Related papers: Borel theorems for random matrices from the classi…
Classical distributional symmetries can be described as invariance under the actions of semigroups (or groups) of matrix structures, and subsequently under the coactions of continuous functions on the matrix semigroups (or groups) generated…
Representation theory and the theory of symmetric functions have played a central role in Random Matrix Theory in the computation of quantities such as joint moments of traces and joint moments of characteristic polynomials of matrices…
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…
We introduce a theory of probability in $\lambda$-rings designed to efficiently describe random variables valued in multisets of complex numbers, varieties over a field, or other similar enriched settings. A key role is played by the…
Closely following recent ideas of J. Borcea, we discuss various modifications and relaxations of Sendov's conjecture about the location of critical points of a polynomial with complex coefficients. The resulting open problems are formulated…
We develop an efficient algorithm for sampling the eigenvalues of random matrices distributed according to the Haar measure over the orthogonal or unitary group. Our technique samples directly a factorization of the Hessenberg form of such…
One object of interest in random matrix theory is a family of point ensembles (random point configurations) related to various systems of classical orthogonal polynomials. The paper deals with a one--parametric deformation of these…
Patterned random matrices such as the reverse circulant, the symmetric circulant, the Toeplitz and the Hankel matrices and their almost sure limiting spectral distribution (LSD), have attracted much attention. Under the assumption that the…
We consider a lcsc group G acting properly on a Borel space S and measurably on an underlying sigma-finite measure space. Our first main result is a transport formula connecting the Palm pairs of jointly stationary random measures on S. A…
The classical theorem of Wendel provides an exact formula for the probability that the convex hull of independent symmetrically distributed vectors in ${\mathbb R}^d$ contains the origin as long as the distributions of the vectors are…
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…
Relying on random matrix theory (RMT), this paper studies asymmetric order-$d$ spiked tensor models with Gaussian noise. Using the variational definition of the singular vectors and values of (Lim, 2005), we show that the analysis of the…
Kontsevitch's work on Airy matrix integrals has led to explicit results for the intersection numbers of the moduli space of curves. In a subsequent work Okounkov rederived these results from the edge behavior of a Gaussian matrix integral.…
Computing the distribution of permanents of random matrices has been an outstanding open problem for several decades. In quantum computing, "anti-concentration" of this distribution is an unproven input for the proof of hardness of the task…
For Classical compact Lie groups, we use Macdonald's formula \cite{Ma} and Ricci curvature for analyzing a "concentration locus", which is a tool to detect where a sequence of metric, Borel measurable spaces concentrates its measure.
We consider a generalization of the fixed and bounded trace ensembles introduced by Bronk and Rosenzweig up to an arbitrary polynomial potential. In the large-N limit we prove that the two are equivalent and that their eigenvalue…
We prove limit theorems for row sums of a rowwise independent infinitesimal array of random variables with values in a locally compact Abelian group. First we give a proof of Gaiser's theorem, since it does not have an easy access and it is…
We study the Dvoretzky covering problem for random covering sets driven by general Borel probability measures. As our main result, we solve the problem of covering analytic sets by random covering sets generated by arbitrary Borel…
We introduce a family of norms on the $n \times n$ complex matrices. These norms arise from a probabilistic framework, and their construction and validation involve probability theory, partition combinatorics, and trace polynomials in…
The Hamiltonian of the quantum Calogero-Sutherland model of $N$ identical particles on the circle with $1/r^{2}$ interactions has eigenfunctions consisting of Jack polynomials times the base state. By use of the generalized Jack polynomials…