相关论文: Random matrices with external source and multiple …

Non-Hermitian random matrices with symplectic symmetry provide examples for Pfaffian point processes in the complex plane. These point processes are characterised by a matrix valued kernel of skew-orthogonal polynomials. We develop their…

We consider determinants of Wronskian type whose entries are multiple orthogonal polynomials associated with a path connecting two multi-indices. By assuming that the weight functions form an algebraic Chebyshev (AT) system, we show that…

We prove an identity on Hermitian random matrix models with external source relating the high rank cases to the rank 1 cases. This identity was proved and used in a previous paper of ours to study the asymptotics of the top eigenvalues. In…

In this paper we give a version of Krivine-Stengle's Positivstellensatz, Schweighofer's Positivstellensatz, Scheiderer's local-global principle, Scheiderer's Hessian criterion and Marshall's boundary Hessian conditions for polynomial…

Almkvist proved that for a commutative ring A the characteristic polynomial of an endomorphism \alpha:P \to P of a finitely generated projective A-module determines (P,\alpha) up to extensions. For a non-commutative ring A the generalized…

For a given polynomial $V(x)\in \mathbb C[x]$, a random matrix eigenvalues measure is a measure $\prod_{1\leq i<j\leq N}(x_i-x_j)^2 \prod_{i=1}^N e^{-V(x_i)}dx_i$ on $\gamma^N$. Hermitian matrices have real eigenvalues $\gamma=\mathbb R$,…

We study the spectral properties of matrices of long-range percolation model. These are N\times N random real symmetric matrices H=\{H(i,j)\}_{i,j} whose elements are independent random variables taking zero value with probability…

We consider an ensemble of large non-Hermitian random matrices of the form $\hat{H}+i\hat{A}_s$, where $\hat{H}$ and $\hat{A}_s$ are Hermitian statistically independent random $N\times N$ matrices. We demonstrate the existence of a new…

We consider random stochastic matrices $M$ with elements given by $M_{ij}=|U_{ij}|^2$, with $U$ being uniformly distributed on one of the classical compact Lie groups or associated symmetric spaces. We observe numerically that, for large…

The current work applies some recent combinatorial tools due to Jain to control the eigenvalue gaps of a matrix $M_n = M + N_n$ where $M$ is deterministic, symmetric with large operator norm and $N_n$ is a random symmetric matrix with…

It is a result of Ginibre that the normalized bulk $k$-point correlation functions of a complex $n\times n$ Gaussian matrix with independent entries of mean zero and unit variance are asymptotically given by the determinantal point process…

We study expectations of powers and correlation functions for characteristic polynomials of $N \times N$ non-Hermitian random matrices. For the $1$-point and $2$-point correlation function, we obtain several characterizations in terms of…

The eigenvalue statistics for complex $N \times N$ Wishart matrices $X_{r,s}^\dagger X_{r,s}$, where $ X_{r,s}$ is equal to the product of $r$ complex Gaussian matrices, and the inverse of $s$ complex Gaussian matrices, are considered. In…

For a polynomial $P_n$ of degree $n$, Bernstein's inequality states that $\|P_n'\| \le n \|P_n\|$ for all $L^p$ norms on the unit circle, $0<p\le\infty,$ with equality for $P_n(z)= c z^n.$ We study this inequality for random polynomials,…

The theory of orthogonal polynomials on the unit circle is developed for a general class of weights leading to systems of recurrence relations and derivatives of the polynomials and their associated functions, and to functional-difference…

Given a word $w(x_{1},\ldots,x_{r})$, i.e., an element in the free group on $r$ elements, and an integer $d\geq1$, we study the characteristic polynomial of the random matrix $w(X_{1},\ldots,X_{r})$, where $X_{i}$ are Haar-random…

An nxn matrix A over an arbitrary unitary ring R satisfies invariant left and right Cayley-Hamilton identities with matrix coefficients C(i), D(i) having commutator sum entries. If R has a grading similar to the case of Grassmann algebras,…

We study the integrable structure and scaling limits of the conditioned eigenvector overlap of the symplectic Ginibre ensemble of Gaussian non-Hermitian random matrices with independent quaternion elements. The average of the overlap matrix…

The partly symmetric real Ginibre ensemble consists of matrices formed as linear combinations of real symmetric and real anti-symmetric Gaussian random matrices. Such matrices typically have both real and complex eigenvalues. For a fixed…

Classically, a single weight on an interval of the real line leads to moments, orthogonal polynomials and tridiagonal matrices. Appropriately deforming this weight with times t=(t_1,t_2,...), leads to the standard Toda lattice and…