Related papers: Inter-relationships between orthogonal, unitary an…
We study the effect of highly oscillatory potentials to the eigenvalues of a random matrix. Consider the circular unitary ensembles with an external potential which is periodic with the period comparable to the average spacing of the…
We present a five-step method for the calculation of eigenvalue correlation functions for various ensembles of real random matrices, based upon the method of (skew-) orthogonal polynomials. This scheme systematises existing methods and also…
A Chevalley type integral basis for the ortho-symplectic Lie superalgebra is constructed. The simple modules of the ortho-symplectic supergroup over an algebraically closed field of prime characteristic not equal to 2 are classified, where…
We compute averages of products and ratios of characteristic polynomials associated with Orthogonal, Unitary, and Symplectic Ensembles of Random Matrix Theory. The pfaffian/determinantal formulas for these averages are obtained, and the…
In [HJLLZ24], we proposed a new conjecture on the structure of the unitary dual of connected reductive groups over non-Archimedean local fields of characteristic zero based on their Arthur representations and verified it for all the known…
It is shown that the set of orbits of the action of the elementary symplectic transvection group on all unimodular elements of a symplectic module over a commutative ring of characteristic not 2 is identical with the set of orbits of the…
We study automorphism groups of formal matrix algebras. We also consider automorphisms of ordinary matrix algebras (in particular, triangular matrix algebras).
Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…
An ensemble of 2 x 2 pseudo-Hermitian random matrices is constructed that possesses real eigenvalues with level-spacing distribution exactly as for the Gaussian Unitary Ensemble found by Wigner. By a re-interpretation of Connes' spectral…
Moments of secular and inverse secular coefficients, averaged over random matrices from classical groups, are related to the enumeration of non-negative matrices with prescribed row and column sums. Similar random matrix averages are…
Unitary transformations and density matrices are central objects in quantum physics and various tasks require to introduce them in a parameterized form. In the present article we present a parameterization of the unitary group…
We present an iterative technique to obtain skew-orthogonal polynomials with quartic weight, arising in the study of symplectic ensembles of random matrices.
We investigate eigenvector statistics of the Truncated Unitary ensemble $\mathrm{TUE}(N,M)$ in the weakly non-unitary case $M=1$, that is when only one row and column are removed. We provide an explicit description of generalized overlaps…
We investigate self-adjoint matrices $A\in\mathbb{R}^{n,n}$ with respect to their equivariance properties. We show in particular that a matrix is self-adjoint if and only if it is equivariant with respect to the action of a group…
We survey a number of models from physics, statistical mechanics, probability theory and combinatorics, which are each described in terms of an orthogonal polynomial ensemble. The most prominent example is apparently the Hermite ensemble,…
We study the singular values of certain triangular random matrices. When their elements are i.i.d. standard complex Gaussian random variables, the squares of the singular values form a biorthogonal ensemble, and with an appropriate change…
We solve the complex extension of the chiral Gaussian Symplectic Ensemble, defined as a Gaussian two-matrix model of chiral non-Hermitian quaternion real matrices. This leads to the appearance of Laguerre polynomials in the complex plane…
We study the eigenvalues and the eigenvectors of $N\times N$ structured random matrices of the form $H = W\tilde{H}W+D$ with diagonal matrices $D$ and $W$ and $\tilde{H}$ from the Gaussian Unitary Ensemble. Using the supersymmetry technique…
The relation between the spectral decomposition of a self-adjoint operator which is realizable as a higher order recurrence operator and matrix-valued orthogonal polynomials is investigated. A general construction of such operators from…
We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an $n \times n$ matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian…