Related papers: Integrals over classical Groups, Random permutatio…

Complex analysis is a powerful tool to study classical integrable systems, statistical physics on the random lattice, random matrix theory, topological string theory,... All these topics share certain relations, called "loop equations" or…

Okounkov's generating function of the double Hurwitz numbers of the Riemann sphere is a hypergeometric tau function of the 2D Toda hierarchy in the sense of Orlov and Scherbin. This tau function turns into a tau function of the lattice KP…

We study matrix integrals of the form $$\int_{\mathrm{USp(2n)}}\prod_{j=1}^k\mathrm{tr}(U^j)^{a_j}\mathrm d U,$$ where $a_1,\ldots,a_r$ are natural numbers and integration is with respect to the Haar probability measure. We obtain a compact…

Spin network technique is usually generalized to relativistic case by changing $SO(4)$ group -- Euclidean counterpart of the Lorentz group -- to its universal spin covering $SU(2)\times SU(2)$, or by using the representations of $SO(3,1)$…

The contraction of the Poincare group with respect to the space trans- lations subgroup gives rise to a group that bears a certain duality relation to the Galilei group, that is, the contraction limit of the Poincare group with respect to…

We consider the full symmetric version of the Lax operator of the Toda lattice which is known as the full symmetric Toda lattice. The phase space of this system is the generic orbit of the coadjoint action of the Borel subgroup B^+(n) of…

R-matrix is explicitly constructed for simplest representations of the Ding-Iohara-Miki algebra. The calculation is straightforward and significantly simpler than the one through the universal R-matrix used for a similar calculation in the…

Products of shifted characteristic polynomials, and ratios of such products, averaged over the classical compact groups are of great interest to number theorists as they model similar averages of L-functions in families with the same…

We investigate the joint convergence of independent random Toeplitz matrices with complex input entries that have a pair-correlation structure, along with deterministic Toeplitz matrices and the backward identity permutation matrix.…

Let $w$ be a word in the free group on $r$ generators. The expected value of the trace of the word in $r$ independent Haar elements of $\mathrm{O}(n)$ gives a function ${\cal T}r_{w}^{\mathrm{O}}(n)$ of $n$. We show that ${\cal…

We give a short summary of Varopoulos' generalised Hardy-Littlewood-Sobolev inequality for self-adjoint $C_{0}$ semigroups and give a new probabilistic representation of the classical fractional integral operators on $\R^n$ as projections…

This paper announces results on the behavior of some important algebraic and topological invariants --- Euler characteristic, arithmetic genus, and their intersection homology analogues; the signature, etc. --- and their associated…

This article gives explicit integral formulas for the so-called generalized metaplectic operators, i.e. Fourier integral operators (FIOs) of Schr\"odinger type, having a symplectic matrix as canonical transformation. These integrals are…

The goal of this "Habilitation \`a diriger des recherches" is to present two different applications, namely computations of certain partition functions in probability and applications to integrable systems, of the topological recursion…

This paper considers random matrices distributed according to Haar measure in different classical compact groups. Utilizing the determinantal point structures of their nontrivial eigenangles, with respect to the $L_1$-Wasserstein distance,…

We consider a generalization of the full symmetric Toda hierarchy where the matrix $\tilde {L}$ of the Lax pair is given by $\tilde {L}=LS$, with a full symmetric matrix $L$ and a nondegenerate diagonal matrix $S$. The key feature of the…

An attempt is made to describe random matrix ensembles with unitary invariance of measure (UE) in a unified way, using a combination of Tracy-Widom (TW) and Adler-Shiota-Van Moerbeke (ASvM) approaches to derivation of partial differential…

We consider powers of the absolute value of the characteristic polynomial of Haar distributed random orthogonal or symplectic matrices, as well as powers of the exponential of its argument, as a random measure on the unit circle minus small…

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…

Every classical orthogonal polynomial system $p_n(x)$ satisfies a three-term recurrence relation of the type \[ p_{n+1}(x)=(A_nx+B_n)p_n(x)-C_np_{n-1}(x)~ (n=0,1,2,\ldots, p_{-1}\equiv 0), \] with $C_nA_nA_{n-1}>0$. Moreover, Favard's…