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The parentage between Weyl pairs, generalized Pauli group and unitary group is investigated in detail. We start from an abstract definition of the Heisenberg-Weyl group on the field R and then switch to the discrete Heisenberg-Weyl group or…
Let M be an arbitrary Hermitian matrix of order n, and k be a positive integer less than or equal to n. We show that if k is large, the distribution of eigenvalues on the real line is almost the same for almost all principal submatrices of…
Let $f=(f_1,\ldots,f_n)$ be a system of $n$ complex homogeneous polynomials in $n$ variables of degree $d$. We call $\lambda\in\mathbb{C}$ an eigenvalue of $f$ if there exists $v\in\mathbb{C}^n\backslash\{0\}$ with $f(v)=\lambda v$,…
We give a probabilistic proof of the Weyl integration formula on U(n), the unitary group with dimension $n$. This relies on a suitable definition of Haar measures conditioned to the existence of a stable subspace with any given dimension…
Motivated by analogous results for the symmetric group and compact Lie groups, we study the distribution of the number of fixed vectors of a random element of a finite classical group. We determine the limiting moments of these…
We examine sets $\mathscr A$ of natural numbers having the property that for some real number $p\in (0,2)$, one has the subconvex bound $$\int_0^1 \Bigl| \sum_{n\in \mathscr A\cap [1,N]}e(n\alpha)\Bigr|^p\, {\rm d}\alpha \ll N^{-1}|\mathscr…
We consider linear groups and Lie groups over a non-Archimedean local field $\mathbb F$ for which the power map $x\mapsto x^k$ has a dense image or it is surjective. We prove that the group of $\mathbb F$-points of such algebraic groups is…
Signatures of universality are detected by comparing individual eigenvalue distributions and level spacings from financial covariance matrices to random matrix predictions. A chopping procedure is devised in order to produce a statistical…
For the classical compact Lie groups K = U(N) the autocorrelation functions of ratios of random characteristic polynomials are studied. Basic to our treatment is a property shared by the spinor representation of the spin group with the…
We show that a classical uniformly distributed phenomenon for an element and its inverse in ($\mathbb{Z}/n\mathbb{Z})^{*}$ also exists in $\textrm{GL}_{n}(\mathbb{F}_{p})$. A $\textrm{GL}_{n}(\mathbb{F}_{p})$ analogy of the uniform…
The eigenvalue density for members of the Gaussian orthogonal and unitary ensembles follows the Wigner semi-circle law. If the Gaussian entries are all shifted by a constant amount c/Sqrt(2N), where N is the size of the matrix, in the large…
This paper introduces two new families of non-parametric tests of goodness-of-fit on the compact classical groups. One of them is a family of tests for the eigenvalue distribution induced by the uniform distribution, which is consistent…
Within the framework of quantum harmonic analysis, for a locally compact group $G$ with a square-integrable, irreducible unitary representation, we analyze the eigenvalue distributions of convolutions between indicator functions on $G$ and…
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 discuss how to generate random unitary matrices from the classical compact groups U(N), O(N) and USp(N) with probability distributions given by the respective invariant measures. The algorithm is straightforward to implement using…
We study the behavior of eigenvalues of matrix P_N + Q_N where P_N and Q_N are two N -by-N random orthogonal projections. We relate the joint eigenvalue distribution of this matrix to the Jacobi matrix ensemble and establish the universal…
We study the value distribution and extreme values of eigenfunctions for the ``quantized cat map''. This is the quantization of a hyperbolic linear map of the torus. In a previous paper it was observed that there are quantum symmetries of…
We study the overlaps between right and left eigenvectors for random matrices of the spherical and truncated unitary ensembles. Conditionally on all eigenvalues, diagonal overlaps are shown to be distributed as a product of independent…
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 eigenvalue distribution of a random matrix, at a transition where a new connected component of the eigenvalue density support appears away from other connected components. Unlike previously studied critical points, which…