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 …
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 …
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 …
limit gives a statistical state depending on α. Using the loop equations for the classical β …
Moments of random matrices and hypergeometric orthogonal polynomials
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 …
hypergeometric orthogonal polynomials. Specifically, we consider moments E\rm Tr X_n^-s …
Laguerre ensemble: correlators, Hurwitz numbers and Hodge integrals
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 …
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 …
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 …
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
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 …
Jacobi) are now realized as the eigenvalues of certain tridiagonal random matrices. The …
[HTML][HTML] Symmetric function theory and unitary invariant ensembles
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 …
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)
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 …
Dyson Brownian motion from the identity on U (N) is an example of a newly identified class …