A review of exact results for fluctuation formulas in random matrix theory

PJ Forrester - Probability Surveys, 2023 - projecteuclid.org
Covariances and variances of linear statistics of a point process can be written as integrals
over the truncated two-point correlation function. When the point process consists of the …

Asymptotics of Hankel determinants with a Laguerre-type or Jacobi-type potential and Fisher-Hartwig singularities

C Charlier, R Gharakhloo - Advances in Mathematics, 2021 - Elsevier
We obtain large n asymptotics of n× n Hankel determinants whose weight has a one-cut
regular potential and Fisher-Hartwig singularities. We restrict our attention to the case where …

The classical β-ensembles with β proportional to 1/N: from loop equations to Dyson's disordered chain

PJ Forrester, G Mazzuca - Journal of Mathematical Physics, 2021 - pubs.aip.org
In the classical β-ensembles of random matrix theory, setting β= 2α/N and taking the N→∞
limit gives a statistical state depending on α. Using the loop equations for the classical β …

Moments of random matrices and hypergeometric orthogonal polynomials

FD Cunden, F Mezzadri, N O'Connell… - … in Mathematical Physics, 2019 - Springer
We establish a new connection between moments of n * nn× n random matrices X n and
hypergeometric orthogonal polynomials. Specifically, we consider moments E\rm Tr X_n^-s …

Laguerre ensemble: correlators, Hurwitz numbers and Hodge integrals

M Gisonni, T Grava, G Ruzza - Annales Henri Poincaré, 2020 - Springer
We consider the Laguerre partition function and derive explicit generating functions for
connected correlators with arbitrary integer powers of traces in terms of products of Hahn …

Integer moments of complex Wishart matrices and Hurwitz numbers

FD Cunden, A Dahlqvist, N O'Connell - … de l'Institut Henri Poincaré D, 2021 - ems.press
Integer moments of complex Wishart matrices and Hurwitz numbers Page 1 Ann. Inst. Henri
Poincaré Comb. Phys. Interact. 8 (2021), 243–268 DOI 10.4171/AIHPD/103 Integer …

Differential identities for the structure function of some random matrix ensembles

PJ Forrester - Journal of Statistical Physics, 2021 - Springer
The structure function of a random matrix ensemble can be specified in terms of the
covariance of the linear statistics∑ j= 1 N eik 1 λ j,∑ j= 1 N e-ik 2 λ j for Hermitian matrices …

Beta Jacobi ensembles and associated Jacobi polynomials

HD Trinh, KD Trinh - Journal of Statistical Physics, 2021 - Springer
Beta ensembles on the real line with three classical weights (Gaussian, Laguerre and
Jacobi) are now realized as the eigenvalues of certain tridiagonal random matrices. The …

[HTML][HTML] Symmetric function theory and unitary invariant ensembles

B Jonnadula, JP Keating, F Mezzadri - Journal of Mathematical Physics, 2021 - pubs.aip.org
Representation theory and the theory of symmetric functions have played a central role in
random matrix theory in the computation of quantities such as joint moments of traces and …

Dip-ramp-plateau for Dyson Brownian motion from the identity on U (N)

PJ Forrester, M Kieburg, SH Li, J Zhang - Probability and Mathematical …, 2024 - msp.org
In recent work, the authors have shown that the eigenvalue probability density function for
Dyson Brownian motion from the identity on U (N) is an example of a newly identified class …