相关论文: Autocorrelation of Random Matrix Polynomials
In this paper we examine $n$-correlation for either the eigenvalues of a unitary group of random matrices or for the zeros of a unitary family of $L$-functions in the important situation when the correlations are detected via test functions…
The paper is concerned with the correlation functions of the characteristic polynomials of random matrices with independent complex entries. We investigate how the asymptotic behavior of the correlation functions depends on the second…
We investigate the joint moments of derivatives of characteristic polynomials over the unitary symplectic group $Sp(2N)$ and the orthogonal ensembles $SO(2N)$ and $O^-(2N)$. We prove asymptotic formulae for the joint moments of the $n_1$-th…
Using asymptotics of Toeplitz+Hankel determinants, we establish formulae for the asymptotics of the moments of the moments of the characteristic polynomials of random orthogonal and symplectic matrices, as the matrix-size tends to infinity.…
The second author had previously obtained explicit generating functions for moments of characteristic polynomials of permutation matrices (n points). In this paper, we generalize many aspects of this situation. We introduce random shifts of…
Toral automorphisms, represented by unimodular integer matrices, are investigated with respect to their symmetries and reversing symmetries. We characterize the symmetry groups of GL(n,Z) matrices with simple spectrum through 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…
We consider the $n$-correlation of eigenvalues of random unitary matrices in the alternative form that is not the tidy determinant common in random matrix theory, but rather the expression derived from averages of ratios of characteristic…
There has been significant interest in studying the asymptotics of certain generalised moments, called the moments of moments, of characteristic polynomials of random Haar-distributed unitary and symplectic matrices, as the matrix size $N$…
We consider the logarithm of the characteristic polynomial of random permutation matrices, evaluated on a finite set of different points. The permutations are chosen with respect to the Ewens distribution on the symmetric group. We show…
We give an analytic proof of the asymptotic behaviour of the moments of moments of the characteristic polynomials of random symplectic and orthogonal matrices. We therefore obtain alternate, integral expressions for the leading order…
We develop an efficient algorithm for sampling the eigenvalues of random matrices distributed according to the Haar measure over the orthogonal or unitary group. Our technique samples directly a factorization of the Hessenberg form of such…
A unified theory of orthogonal polynomials of a discrete variable is presented through the eigenvalue problem of hermitian matrices of finite or infinite dimensions. It can be considered as a matrix version of exactly solvable Schr\"odinger…
For a sufficiently nice 2 dimensional shape, we define its approximating matrix (or patterned matrix) as a random matrix with iid entries arranged according to a given pattern. For large approximating matrices, we observe that the…
For the classical compact Lie groups K = U(N) the autocorrelation functions of ratios of random characteristic polynomials are studied. Basic to our treatment is a property shared by the spinor representation of the spin group with the…
Toral automorphisms are widely used (discrete) dynamical systems, the perhaps most prominent example (in 2D) being Arnold's cat map. Given such an automorphism M, its symmetries (i.e. all automorphisms that commute with M) and reversing…
In this paper we make a clear relationship between the automorphic representations and the quantization through the Geometric Langlands Correspondence. We observe that the discrete series representation are realized in the sum of…
Correlation matrices are the sub-class of positive definite real matrices with all entries on the diagonal equal to unity. Earlier work has exhibited a parametrisation of the corresponding Cholesky factorisation in terms of partial…
Skew orthogonal polynomials arise in the calculation of the $n$-point distribution function for the eigenvalues of ensembles of random matrices with orthogonal or symplectic symmetry. In particular, the distribution functions are completely…
We study automorphism groups of formal matrix algebras. We also consider automorphisms of ordinary matrix algebras (in particular, triangular matrix algebras).