Related papers: On asymptotics of large Haar distributed unitary m…

Let $T$ be an $n\times n$ truncation of an $(n+\alpha)\times (n+\alpha)$ Haar distributed unitary matrix. We consider the disk counting statistics of the eigenvalues of $T$. We prove that as $n\to + \infty$ with $\alpha$ fixed, the…

Let A_1,A_2,...,A_s be a finite sequence of (not necessarily disjoint, or even distinct) non-empty sets of positive integers satisfying a certain condition. It is shown that an independent family U_1,U_2,...,U_s of random NxN permutation…

In this paper, we establish the first and the second-order asymptotics of distributions of normalized maxima of independent and non-identically distributed bivariate Gaussian triangular arrays, where each vector of the $n$th row follows…

Let $A_m^{(1)},\ldots, A_m^{(k)}$ be $m\times m$ left-uppermost blocks of $k$ independent $n\times n$ Haar unitary matrices where $\frac{n}{m}\to \alpha$ as $m\to \infty$, with $1<\alpha<\infty$. Using free probability and Brown measure…

We study moments of characteristic polynomials of truncated Haar distributed matrices from the three classical compact groups O(N), U(N) and Sp(2N). For finite matrix size we calculate the moments in terms of hypergeometric functions of…

The topic of this paper is the asymptotic distribution of random orthogonal matrices distributed according to Haar measure. We examine the total variation distance between the joint distribution of the entries of $W_n$, the $p_n \times q_n$…

We study the characteristic polynomial of Haar distributed random unitary matrices. We show that after a suitable normalization, as one increases the size of the matrix, powers of the absolute value of the characteristic polynomial as well…

This paper investigates local spectral statistics of singular values for many products of independent large rectangular matrices, sampled from the ensemble of truncated unitary matrices with the invariant Haar measure. Our main contribution…

In this paper we study the asymptotic distribution of the moments of (non-normalized) traces $\Tr (w_1), \Tr(w_2), ..., \Tr(w_r)$, where $ w_1, w_2, >..., w_r$ are reduced words in unitaries in the group $\cU(N)$. We prove that as $N\to…

In this note, we study asymptotic zero distribution of multivariable full system of random polynomials with independent Bernoulli coefficients. We prove that with overwhelming probability their simultaneous zeros sets are discrete and the…

We address the local spectral behavior of the random matrix $\Pi_1 U^{\otimes k} \Pi_2 U^{\otimes k *} \Pi_1$, where $U$ is a Haar distributed unitary matrix of size $n\times n$, the factor $k$ is at most $c_0\log n$ for a small constant…

In this article, we study integrals on the unitary group with respect to the Haar measure. We give a combinatorial interpretation in terms of maps of the asymptotic topological expansion, established previously by Guionnet and Novak. The…

Normalized eigenvalue counting measure of the sum of two Hermitian (or real symmetric) matrices $A_{n}$ and $B_{n}$ rotated independently with respect to each other by the random unitary (or orthogonal) Haar distributed matrix $U_{n}$ (i.e.…

We consider the empirical eigenvalue distribution of an $m\times m$ principal submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. For $n$ and $m$ large with $\frac{m}{n}=\alpha$, the empirical spectral…

We study limit distributions of independent random matrices as well as limit joint distributions of their blocks under normalized partial traces composed with classical expectation. In particular, we are concerned with the ensemble of…

In this paper, we prove that in small parameter regions, arbitrary unitary matrix integrals converge in the large $N$ limit and match their formal expansion. Secondly we give a combinatorial model for our matrix integral asymptotics and…

We study asymptotics of representations of the unitary groups U(n) in the limit as n tends to infinity and we show that in many aspects they behave like large random matrices. In particular, we prove that the highest weight of a random…

We revisit the work of the first named author and using simpler algebraic arguments we calculate integrals of polynomial functions with respect to the Haar measure on the unitary group U(d). The previous result provided exact formulas only…

We present a genus expansion-type expression for the expected values of products of traces of expressions involving Haar-distributed orthogonal matrices. As with other real genus expansions, nonorientable surfaces appear, in addition to the…

We consider three models (elliptic, flat and hyperbolic) of Gaussian random analytic functions distinguished by invariance of their zeroes distribution. Asymptotic normality is proven for smooth functionals (linear statistics) of the set of…