Orthogonal and Symplectic Ensembles in the edge scaling limit. This work generalizes to general $m$ the $m=1$ results of Tracy…
Starting from the second Painlev\'{e} equation, we obtain Painlev\'{e} type equations of higher order by using the singular point analysis.
We present a systematic method for the construction of discrete Painlev\'e equations. The method, dubbed `restoration', allows one to obtain all discrete Painlev\'e equations that share a common autonomous limit, up to homographic…
By calculating all terms of the high-density expansion of the euclidean random matrix theory (up to second-order in the inverse density) for the vibrational spectrum of a topologically disordered system we show that the low-frequency…
The theory of distributions provides generalized solutions for problems which do not have a classical solution. However, there are problems which do not have solutions, not even in the space of distributions. As model problem you may think…
The expectation of the descent number of a random Young tableau of a fixed shape is given, and concentration around the mean is shown. This result is generalized to the major index and to other descent functions. The proof combines…
The distribution of eigenvalues of N times N random matrices in the limit N to infinity is the solution to a variational principle that determines the ground state energy of a confined fluid of classical unit charges. This fact is a…
We study the dependence of the tau function of Painlev\'e I equation on the generalized monodromy of the associated linear problem. In particular, we compute connection constants relating the tau function asymptotics on five canonical rays…
It is known that discrete Painlev\'e equations have symmetries of the affine Weyl groups. In this paper we propose a new representation of discrete Painlev\'e equations in which the symmetries become clearly visible. We know how to obtain…
Several distribution functions in the classical unitarily invariant matrix ensembles are prime examples of isomonodromic tau functions as introduced by Jimbo, Miwa and Ueno (JMU) in the early 1980s \cite{JMU}. Recent advances in the theory…
In this paper we focus on the finite n probability distribution function of the largest eigenvalue in the classical Gaussian Ensemble of n by n matrices (GEn). We derive the finite n largest eigenvalue probability distribution function for…
In this preprint we consider generalizations of discrete and integral Cauchy--Bunyakovskii inequalities by the method of mean values with some applications. Mostly the material is compiled as a short survey but some results are proved. Main…
We develop a theory for the eigenvalue density of arbitrary non-Hermitian Euclidean matrices. Closed equations for the resolvent and the eigenvector correlator are derived. The theory is applied to the random Green's matrix relevant to wave…
In this survey, we discuss some basic problems concerning random matrices with discrete distributions. Several new results, tools and conjectures will be presented.
The Lie point symmetries of ordinary differential equations (ODEs) that are candidates for having the Painlev\'e property are explored for ODEs of order $n =2, \dots ,5$. Among the 6 ODEs identifying the Painlev\'e transcendents only…
Blending Painlev\'e property with singularity confinement for a general arbitrary order Sawada-Kotera differential-difference equation, we find a proliferation of ``tau-functions'' (coming from strictly confined patterns). However only one…
The problem of iterated partial summations is solved for some discrete distributions defined on discrete supports. The power method, usually used as a computational approach to finding matrix eigenvalues and eigenvectors, is in some cases…