相关论文: Autocorrelations of the characteristic polynomial …
We calculate the autocorrelation functions (or shifted moments) of the characteristic polynomials of matrices drawn uniformly with respect to Haar measure from the groups U(N), O(2N) and USp(2N). In each case the result can be expressed in…
We compute correlation functions of inverse powers and ratios of characteristic polynomials for random matrix models with complex eigenvalues. Compact expressions are given in terms of orthogonal polynomials in the complex plane as well as…
We investigate the second-order correlation function of the characteristic polynomial of a sample covariance matrix. Starting from an explicit formula for the generating function, we re-obtain several well-known kernels from random matrix…
We compute the auto-correlations functions of order $m\ge 1$ for the characteristic polynomials of random matrices from certain subgroups of the unitary groups $\U(2)$ and $\U(3)$ by applying branching rules. These subgroups can be…
We show in this paper that after proper scalings, the characteristic polynomial of a random unitary matrix converges almost surely to a random analytic function whose zeros, which are on the real line, form a determinantal point process…
By means of Metropolis Monte Carlo simulations of a coarse-grained model for flexible polymers, we investigate how the integrated autocorrelation times of different energetic and structural quantities depend on the temperature. We show…
Two-dimensional Coulomb gases on an annulus at a special inverse temperature $\beta = 2$ are studied by using the orthogonal polynomial method borrowed from the theory of random matrices. The correlation functions among the Coulomb gas…
We obtain general, exact formulas for the overlaps between the eigenvectors of large correlated random matrices, with additive or multiplicative noise. These results have potential applications in many different contexts, from quantum…
Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…
Using random matrix technique we determine an exact relation between the eigenvalue spectrum of the covariance matrix and of its estimator. This relation can be used in practice to compute eigenvalue invariants of the covariance…
We consider the correlation functions of eigenvalues of a unidimensional chain of large random hermitian matrices. An asymptotic expression of the orthogonal polynomials allows to find new results for the correlations of eigenvalues of…
In this paper, we study the asymptotic macroscopic behavior of the root sets of iterated, randomized derivatives of polynomials. The randomization depend on a parameter of inverse temperature $\beta \in (0, \infty]$, the case $\beta =…
In the $\varepsilon$-regime of chiral perturbation theory the spectral correlations of the Euclidean QCD Dirac operator close to the origin can be computed using random matrix theory. To incorporate the effect of temperature, a random…
We propose a parametrization of autoregressive unit roots ARMA models (ARUMA) with partial autocorrelation coefficients to specify the autoregressive and integrated part of the model. We obtain the algebraic properties of the partial…
The multidimensional chain rule formula for analytic functions and its generalisation to higher derivatives perfectly work in the algebraic setting in characteristic zero. In positive characteristic one runs into problems due to…
Number theorists have studied extensively the connections between the distribution of zeros of the Riemann $\zeta$-function, and of some generalizations, with the statistics of the eigenvalues of large random matrices. It is interesting to…
This is a short review of some recent results obtained by the author. These results are related the problem of obtaining polynomial identities (computational formulas) for some matrix functions by means of the known polarization theorem,…
We investigate the universality of microscopic eigenvalue correlations for Random Matrix Theories with the global symmetries of the QCD partition function. In this article we analyze the case of real valued chiral Random Matrix Theories…
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…
This paper studies the asymptotic spectral properties of a renormalized sample correlation matrix, including the limiting spectral distribution, the properties of largest eigenvalues, and the central limit theorem for linear spectral…