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Let $\Lambda_X(s)=\det(I-sX^{\dagger})$ be the characteristic polynomial of a Haar distributed unitary matrix $X$. It is believed that the distribution of values of $\Lambda_X(s)$ model the distribution of values of the Riemann…

Mathematical Physics · Physics 2025-04-04 Emilia Alvarez , Brian Conrey , Michael O. Rubinstein , Nina C. Snaith

We study the spectral measure of large Euclidean random matrices. The entries of these matrices are determined by the relative position of $n$ random points in a compact set $\Omega_n$ of $\R^d$. Under various assumptions we establish the…

Probability · Mathematics 2007-12-12 Charles Bordenave

In this paper we calculate, in the large N limit, the eigenvalue density of an infinite product of random unitary matrices, each of them generated by a random hermitian matrix. This is equivalent to solving unitary diffusion generated by a…

Mathematical Physics · Physics 2009-11-10 Romuald A. Janik , Waldemar Wieczorek

For a sufficiently nice 2 dimensional shape, we define its approximating matrix (or patterned matrix) as a random matrix with iid entries arranged according to a given pattern. For large approximating matrices, we observe that the…

Probability · Mathematics 2022-01-04 Tapesh Yadav

This article is dedicated to the following class of problems. Start with an $N\times N$ Hermitian matrix randomly picked from a matrix ensemble - the reference matrix. Applying a rank-$t$ perturbation to it, with $t$ taking the values $1\le…

Statistical Mechanics · Physics 2020-12-30 Barbara Dietz , Holger Schanz , Uzy Smilansky , Hans Weidenmüller

Let D be a Dyck path chosen uniformly from the set of Dyck paths with 2n steps. We prove that the sequence of the exponential moments of the maximum of D normalized by the square root of n converges in the limit of infinite n, and therefore…

Probability · Mathematics 2009-07-20 O. Khorunzhiy , J. -F. Marckert

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…

Mathematical Physics · Physics 2023-05-17 Yacin Ameur , Christophe Charlier , Philippe Moreillon

We consider a general class of branching processes in discrete time, where particles have types belonging to a Polish space and reproduce independently according to their type. If the process is critical and the mean distribution of types…

Probability · Mathematics 2024-12-23 Félix Foutel-Rodier

Recently, the joint probability density functions of complex eigenvalues for products of independent complex Ginibre matrices have been explicitly derived as determinantal point processes. We express truncated series coming from the…

Probability · Mathematics 2015-08-24 Dang-Zheng Liu , Yanhui Wang

Statistical properties of non--symmetric real random matrices of size $M$, obtained as truncations of random orthogonal $N\times N$ matrices are investigated. We derive an exact formula for the density of eigenvalues which consists of two…

Statistical Mechanics · Physics 2010-10-21 Boris A. Khoruzhenko , Hans-Juergen Sommers , Karol Zyczkowski

We consider the characteristic polynomials of random unitary matrices $U$ drawn from various circular ensembles. In particular, the statistics of the coefficients of these polynomials are studied. The variances of these ``secular…

In experiment, the multiplicity distributions of inelastic processes are truncated due to finite energy, insufficient statistics or special choice of events. It is shown that the moments of such truncated multiplicity distributions possess…

High Energy Physics - Phenomenology · Physics 2015-06-25 I. M. Dremin , V. A. Nechitailo

We derive a formula for the entries in the change-of-basis matrix between Young's seminormal and natural representations of the symmetric group. These entries are determined as sums over weighted paths in the weak Bruhat graph on standard…

Representation Theory · Mathematics 2020-12-08 Sam Armon , Tom Halverson

To study electronic transport through chaotic quantum dots, there are two main theoretical approachs. One involves substituting the quantum system with a random scattering matrix and performing appropriate ensemble averaging. The other…

Mathematical Physics · Physics 2013-11-21 G. Berkolaiko , J. Kuipers

We describe an elementary method to get non-asymptotic estimates for the moments of Hermitian random matrices whose elements are Gaussian independent random variables. As the basic example, we consider the GUE matrices. Immediate…

Mathematical Physics · Physics 2007-05-23 O. Khorunzhiy

We show the density of eigenvalues for three classes of random matrix ensembles is determinantal. First we derive the density of eigenvalues of product of $k$ independent $n\times n$ matrices with i.i.d. complex Gaussian entries with a few…

Probability · Mathematics 2016-05-05 Kartick Adhikari , Nanda Kishore Reddy , Tulasi Ram Reddy , Koushik Saha

In this article, we consider a generalization of Young tableaux in which we allow some consecutive pairs of cells with decreasing labels. We show that this leads to a rich variety of combinatorial formulas, which suggest that these new…

Discrete Mathematics · Computer Science 2018-05-24 Cyril Banderier , Philippe Marchal , Michael Wallner

We prove that the local eigenvalue statistics in the bulk for complex random matrices with independent entries whose $r$-th absolute moment decays as $N^{-1-(r-2)\epsilon}$ for some $\epsilon>0$ are universal. This includes sparse matrices…

Probability · Mathematics 2025-08-06 Mohammed Osman

An exact series representation of the even frequency moments of the dynamic structure factor is derived. Truncations are proposed that allow to evaluate the explicitly unknown second, fourth and fifth frequency moments for the finite…

Plasma Physics · Physics 2025-06-13 Panagiotis Tolias , Jan Vorberger , Tobias Dornheim

We study the derivative of the characteristic polynomial of $N \times N$ Haar distributed unitary matrices. We obtain the first explicit formulae for complex-valued moments when the spectral variable is inside the unit disc, in the limit $N…

Probability · Mathematics 2024-12-24 Nick Simm , Fei Wei