Related papers: On permanental polynomials of certain random matri…
Very recently we have shown that the spherical transform is a convenient tool for studying the relation between the joint density of the singular values and that of the eigenvalues for bi-unitarily invariant random matrices. In the present…
We construct a very general family of characteristic functions describing Random Matrix Ensembles (RME) having a global unitary invariance, and containing an arbitrary, one-variable probability measure which we characterize by a `spread…
This thesis reviews recent progress on products of random matrices from the perspective of exactly solved Gaussian random matrix models. We derive exact formulae for the correlation functions for the eigen- and singular values at arbitrary…
Ensembles of complex symmetric, and complex self dual random matrices are known to exhibit local statistical properties distinct from those of the non-Hermitian Ginibre ensembles. On the other hand, in distinction to the latter, the joint…
Moments of secular and inverse secular coefficients, averaged over random matrices from classical groups, are related to the enumeration of non-negative matrices with prescribed row and column sums. Similar random matrix averages are…
We give a simpler proof of an earlier result giving an asymptotic estimate for the number of integral matrices, in large balls, with a given monic integral irreducible polynomial as their common characteristic polynomial. The proof uses…
Let $A$ be an $n \times n$ positive definite Hermitian matrix with all eigenvalues between 1 and 2. We represent the permanent of $A$ as the integral of some explicit log-concave function on ${\Bbb R}^{2n}$. Consequently, there is a fully…
We show that the permanent of a matrix is a linear combination of determinants of block diagonal matrices which are simple functions of the original matrix. To prove this, we first show a more general identity involving \alpha-permanents:…
We discuss several conjectures about the real-rootedness of polynomials whose coefficients are determinants of coefficients of a real-rooted polynomial. We also consider some questions about matrices generalizing totally positive matrices,…
Using operator methods, we generally present the level densities for kinds of random matrix unitary ensembles in weak sense. As a corollary, the limit spectral distributions of random matrices from Gaussian, Laguerre and Jacobi unitary…
We exhibit an explicit formula for the spectral density of a (large) random matrix which is a diagonal matrix whose spectral density converges, perturbated by the addition of a symmetric matrix with Gaussian entries and a given (small)…
This work is a study of polynomial compositions having a fixed number of terms. We outline a recursive method to describe these characterizations, give some particular results and discuss the general case. In the final sections, some…
Explicit expressions for multimatrix models with complex and unitary matrices allows to couple these models with well-known unitary, orthogonsl and sympletic ensembles. We consider examples of such mixed ensembles which are solvable in the…
The spectral density of random matrices is studied through a quaternionic generalisation of the Green's function, which precisely describes the mean spectral density of a given matrix under a particular type of random perturbation. Exact…
We study the regularity of densities of distributions that are polynomial images of the standard Gaussian measure on $\mathbb{R}^n$. We assume that the degree of a polynomial is fixed and that each variable enters to a power bounded by…
We characterize ratios of permanents of (generalized) submatrices which are bounded on the set of all totally positive matrices. This provides a permanental analog of results of Fallat, Gekhtman, and Johnson [{\em Adv.\ Appl.\ Math.} {\bf…
In this paper, we prove optimal local universality for roots of random polynomials with arbitrary coeffcients of polynomial growth. As an application, we derive, for the first time, sharp estimates for the number of real roots of these…
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.…
When a randomness is introduced at the level of real matrix elements, depending on its particular realization, a pair of eigenvalues can appear as real or form a complex conjugate pair. We show that in the limit of large matrix size the…
We give an effective method to compute the entropy for polynomials orthogonal on a segment of the real axis that uses as input data only the coefficients of the recurrence relation satisfied by these polynomials. This algorithm is based on…