相关论文: Random matrix theory, the exceptional Lie groups, …
Motivated by recent works on statistics of matrices over sets of number theoretic interest, we study matrices with entries from arbitrary finite subsets $\mathcal A$ of finite rank multiplicative groups infields of characteristic zero. We…
We compute averages of products and ratios of characteristic polynomials associated with Orthogonal, Unitary, and Symplectic Ensembles of Random Matrix Theory. The pfaffian/determinantal formulas for these averages are obtained, and the…
Matrix models are a promising candidate for a nonperturbative formulation of the superstring theory. It is possible to study how the standard model and other phenomenological models appear from the matrix model, and estimate the probability…
We analyze statistical properties of complex eigenvalues of random matrices $\hat{A}$ close to unitary. Such matrices appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with…
Some tools and ideas are interchanged between random matrix theory and multivariate statistics. In the context of the random matrix theory, classes of spherical and generalised Wishart random matrix ensemble, containing as particular cases…
We show that the Circular Orthogonal Ensemble of random matrices arises naturally from a family of random polynomials. This sheds light on the appearance of random matrix statistics in the zeros of the Riemann zeta-function.
We review some applications of central limit theorems and extreme values statistics in the context of disordered systems. We discuss several problems, in particular concerning Random Matrix Theory and the generalisation of the Tracy-Widom…
In this series of papers, we investigate properties of a finite group which are determined by its low degree irreducible representations over a number field $F$, i.e. its representations on matrix rings $\operatorname{M}_n(D)$ with $n \leq…
We give formulae relating the value of an irreducible character of a classical group at a matrix to entries of powers of the matrix. This yields a far-reaching generalization of a result of J. L. Cisneros-Molina concerning the $GL_2$ case.
This paper deals with the generalized convolutions connected with the Williamson transform and the maximum operation. We focus on such convolutions which can define transition probabilities of renewal processes. They should be monotonic…
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…
In 1910, \'{E}lie Cartan famously realized the split real form of the exceptional Lie group $G_2$ as the symmetry group of the maximally symmetric rank 2 distribution on a 5-dimensional manifold with the small growth vector (2,3,5). In this…
We discuss non-Gaussian random matrices whose elements are random variables with heavy-tailed probability distributions. In probability theory heavy tails of the distributions describe rare but violent events which usually have dominant…
The determination of the density functions for products of random elements from specified classes of matrices is a basic problem in random matrix theory and is also of interest in theoretical physics. For connected simple Lie groups of…
Let $G$ be a finite classical group of Lie type of rank $\ell$, defined over a field of characteristic $p>2$. In this work, we classify the irreducible representations of $G$ whose dimensions are bounded by a constant proportional to…
We present an analytical technique to compute the probability of rare events in which the largest eigenvalue of a random matrix is atypically large (i.e.\ the right tail of its large deviations). The results also transfer to the left tail…
In this paper we investigate how a typical, large-dimensional representation looks for a complex Lie algebra. In particular, we study the family $\mathfrak{sl}_{r+1}(\mathbb{C})$ of Lie algebras for $r \geq 2$ and derive asymptotic…
A new class of distributional transformations is introduced, characterized by equations relating function weighted expectations of test functions on a given distribution to expectations of the transformed distribution on the test function's…
Given an integer $M\geq 2$, we deploy the generating function techniques to compute the number of $M$-th roots of identity in some of the well-known finite groups of Lie type, more precisely for finite general linear groups, symplectic…
Let W be the complex reflection group G(e,1,n). In the author's previous paper, Hall-Littlewood functions associated to W were introduced. In the special case where W is a Weyl group of type B_n, they are closely related to Green…