Related papers: Random Unitary Matrices, Permutations and Painleve
The purpose of this article is to study the eigenvalues $u_1^{\, t}=e^{it\theta_1},\dots,u_N^{\,t}=e^{it\theta_N}$ of $U^t$ where $U$ is a large $N\times N$ random unitary matrix and $t>0$. In particular we are interested in the typical…
One of the major themes of random matrix theory is that many asymptotic properties of traditionally studied distributions of random matrices are universal. We probe the edges of universality by studying the spectral properties of random…
It has been conjectured by W. Chen that the distribution of the length of the longest increasing subsequence in a uniformly random permutation is log-concave. We propose a stronger version of this conjecture which involves the Kronecker…
Properties of universality have essential relevance for the theory of random matrices usually called the Wigner ensemble. The issue was analysed up to recent years with detailed and relevant results. We present a slightly different view and…
Consider n unit intervals, say [1,2], [3,4], ..., [2n-1,2n]. Identify their endpoints in pairs at random, with all (2n-1)!! = (2n-1) (2n-3) ... 3 1 pairings being equally likely. The result is a collection of cycles of various lengths, and…
Diagrammatic techniques to compute perturbatively the spectral properties of Euclidean Random Matrices in the high-density regime are introduced and discussed in detail. Such techniques are developed in two alternative and very different…
A recursive method is derived to calculate all eigenvalue correlation functions of a random hermitian matrix in the large size limit, and after smoothing of the short scale oscillations. The property that the two-point function is…
A central question in random matrix theory is universality. When an emergent phenomena is observed from a large collection of chosen random variables it is natural to ask if this behavior is specific to the chosen random variable or if the…
We evaluate averages involving characteristic polynomials, inverse characteristic polynomials and ratios of characteristic polynomials for a $N\times N$ random matrix taken from a $L$-deformed Chiral Gaussian Unitary Ensemble with an…
Orthogonal - unitary and symplectic - unitary crossover ensembles of random matrices are relevant in many contexts, especially in the study of time reversal symmetry breaking in quantum chaotic systems. Using skew-orthogonal polynomials we…
We consider ensembles of random matrices, known as biorthogonal ensembles, whose eigenvalue probability density function can be written as a product of two determinants. These systems are closely related to multiple orthogonal functions. It…
We study the limiting behavior of $\Tr U^{k(n)}$, where $U$ is a $n\times n$ random unitary matrix and $k(n)$ is a natural number that may vary with $n$ in an arbitrary way. Our analysis is based on the connection with Toeplitz…
We provide an elementary proof for a theorem due to Petz and R\'effy which states that for a random $n\times n$ unitary matrix with distribution given by the Haar measure on the unitary group U(n), the upper left (or any other) $k\times k$…
In order to have a better understanding of finite random matrices with non-Gaussian entries, we study the $1/N$ expansion of local eigenvalue statistics in both the bulk and at the hard edge of the spectrum of random matrices. This gives…
The expected length of longest common subsequences is a problem that has been in the literature for at least twenty five years. Determining the limiting constants \gamma_k appears to be quite difficult, and the current best bounds leave…
We demonstrate the convergence of the characteristic polynomial of several random matrix ensembles to a limiting universal function, at the microscopic scale. The random matrix ensembles we treat are classical compact groups and the…
Extremal spacings between eigenvalues of random unitary matrices of size N pertaining to circular ensembles are investigated. Explicit probability distributions for the minimal spacing for various ensembles are derived for N = 4. We study…
The distribution of the characteristic polynomial $Z(U,\theta)$ of $N\times N$ matrices $U$ in the Circular Unitary Ensemble is studied by the method of second quantization for one-dimensional fermions. For infinite $N$ the Gaussian…
These lectures provide an informal introduction into the notions and tools used to analyze statistical properties of eigenvalues of large random Hermitian matrices. After developing the general machinery of orthogonal polynomial method, we…
The structure function of a random matrix ensemble can be specified as the covariance of the linear statistics $\sum_{j=1}^N e^{i k_1 \lambda_j}$, $\sum_{j=1}^N e^{-i k_2 \lambda_j}$ for Hermitian matrices, and the same with the eigenvalues…