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Classical random matrix ensembles with orthogonal symmetry have the property that the joint distribution of every second eigenvalue is equal to that of a classical random matrix ensemble with symplectic symmetry. These results are shown to…

数学物理 · 物理学 2015-06-24 Peter J. Forrester

In this article, we consider $\beta$-ensembles, i.e. collections of particles with random positions on the real line having joint distribution $$\frac{1}{Z_N(\beta)}|\Delta(\lambda)|^\beta e^{- \frac{N\beta}{4}\sum_{i=1}^N\lambda_i^2}d…

概率论 · 数学 2015-06-25 Florent Benaych-Georges , Sandrine Péché

Gaussian and Chiral Beta-Ensembles, which generalise well known orthogonal (Beta=1), unitary (Beta=2), and symplectic (Beta=4) ensembles of random Hermitian matrices, are considered. Averages are shown to satisfy duality relations like…

数学物理 · 物理学 2012-08-13 Patrick Desrosiers

We introduce and study stochastic $N$-particle ensembles which are discretizations for general-$\beta$ log-gases of random matrix theory. The examples include random tilings, families of non-intersecting paths, $(z,w)$-measures, etc. We…

概率论 · 数学 2017-04-25 Alexei Borodin , Vadim Gorin , Alice Guionnet

This is a review of the Riemann-Hilbert approach to the large $N$ asymptotics in random matrix models and its applications. We discuss the following topics: random matrix models and orthogonal polynomials, the Riemann-Hilbert approach to…

数学物理 · 物理学 2008-06-26 Pavel M. Bleher

We consider a class of particle systems generalizing the $\beta$-Ensembles from random matrix theory. In these new ensembles, particles experience repulsion of power $\beta>0$ when getting close, which is the same as in the…

概率论 · 数学 2014-01-28 Martin Venker

We introduce and study a class of discrete particle ensembles that naturally arise in connection with classical random matrix ensembles, log-gases and Jack polynomials. Under technical assumptions on a general analytic potential we prove…

概率论 · 数学 2022-07-20 Evgeni Dimitrov , Alisa Knizel

We study certain probability measures on partitions of n=1,2,..., originated in representation theory, and demonstrate their connections with random matrix theory and multivariate hypergeometric functions. Our measures depend on three…

数学物理 · 物理学 2007-05-23 Alexei Borodin , Grigori Olshanski

We study the asymptotics of representations of a fixed compact Lie group. We prove that the limit behavior of a sequence of such representations can be described in terms of certain random matrices; in particular operations on…

概率论 · 数学 2009-11-06 Benoit Collins , Piotr Sniady

We consider an ensemble of $2\times 2$ normal matrices with complex entries representing operators in the quantum mechanics of 2 - level parity-time reversal (PT) symmetric systems. The randomness of the ensemble is endowed by obtaining…

数学物理 · 物理学 2025-01-14 Stalin Abraham , A. Bhagwat , Sudhir Ranjan Jain

We show that beta ensembles in Random Matrix Theory with generic real analytic potential have the asymptotic equipartition property. In addition, we prove a Central Limit Theorem for the density of the eigenvalues of these ensembles.

Keating and Snaith showed that the $2k^{th}$ absolute moment of the characteristic polynomial of a random unitary matrix evaluated on the unit circle is given by a polynomial of degree $k^2$. In this article, uniform asymptotics for the…

数学物理 · 物理学 2015-05-19 Ghaith A. Hiary , Michael O. Rubinstein

Exact integral expressions of the skew orthogonal polynomials involved in Orthogonal (beta=1) and Symplectic (beta=4) random matrix ensembles are obtained: the (even rank) skew orthogonal polynomials are average characteristic polynomials…

介观与纳米尺度物理 · 物理学 2009-10-31 B. Eynard

Many enumeration problems in combinatorics, including such fundamental questions as the number of regular graphs, can be expressed as high-dimensional complex integrals. Motivated by the need for a systematic study of the asymptotic…

组合数学 · 数学 2017-12-29 Mikhail Isaev , Brendan D. McKay

It is shown that the correlation functions of the random variables $\det(\lambda - X)$, in which $X$ is a real symmetric $ N\times N$ random matrix, exhibit universal local statistics in the large $N$ limit. The derivation relies on an…

数学物理 · 物理学 2009-11-07 E. Brezin , S. Hikami

The K-matrix, also known as the "Wigner reaction matrix" in nuclear scattering or "impedance matrix" in the electromagnetic wave scattering, is given essentially by an M x M diagonal block of the resolvent (E-H)^{-1} of a Hamiltonian H. For…

数学物理 · 物理学 2013-07-22 Yan V Fyodorov , Boris A Khoruzhenko , André Nock

In this thesis, we investigate the asymptotics of random partitions chosen according to probability measures coming from the representation theory of the symmetric groups $S_n$ and of the finite Chevalley groups $GL(n,F_q)$ and…

表示论 · 数学 2010-12-21 Pierre-Loïc Méliot

We construct generalized regular representations of the wreath product of a compact group with the infinite symmetric group. The characters of these representations are determined by probability measures on families of partitions called the…

表示论 · 数学 2025-05-14 Eugene Strahov

We develop a new method for studying the asymptotics of symmetric polynomials of representation-theoretic origin as the number of variables tends to infinity. Several applications of our method are presented: We prove a number of theorems…

表示论 · 数学 2015-12-22 Vadim Gorin , Greta Panova

We study the asymptotic behavior of the partition function and the correlation kernel in random matrix ensembles of the form $\frac{1}{Z_n} \big|\det \big( M^2-tI \big)\big|^{\alpha} e^{-n\operatorname{Tr} V(M)}dM$, where $M$ is an $n\times…

数学物理 · 物理学 2016-03-24 Tom Claeys , Benjamin Fahs
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