相关论文: Integer moments of complex Wishart matrices and Hu…
We present an exact formula for moments and cumulants of several real compound Wishart matrices in terms of an Euler characteristic expansion, similar to the genus expansion for complex random matrices. We consider their asymptotic values…
We establish the functional relations between generating series of higher-order free cumulants and moments in higher-order free probability, solving an open problem posed fifteen years ago by Collins, Mingo, \'Sniady and Speicher. We…
We derive explicit asymptotic formulae for the joint moments of the $n_1$-th and $n_2$-th derivatives of the characteristic polynomials of CUE random matrices for any non-negative integers $n_1, n_2$. These formulae are expressed in terms…
This survey provides a unified discussion of multiple integrals, moments, cumulants and diagram formulae associated with functionals of completely random measures. Our approach is combinatorial, as it is based on the algebraic formalism of…
Wishart matrices are one of the fundamental matrix models in multivariate statistics. We consider the classical $(m,n,\beta)$-Laguerre ensemble and give a necessary and sufficient condition for finite moments for the inverse of…
The classical Hurwitz numbers count the fixed-length transitive transposition factorizations of a permutation, with a remarkable product formula for the case of minimum length (genus $0$). We study the analogue of these numbers for…
Exact recursion formulas for mixed moments of four fundamental random matrix ensembles are derived. The reason such recursive formulas are possible is closely related to properties of polygon gluings studied by Harer and Zagier as well as…
Monotone Hurwitz numbers were introduced by the authors as a combinatorially natural desymmetrization of the Hurwitz numbers studied in enumerative algebraic geometry. Over the course of several papers, we developed the structural theory of…
We combine infinite-dimensional integration by parts procedures with a recursive relation on moments (reminiscent of a formula by Barbour (1986)), and deduce explicit expressions for cumulants of functionals of a general Gaussian field.…
We consider weighted double Hurwitz numbers, with the weight given by arbitrary rational function times an exponent of the completed cycles. Both special singularities are arbitrary, with the lengths of cycles controlled by formal…
We study the cumulants and their generating functions of the probability distributions of the conductance, shot noise and Wigner delay time in ballistic quantum dots. Our approach is based on the integrable theory of certain matrix…
The Wishart model of random covariance or correlation matrices continues to find ever more applications as the wealth of data on complex systems of all types grows. The heavy tails often encountered prompt generalizations of the Wishart…
Let $W$ be a random positive definite symmetric matrix distributed according to a real Wishart distribution and let $W^{-1}=(W^{ij})_{i,j}$ be its inverse matrix. We compute general moments $\mathbb{E} [W^{k_1 k_2} W^{k_3 k_4} ...…
Higher order free moments and cumulants, introduced by Collins, Mingo, \'Sniady and Speicher in 2006, describe the fluctuations of unitarily invariant random matrices in the limit of infinite size. The functional relations between their…
Recently, Keating and the second author of this paper devised a heuristic for predicting asymptotic formulas for moments of the Riemann zeta-function $\zeta(s)$. Their approach indicates how lower twisted moments of $\zeta(s)$ may be used…
In a companion paper \cite{jon-fei}, we established asymptotic formulae for the joint moments of derivatives of the characteristic polynomials of CUE random matrices. The leading order coefficients of these asymptotic formulae are expressed…
We consider the Laguerre partition function, and derive explicit generating functions for connected correlators with arbitrary integer powers of traces in terms of products of Hahn polynomials. It was recently proven that correlators have a…
We conjecture the full asymptotic expansion of a product of Riemann zeta functions, evaluated at the non-trivial zeros of the zeta function, with shifts added in each argument. By taking derivatives with respect to these shifts, we form a…
The Riemann zeta identity at even integers of Lettington, along with his other Bernoulli and zeta relations, are generalized. Other corresponding recurrences and determinant relations are illustrated. Another consequence is the application…
We show that quaternionic Gaussian random variables satisfy a generalization of the Wick formula for computing the expected value of products in terms of a family of graphical enumeration problems. When applied to the quaternionic Wigner…