Distribution Functions for Edge Eigenvalues in Orthogonal and Symplectic Ensembles: Painlevé Representations II

$q$-Racah ensemble and $q$-P$\left(E_7^{(1)}/A_{1}^{(1)}\right)$ discrete Painlevé equation

The goal of this paper is to investigate the missing part of the story about the relationship between the orthogonal polynomial ensembles and Painlevé equations. Namely, we consider the $q$-Racah polynomial ensemble and show that the one-interval gap probabilities in this case can be expressed through a solution of the discrete $q$-P$\left(E_7^{(1)}/A_{1}^{(1)}\right)$ equation. Our approach also gives a new Lax pair for this equation. This Lax pair has an interesting additional involutive symmetry structure.

Gaussian Multiplicative Chaos for Gaussian Orthogonal and Symplectic Ensembles

We study the characteristic polynomials of both the Gaussian Orthogonal and Symplectic Ensembles. We show that for both ensembles, powers of the absolute value of the characteristic polynomials converge in law to Gaussian multiplicative chaos measures after normalization for sufficiently small real powers. The main tool is a new asymptotic relation between the fractional moments of the absolute characteristic polynomials of Gaussian Orthogonal, Unitary, and Symplectic Ensembles.

A Probabilistic Approach to Conjugacy Classes in the Finite Symplectic and Orthogonal Groups

Markov chains are used to give a purely probabilistic way of understanding the conjugacy classes of the finite symplectic and orthogonal groups in odd characteristic. As a corollary of these methods one obtains a probabilistic proof of Steinberg's count of unipotent matrices and generalizations of formulas of Rudvalis and Shinoda.

Spacings in Orthogonal and Symplectic Random Matrix Ensembles

We consider the universality of the nearest neighbour eigenvalue spacing distribution in invariant random matrix ensembles. Focussing on orthogonal and symplectic invariant ensembles, we show that the empirical spacing distribution converges in a uniform way. More precisely, the main result states that the expected Kolmogorov distance of the empirical spacing distribution from its universal limit converges to zero as the matrix size tends to infinity.

Determinantal point processes from symplectic and orthogonal characters and applications

We show that the symplectic and orthogonal character analogues of Okounkov's Schur measure (on integer partitions) are determinantal, with explicit correlation kernels. We apply this to prove certain Borodin-Okounkov-Gessel-type results concerning Toeplitz+Hankel and Fredholm determinants; a Szegő-type limit theorem; an edge Baik-Deift-Johansson-type asymptotical result for certain symplectic and orthogonal analogues of the poissonized Plancherel measure; and a similar result for actual poissonized Plancherel measures supported on "almost symmetric" partitions.

On the moments of the moments of the characteristic polynomials of Haar distributed symplectic and orthogonal matrices

We establish formulae for the moments of the moments of the characteristic polynomials of random orthogonal and symplectic matrices in terms of certain lattice point count problems. This allows us to establish asymptotic formulae when the matrix-size tends to infinity in terms of the volumes of certain regions involving continuous Gelfand-Tsetlin patterns with constraints. The results we find differ from those in the unitary case considered previously

Integration with respect to the Haar measure on unitary, orthogonal and symplectic group

We revisit the work of the first named author and using simpler algebraic arguments we calculate integrals of polynomial functions with respect to the Haar measure on the unitary group U(d). The previous result provided exact formulas only for 2d bigger than the degree of the integrated polynomial and we show that these formulas remain valid for all values of d. Also, we consider the integrals of polynomial functions on the orthogonal group O(d) and the symplectic group Sp(d). We obtain an exact character expansion and the asymptotic behavior for large d. Thus we can show the asymptotic freene…

来自正交群和酉辛群的特征多项式的联合矩

Joint Moments of Characteristic Polynomials from the Orthogonal and Unitary Symplectic Groups

本文建立了随机矩阵群USp(2N)和SO(2N)特征多项式联合矩的渐近公式，揭示了其与Painlevé方程的精确联系，并借此推导出联合矩的精确公式，肯定回答了Altuğ等人的问题。