Related papers: Inter-relationships between orthogonal, unitary an…
Three recently suggested random matrix ensembles (RME) are linked together by an exact mapping and plausible conjections. Since it is known that in one of these ensembles the eigenvector statistics is multifractal, we argue that all three…
We consider the problem of recovering a unitary eigendecomposition of a complex unitary matrix from that of its embedded real-valued formulation. Such formulations arise naturally in scientific computing workflows that employ…
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…
Economic and ecological models can be extremely complex, with a large number of agents/species each featuring multiple interacting dynamical quantities. In an attempt to understand the generic stability properties of such systems, we define…
We characterize the biorthogonal ensembles that are both a multiple orthogonal polynomial ensemble and a polynomial ensemble of derivative type (also called a P\'olya ensemble). We focus on the notions of multiplicative and additive…
We consider the universality of the nearest neighbour eigenvalue spacing distribution in invariant random matrix ensembles. Focussing on orthogonal and symplectic invariant ensembles, we show that the empirical spacing distribution…
We use classical results from harmonic analysis on matrix spaces to investigate the relation between the joint density of the singular values and of the eigenvalues of complex random matrices which are bi-unitarily invariant (also known as…
This paper concerns the enumeration of simultaneous conjugacy classes of tuples of commuting unitary matrices and of commuting symplectic matrices over a finite field $\mathbf{F}_q$ of odd size. For any given conjugacy class, the orbits for…
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…
We introduce random matrix ensembles that correspond to the infinite families of irreducible Riemannian symmetric spaces of type I. In particular, we recover the Circular Orthogonal and Symplectic Ensembles of Dyson, and find other families…
We prove edge universality of local eigenvalue statistics for orthogonal invariant matrix models with real analytic potentials and one interval limiting spectrum. Our starting point is the result of \cite{S:08} on the representation of the…
We investigate the eigenvalues statistics of ensembles of normal random matrices when their order N tends to infinite. In the model the eigenvalues have uniform density within a region determined by a simple analytic polynomial curve. We…
We introduce the notion of a weighted $\delta$-vector of a lattice polytope. Although the definition is motivated by motivic integration, we study weighted $\delta$-vectors from a combinatorial perspective. We present a version of Ehrhart…
H. Widom derived formulae expressing correlation functions of orthogonal and symplectic ensembles of random matrices in terms of orthogonal polynomials (H. Widom. J. Stat. Phys. 94, (1999) 347-363). We obtain similar results for discrete…
Integrable differential identities, together with ensemble-specific initial conditions, provide an effective approach for the characterisation of relevant observables and state functions in random matrix theory. We develop this approach for…
Deleting a hyperplane from a polar space associated with a symplectic polarity we get a specific, symplectic, affine polar space. Similar geometry, called an \afsempol\ arises as a result of generalization of the notion of an alternating…
We investigate multiplicative groups consisting entirely of singular alternating sign matrices (ASMs), and present several constructions of such groups. It is shown that every finite group is isomorphic to a group of singular ASMs, with a…
We consider the eigenvalue problem and the associated intersection theory of homogenous spaces for the symplectic and odd orthogonal groups. We solve the Horn and saturation problems for these classical groups.
We study Hermitian random matrix models with an external source matrix which has equispaced eigenvalues, and with an external field such that the limiting mean density of eigenvalues is supported on a single interval as the dimension tends…
Alternating sign matrices with a U-turn boundary (UASMs) are a recent generalization of ordinary alternating sign matrices. Here we show that variations of these matrices are in bijective correspondence with certain symplectic shifted…