相关论文: Characteristic polynomials of random matrices
One object of interest in random matrix theory is a family of point ensembles (random point configurations) related to various systems of classical orthogonal polynomials. The paper deals with a one--parametric deformation of these…
In 1972 H. L. Montgomery announced a remarkable connection between the distribution of the zeros of the Riemann zeta-function and the distribution of eigenvalues of large random Hermitian matrices. Since then a number of startling…
Statistical properties of ensembles of random density matrices are investigated. We compute traces and von Neumann entropies averaged over ensembles of random density matrices distributed according to the Bures measure. The eigenvalues of…
We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…
Several determinants with gamma functions as elements are evaluated. This kind of determinants are encountered in the computation of the probability density of the determinant of random matrices. The s-shifted factorial is defined as a…
We show that the generalized Riemann hypothesis implies that there are infinitely many consecutive zeros of the Riemann zeta function whose spacing is 2.9125 times larger than the average spacing. This is deduced from the calculation of the…
A sum of a large-dimensional random matrix polynomial and a fixed low-rank matrix polynomial is considered. The main assumption is that the resolvent of the random polynomial converges to some deterministic limit. A formula for the limit of…
We consider a class of random quantum circuits where at each step a gate from a universal set is applied to a random pair of qubits, and determine how quickly averages of arbitrary finite-degree polynomials in the matrix elements of the…
We study the diffusion of complex Wishart matrices and derive a partial differential equation governing the behavior of the associated averaged characteristic polynomial. In the limit of large size matrices, the inverse Cole-Hopf transform…
We review recent progress relating to the extreme value statistics of the characteristic polynomials of random matrices associated with the classical compact groups, and of the Riemann zeta-function and other $L$-functions, in the context…
Form an $n \times n$ matrix by drawing entries independently from $\{\pm1\}$ (or another fixed nontrivial finitely supported distribution in $\mathbf{Z}$) and let $\phi$ be the characteristic polynomial. Conditionally on the extended…
It was shown roughly thirty years ago that the density correlations of eigenvalues of large random matrices display a universal form, independent of most of the details of the distribution of the random matrix itself. We show that when the…
There is a digraph corresponding to every square matrix over $\mathbb{C}$. We generate a recurrence relation using the Laplace expansion to calculate the characteristic, and permanent polynomials of a square matrix. Solving this recurrence…
We consider matrix-valued processes described as solutions to stochastic differential equations of very general form. We study the family of the empirical measure-valued processes constructed from the corresponding eigenvalues. We show that…
We consider the following natural question. Given a matrix $A$ with i.i.d. random entries, what are the moments of the determinant of $A$? In other words, what is $\mathbb{E}[\det(A)^k]$? While there is a general expression for…
It has been conjectured that the statistical properties of zeros of the Riemann zeta function near $z = 1/2 + \ui E$ tend, as $E \to \infty$, to the distribution of eigenvalues of large random matrices from the Unitary Ensemble. At finite…
We study Hermitian random matrix models with an external source matrix which has equispaced eigenvalues, and with an external field such that the limiting mean density of eigenvalues is supported on a single interval as the dimension tends…
{Recently, we found that the correlation between the eigenvalues of random hermitean matrices exhibits universal behavior. Here we study this universal behavior and develop a diagrammatic approach which enables us to extend our previous…
We investigate the universality of microscopic eigenvalue correlations for Random Matrix Theories with the global symmetries of the QCD partition function. In this article we analyze the case of real valued chiral Random Matrix Theories…
We show that almost all the zeros of any finite linear combination of independent characteristic polynomials of random unitary matrices lie on the unit circle. This result is the random matrix analogue of an earlier result by Bombieri and…