Related papers: Matrix models for circular ensembles

We develop a theory of multilevel distributions of eigenvalues which complements the Dyson's threefold $\beta=1,2,4$ approach corresponding to real/complex/quaternion matrices by $\beta=\infty$ point. Our central objects are G$\infty$E…

We calculate the $k$-point generating function of the correlated Jacobi ensemble using supersymmetric methods. We use the result for complex matrices for $k=1$ to derive a closed-form expression for eigenvalue density. For real matrices we…

We introduce a new multivariate orthogonal polynomial which is a 2-parameter deformation of the spherical polynomial by harmonic analysis on symmetric cone. This is also regarded as a multivariate analogue of the circular Jacobi polynomial.…

In the current work, we study the eigenvalue distribution results of a class of non-normal matrix-sequences which may be viewed as a low rank perturbation, depending on a parameter $\beta>1$, of the basic Toeplitz matrix-sequence…

The two-body Coulomb Hamiltonian, when calculated in Coulomb-Sturmian basis, has an infinite symmetric tridiagonal form, also known as Jacobi matrix form. This Jacobi matrix structure involves a continued fraction representation for the…

We compute the full order statistics of a one-dimensional gas of fermions in a harmonic trap at zero temperature, including its large deviation tails. The problem amounts to computing the probability distribution of the $k$th smallest…

Jacobi matrices are parametrized by their eigenvalues and norming constants (first coordinates of normalized eigenvectors): this coordinate system breaks down at reducible tridiagonal matrices. The set of real symmetric tridiagonal matrices…

We develop a theory of Jacobi polynomials for parabolic subgroups of finite reflection groups that specializes to the cases studied by Heckman and Opdam in which the whole group and the trivial group are considered. For the intermediate…

We introduce and study a class of discrete particle ensembles that naturally arise in connection with classical random matrix ensembles, log-gases and Jack polynomials. Under technical assumptions on a general analytic potential we prove…

We develop a framework for establishing the Law of Large Numbers for the eigenvalues in the random matrix ensembles as the size of the matrix goes to infinity simultaneously with the beta (inverse temperature) parameter going to zero. Our…

In this paper, a system of one-dimensional gas dynamics equations is considered. This system is a particular case of Jacobi type systems and has a natural representation in terms of 2-forms on 0-jet space. We use this observation to find a…

In this paper we construct a class of random matrix ensembles labelled by a real parameter $\alpha \in (0,1)$, whose eigenvalue density near zero behaves like $|x|^\alpha$. The eigenvalue spacing near zero scales like $1/N^{1/(1+\alpha)}$…

A class of orthogonal polynomials associated with Coulomb wave functions is introduced. These polynomials play a role analogous to that the Lommel polynomials do in the theory of Bessel functions. The measure of orthogonality for this new…

We consider the empirical eigenvalue distribution of an $m\times m$ principle submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. Earlier work of Petz and R\'effy identified the limiting spectral measure…

In classical random matrix theory the Gaussian and chiral Gaussian random matrix models with a source are realized as shifted mean Gaussian, and chiral Gaussian, random matrices with real $(\beta = 1)$, complex ($\beta = 2)$ and real…

We calculate the autocorrelation function for the characteristic polynomial of a random matrix in the microscopic scaling regime. While results fitting this description have be proved before, we will cover all values of inverse temperature…

A complex quantum system with energy dissipation is considered. The quantum Hamiltonians $H$ belong the complex Ginibre ensemble. The complex-valued eigenenergies $Z_{i}$ are random variables. The second differences $\Delta^{1} Z_{i}$ are…

In this paper we study ensembles of random symmetric matrices $\X_n = {X_{ij}}_{i,j = 1}^n$ with dependent entries such that $\E X_{ij} = 0$, $\E X_{ij}^2 = \sigma_{ij}^2$, where $\sigma_{ij}$ may be different numbers. Assuming that the…

Using a Coulomb gas technique, we compute analytically the probability $\mathcal{P}_\beta^{(C)}(N_+,N)$ that a large $N\times N$ Cauchy random matrix has $N_+$ positive eigenvalues, where $N_+$ is called the index of the ensemble. We show…

Using the entropic inequalities for Shannon and Tsallis entropies new inequalities for some classical polynomials are obtained. To this end, an invertible mapping for the irreducible unitary representation of groups $SU(2)$ and $SU(1,1)$…