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We calculate joint moments of the characteristic polynomial of a random unitary matrix from the circular unitary ensemble and its derivative in the case that the power in the moments is an odd positive integer. The calculations are carried out for finite matrix size and in the limit as the size of the matrices goes to infinity. The latter asymptotic calculation allows us to prove a long-standing conjecture from random matrix theory.
We propose an algebraic method for proving estimates on moments of stochastic integrals. The method uses qualitative properties of roots of algebraic polynomials from certain general classes. As an application, we give a new proof of a variation of t
We study the averaged products of characteristic polynomials for the Gaussian and Laguerre $beta$-ensembles with external source, and prove Pearcey-type phase transitions for particular full rank perturbations of source. The phases are characterised
A t by n random matrix A is formed by sampling n independent random column vectors, each containing t components. The random Gram matrix of size n, G_n, contains the dot products between all pairs of column vectors in the randomly generated matrix A;
In this paper we shall use the boundary Schwarz lemma of Osserman to obtain some generalizations and refinements of some well known results concerning the maximum modulus of the polynomials with restricted zeros due to Turan, Dubinin and others.
The aim of the article is to understand the combinatorics of snake graphs by means of linear algebra. In particular, we apply Kasteleyns and Temperley--Fishers ideas about spectral properties of weighted adjacency matrices of planar bipartite graphs