All Questions
Tagged with random-matrices rt.representation-theory
16 questions
23
votes
2
answers
859
views
Moments of Plücker coordinates on complex Grassmannian
Consider the Grassmannian $Gr(k,N)\simeq U(N)/(U(k)\times U(N-k))$ which parametrizes $k$-dimensional subspaces of $\mathbb{C}^N$. Let us put on it the $U(N)$-invariant probability measure. Let $\...
18
votes
5
answers
3k
views
Moments of the trace of orthogonal matrices
Let $O_n$ be the (real) orthogonal group of $n$ by $n$ matrices.
I am interested in the following sequence which showed up in a calculation I was doing
$$a_k = \int_{O_n} (\text{Tr } X)^k dX$$
where ...
- 1,429
18
votes
0
answers
469
views
Quasi-classical limit of representation theory
I am looking for a good reference on a general phenomenon of quasi-classical limit in representation theory, which relates "large" representations to measures on (co-adjoint orbits of) the associated ...
- 1,765
15
votes
0
answers
2k
views
PT Symmetry and the Riemann Hypothesis
Recently there have been articles in Quanta, in Science Alert, and at phys.org among others, on possible recent progress toward the Hilbert-Polya conjecture, which implies the Riemann Hypothesis. The ...
- 11.1k
12
votes
1
answer
263
views
GOE Version of Longest Increasing Subsequence
Let $S_n$ be the symmetric group equipped with uniform measure. For any $\pi\in S_n$, let $L_n=L_n(\pi)$ denote the longest increasing subsequence. A celebrated result of Baik, Deift and Johansson ...
- 4,952
10
votes
3
answers
1k
views
Number of permutations with longest increasing subsequences of length at most $n$
Is there a known expression for, or a nontrivial upper bound on, the number of permutations in $S_k$ with longest increasing subsequence of length at most $n$?
Let $l(\sigma)$ denote the length of the ...
- 201
8
votes
2
answers
2k
views
Expectation of trace of nth power of unitary matrices
I am trying to find the answer of
$$\int dU \ |Tr(U^m)|^2$$
where $m\in\mathbb{N}$ and $U$'s are unitary matrices in $\textit{U}(n)$ and $dU$ is a normalized Haar measure. In the case $m=1$, the ...
- 127
6
votes
1
answer
1k
views
An integral with respect to the Haar measure on a unitary group
Let $A,D\in \mathbb{C}^{n \times n}$ be diagonal matrices. I need to calculate
$$\int_{U(n)}\det{(A-HDH^\dagger)}\,\mathrm{d}H$$
where $dH$ is the unit invariant Haar measure on the group of unitary ...
- 141
6
votes
1
answer
283
views
L^1-norm of the trace on the unitary group
Is the value of the following integral over the unitary group with respect to the normalized Haar measure known?
$$
\int |Tr(U)|^pdU.
$$
There are some results for $p=2k$, $k\in\mathbb N$ (see ...
- 103
4
votes
1
answer
321
views
Average of product of matrix elements in the special orthogonal group
Given two lists $i$ and $j$ of $2n$ positive integers less than $N$, Collins and Sniady have computed, in Integration with respect to the Haar measure on unitary, orthogonal and symplectic group (see ...
- 2,552
4
votes
0
answers
102
views
What do the eigenvalues of a random element of $\mathbb Z_\ell[\Gamma]$ look like?
Let $\Gamma = \varprojlim \Gamma_n$ be a profinite group with $\Gamma_n$ finite quotients. For concreteness, let us fix $\Gamma_n = \operatorname{PGL}_2(\mathbb Z/\ell^n)$ so $\Gamma = \operatorname{...
- 7,746
3
votes
1
answer
527
views
An expectation of the product of random unitaries
I want to find the answer of
$$\int dU \ U^m X \ U^{\dagger m}$$
Where $m\in\mathbb{N}$ and $U$'s are unitary matrices in $U(n)$ and $dU$ is a normalized Haar measure. $X$ is a given self-adjoint ...
- 127
2
votes
0
answers
106
views
The distribution of eigenvalues of linear combinations of random unitary matrices
Suppose that $\alpha_{1},\dots,\alpha_{r}$ are non-zero complex numbers. Let $U_{1},\dots,U_{r}$ be random $n\times n$-unitary matrices. Let $A=\alpha_{1}U_{1}+\dots+\alpha_{r}U_{r}$.
I have observed ...
2
votes
0
answers
95
views
what kind of Gaussian matrix models are these?
In a physics paper I found a very complicated Gaussian matrix model:
$$ Z = \int \frac{d\mu}{(2\pi)^n} \frac{d\nu}{(2\pi)^n}
\frac{
\prod_{i < j}\left[2 \sinh \frac{\mu_i - \mu_j}{2} \right]^2 \...
- 22.8k
1
vote
1
answer
359
views
Relating the R-transform in free probability to noncommutative group representations
In traditional (commutative) probability theory, sums of random variables correspond to convolutions of distribution functions, which plays well with the Fourier Transform.
In free (noncommutative) ...
- 1,329
0
votes
0
answers
96
views
Integral of elements of random unitaries
It is known how to calculate the integral of elements of $N\times N$ Haar random unitaries using the Weingarten function:
$$\int \prod_{k=1}^n U_{i_kj_k} U_{m_kr_k}^* \mathrm d U = \sum_{\sigma,\tau} \...
- 123