246,616 research outputs found
Limits for circular Jacobi beta-ensembles
Bourgade, Nikeghbali and Rouault recently proposed a matrix model for the
circular Jacobi -ensemble, which is a generalization of the Dyson
circular -ensemble but equipped with an additional parameter , and
further studied its limiting spectral measure. We calculate the scaling limits
for expected products of characteristic polynomials of circular Jacobi
-ensembles. For the fixed constant , the resulting limit near the
spectrum singularity is proven to be a new multivariate function. When , the scaling limits in the bulk and at the soft edge agree with those of
the Hermite (Gaussian), Laguerre (Chiral) and Jacobi -ensembles proved
in the joint work with P Desrosiers "Asymptotics for products of characteristic
polynomials in classical beta-ensembles", Constr. Approx. 39 (2014),
arXiv:1112.1119v3. As corollaries, for even the scaling limits of point
correlation functions for the ensemble are given. Besides, a transition from
the spectrum singularity to the soft edge limit is observed as goes to
infinity. The positivity of two special multivariate hypergeometric functions,
which appear as one factor of the joint eigenvalue densities for spiked
Jacobi/Wishart -ensembles and Gaussian -ensembles with source,
will also be shown.Comment: 26 page
On correlation functions of characteristic polynomials for chiral Gaussian Unitary Ensemble
We calculate a general spectral correlation function of products and ratios
of characteristic polynomials for a random matrix taken from the
chiral Gaussian Unitary Ensemble (chGUE). Our derivation is based upon finding
an Itzykson-Zuber type integral for matrices from the non-compact manifold
(matrix Macdonald
function). The correlation function is shown to be always represented in a
determinant form generalising the known expressions for only positive moments.
Finally, we present the asymptotic formula for the correlation function in the
large matrix size limit.Comment: 15 pages, no figure
On Stein's method for products of normal random variables and zero bias couplings
In this paper we extend Stein's method to the distribution of the product of
independent mean zero normal random variables. A Stein equation is obtained
for this class of distributions, which reduces to the classical normal Stein
equation in the case . This Stein equation motivates a generalisation of
the zero bias transformation. We establish properties of this new
transformation, and illustrate how they may be used together with the Stein
equation to assess distributional distances for statistics that are
asymptotically distributed as the product of independent central normal random
variables. We end by proving some product normal approximation theorems.Comment: 34 pages. To appear in Bernoulli, 2016
Universal Results for Correlations of Characteristic Polynomials: Riemann-Hilbert Approach
We prove that general correlation functions of both ratios and products of
characteristic polynomials of Hermitian random matrices are governed by
integrable kernels of three different types: a) those constructed from
orthogonal polynomials; b) constructed from Cauchy transforms of the same
orthogonal polynomials and finally c) those constructed from both orthogonal
polynomials and their Cauchy transforms. These kernels are related with the
Riemann-Hilbert problem for orthogonal polynomials. For the correlation
functions we obtain exact expressions in the form of determinants of these
kernels. Derived representations enable us to study asymptotics of correlation
functions of characteristic polynomials via Deift-Zhou
steepest-descent/stationary phase method for Riemann-Hilbert problems, and in
particular to find negative moments of characteristic polynomials. This reveals
the universal parts of the correlation functions and moments of characteristic
polynomials for arbitrary invariant ensemble of symmetry class.Comment: 34page
An exact formula for general spectral correlation function of random Hermitian matrices
We have found an exact formula expressing a general correlation function
containing both products and ratios of characteristic polynomials of random
Hermitian matrices. The answer is given in the form of a determinant. An
essential difference from the previously studied correlation functions (of
products only) is the appearance of non-polynomial functions along with the
orthogonal polynomials. These non-polynomial functions are the Cauchy
transforms of the orthogonal polynomials. The result is valid for any ensemble
of beta=2 symmetry class and generalizes recent asymptotic formulae obtained
for GUE and its chiral counterpart by different methods..Comment: published version, with a few misprints correcte
Arbitrary Rotation Invariant Random Matrix Ensembles and Supersymmetry
We generalize the supersymmetry method in Random Matrix Theory to arbitrary
rotation invariant ensembles. Our exact approach further extends a previous
contribution in which we constructed a supersymmetric representation for the
class of norm-dependent Random Matrix Ensembles. Here, we derive a
supersymmetric formulation under very general circumstances. A projector is
identified that provides the mapping of the probability density from ordinary
to superspace. Furthermore, it is demonstrated that setting up the theory in
Fourier superspace has considerable advantages. General and exact expressions
for the correlation functions are given. We also show how the use of hyperbolic
symmetry can be circumvented in the present context in which the non-linear
sigma model is not used. We construct exact supersymmetric integral
representations of the correlation functions for arbitrary positions of the
imaginary increments in the Green functions.Comment: 36 page
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