相关论文: {\bf $\tau$-Function Evaluation of Gap Probabiliti…

On unitary compact groups the decomposition of a generic element into product of reflections induces a decomposition of the characteristic polynomial into a product of factors. When the group is equipped with the Haar probability measure,…

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…

Skew-orthogonal polynomials (SOPs) arise in the study of the n-point distribution function for orthogonal and symplectic random matrix ensembles. Motivated by the average of characteristic polynomials of the Bures random matrix ensemble…

Two methods of constructing 2D Toda $\tau$-functions that are generating functions for certain geometrical invariants of a combinatorial nature are related. The first involves generation of paths in the Cayley graph of the symmetric group…

We study matrix integrals of the form $$\int_{\mathrm{USp(2n)}}\prod_{j=1}^k\mathrm{tr}(U^j)^{a_j}\mathrm d U,$$ where $a_1,\ldots,a_r$ are natural numbers and integration is with respect to the Haar probability measure. We obtain a compact…

Building upon recent results of Dub\'edat (see arXiv:1403.6076) on the convergence of topological correlators in the double-dimer model considered on Temperleyan approximations $\Omega^\delta$ to a simply connected domain…

We consider the product of i.i.d. random matrices sampled according to a probability measure $\mu$ supported on a strongly irreducible and proximal subset of a compact set $S\subset GL(d,\mathbb{R})$. We establish the local analyticity of…

A finite dimensional quantum system for which the quantum chaos conjecture applies has eigenstates, which show the same statistical properties than the column vectors of random orthogonal or unitary matrices. Here, we consider the different…

Random orthogonal matrices play an important role in probability and statistics, arising in multivariate analysis, directional statistics, and models of physical systems, among other areas. Calculations involving random orthogonal matrices…

In this article, we investigate how the entrywise application of a non-linear function to symmetric orthogonally invariant random matrix ensembles alters the spectral distribution. We treat also the multivariate case where we apply…

We study fluctuations of linear statistics corresponding to smooth functions for certain biorthogonal ensembles. We study those biorthogonal ensembles for which the underlying biorthogonal family satisfies a finite term recurrence and…

We study the zero set of random analytic functions generated by a sum of the cardinal sine functions that form an orthogonal basis for the Paley-Wiener space. As a model case, we consider real-valued Gaussian coefficients. It is shown that…

Many models for chaotic systems consist of joining two integrable systems with incompatible constants of motion. The quantum counterparts of such models have a propagator which factorizes into two integrable parts. Each part can be…

This paper concentrates on optical Hamiltonian systems of $T*\T^n$, i.e. those for which $\Hpp$ is a positive definite matrix, and their relationship with symplectic twist maps. We present theorems of decomposition by symplectic twist maps…

In this article we introduce a new method for constructing implicit symplectic maps using special symplectic manifolds and Liouvillian forms. This method extends, in a natural way, the method of generating functions to 1-forms which are…

We introduce a useful and rather simple classes of BKP tau functions which which we shall shall call "easy tau functions". We consider the "large BKP hiearchy" related to $O(2\infty +1)$ which was introduced in \cite{KvdLbispec} (which is…

Matrix integrals used in random matrix theory for the study of eigenvalues of matrix ensembles have been shown to provide $ \tau $-functions for several hierarchies of integrable equations. In this paper, we construct the matrix integral…

In a recent study of large non-null sample covariance matrices, a new sequence of functions generalizing the GUE Tracy-Widom distribution of random matrix theory was obtained. This paper derives Painlev\'e formulas of these functions and…

Gaussian and Chiral Beta-Ensembles, which generalise well known orthogonal (Beta=1), unitary (Beta=2), and symplectic (Beta=4) ensembles of random Hermitian matrices, are considered. Averages are shown to satisfy duality relations like…

The paper is about methods of discrete Fourier analysis in the context of Weyl group symmetry. Three families of class functions are defined on the maximal torus of each compact simply connected semisimple Lie group $G$. Such functions can…