相关论文: Random Unitary Matrices, Permutations and Painleve

We study Fredholm determinants of the Painlev\'e II and Painlev\'e XXXIV kernels. In certain critical unitary random matrix ensembles, these determinants describe special gap probabilities of eigenvalues. We obtain Tracy-Widom formulas for…

For each $n$, let $U_n$ be Haar distributed on the group of $n\times n$ unitary matrices. Let $\bfx_{n,1},\ldots,\bfx_{n,m} $ denote orthogonal nonrandom unit vectors in ${\Bbb C}^n$ and let $\text{\bf…

Correlation functions for matrix ensembles with orthogonal and unitarysymplectic rotation symmetry are more complicated to calculate than in the unitary case. The supersymmetry method and the orthogonal polynomials are two techniques to…

We present a few combinatorial identities which were encountered in our work on the spectral theory of quantum graphs. They establish a new connection between the theory of random matrix ensembles and combinatorics.

There is a deep connection between permutations and trees. Certain sub-structures of permutations, called sub-permutations, bijectively map to sub-trees of binary increasing trees. This opens a powerful tool set to study enumerative and…

We recast the persistence probability for the spin located at the origin of a half-space arbitrarily $m$-magnetized Glauber-Ising chain as a Fredholm Pfaffian gap probability generating function with a sech-kernel. This is then spelled out…

We consider the empirical eigenvalue distribution of an $m\times m$ principal submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. For $n$ and $m$ large with $\frac{m}{n}=\alpha$, the empirical spectral…

Given a collection $\{\lambda_1, \dots, \lambda_n\} $ of real numbers, there is a canonical probability distribution on the set of real symmetric or complex Hermitian matrices with eigenvalues $\lambda_1,\ldots,\lambda_n$. In this paper, we…

The density function for the joint distribution of the first and second eigenvalues at the soft edge of unitary ensembles is found in terms of a Painlev\'e II transcendent and its associated isomonodromic system. As a corollary, the density…

This is an introductory note concerning the distribution vectors in a unitary representation of a Lie group. We discuss the definition of matrix coefficients associated with a pair of distributions and how one can compute them. Most of the…

This note examines a problem in enumerative and asymptotic combinatorics involving the classical structure of integer compositions. What is sought is an analysis on average and in distribution of the length of the longest run of consecutive…

We construct $(2n)^2\times (2n)^2$ unitary braid matrices $\hat{R}$ for $n\geq 2$ generalizing the class known for $n=1$. A set of $(2n)\times (2n)$ matrices $(I,J,K,L)$ are defined. $\hat{R}$ is expressed in terms of their tensor products…

In this paper we focus on the finite n probability distribution function of the largest eigenvalue in the classical Gaussian Ensemble of n by n matrices (GEn). We derive the finite n largest eigenvalue probability distribution function for…

In this paper, we explore some interesting applications of the matrix tree theorem. In particular, we present a combinatorial interpretation of a distribution of $(n-1)^{n-1}$, in the context of uprooted spanning trees of the complete graph…

In this paper we review and compare the numerical evaluation of those probability distributions in random matrix theory that are analytically represented in terms of Painlev\'e transcendents or Fredholm determinants. Concrete examples for…

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…

Recent theoretical studies of chaotic scattering have encounted ensembles of random matrices in which the eigenvalue probability density function contains a one-body factor with an exponent proportional to the number of eigenvalues. Two…

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…

We consider the joint distribution of the area and perimeter statistics on the set I_n of inversion sequences of length n represented as bargraphs. Functional equations for both the ordinary and exponential generating functions are derived…

We consider those Gaussian Unitary Ensembles where the eigenvalues have prescribed multiplicities, and obtain joint probability density for the eigenvalues. In the simplest case where there is only one multiple eigenvalue t, this leads to…