相关论文: Skew orthogonal polynomials and the partly symmetr…

We show that the set of $m \times m$ complex skew-symmetric matrix polynomials of odd grade $d$, i.e., of degree at most $d$, and (normal) rank at most $2r$ is the closure of the single set of matrix polynomials with the certain, explicitly…

We prove that symmetry group of the pfaffian polynomial of a symmetric matrix is a dihedral group. We calculate pfaffians of symmetric matrices with components $(x_i-x_j)^2$ and $\cos(x_i-x_j)$ for $i<j.$

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…

The product of a complex skew-symmetric matrix and its conjugate transpose is a positive semi-definite Hermitian matrix with nonnegative eigenvalues, with a property that each distinct positive eigenvalue has even multiplicity. This…

Employing the currently discussed notion of pseudo-Hermiticity, we define a pseudo-unitary group. Further, we develop a random matrix theory which is invariant under such a group and call this ensemble of pseudo-Hermitian random matrices as…

We consider a quaternionic analogue of the univariate complex Hermite polynomials and study some of their analytic properties in some detail. We obtain their integral representation as well as the operational formulas of exponential and…

We consider $N\times N$ symmetric or hermitian random matrices with independent, identically distributed entries where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove…

The complex elliptic Ginibre ensemble with coupling $\tau$ is a complex Gaussian matrix interpolating between the Gaussian Unitary Ensemble (GUE) and the Ginibre ensemble. It has been known for some time that its eigenvalues form a…

We study skew-orthogonal polynomials with respect to the weight function $\exp[-2V(x)]$, with $V(x)=\sum_{K=1}^{2d}(u_{K}/{K})x^{K}$, $u_{2d} > 0$, $d > 0$. A finite subsequence of such skew-orthogonal polynomials arising in the study of…

This article describes certain ratios that attend pairs of complementary Gauss-Jordan pivotings transforming skew-symmetric matrices. Our interest in those ratios was motivated by a need to prove a crucial Claim stated in a recently…

In the last few years, the supersymmetry method was generalized to real-symmetric, Hermitean, and Hermitean self-dual random matrices drawn from ensembles invariant under the orthogonal, unitary, and unitary symplectic group, respectively.…

In this paper, we introduce multiple skew-orthogonal polynomials and investigate their connections with classical integrable systems. By using Pfaffian techniques, we show that multiple skew-orthogonal polynomials can be expressed by…

We consider four nontrivial ensembles involving Gaussian Wigner and Wishart matrices. These are relevant to problems ranging from multiantenna communication to random supergravity. We derive the matrix probability density, as well as the…

We construct a very general family of characteristic functions describing Random Matrix Ensembles (RME) having a global unitary invariance, and containing an arbitrary, one-variable probability measure which we characterize by a `spread…

This work concerns the global minimization of a prescribed eigenvalue or a weighted sum of prescribed eigenvalues of a Hermitian matrix-valued function depending on its parameters analytically in a box. We describe how the analytical…

We consider the singular value statistics of products of independent random matrices. In particular we compute the corresponding averages of products of characteristic polynomials. To this aim we apply the projection formula recently…

There is a two-component log-gas system with Boltzmann factor which provides an interpolation between the eigenvalue PDF for $\beta = 1$ and $\beta = 4$ invariant random matrix ensembles. The solvability of this log-gas system relies on the…

Petrie symmetric functions $G(k,n)$, also known as truncated homogeneous symmetric functions or modular complete symmetric functions, form a class of symmetric functions interpolating between the elementary symmetric functions $e_n$ and the…

We show that the averaged characteristic polynomial and the averaged inverse characteristic polynomial, associated with Hermitian matrices whose elements perform a random walk in the space of complex numbers, satisfy certain partial…

The probability content of a convex polyhedron with a multivariate normal distribution can be regarded as a real analytic function. We give a system of linear partial differential equations with polynomial coefficients for the function and…