scholarly journals On an Identity due to Bump and Diaconis, and Tracy and Widom

2011 ◽  
Vol 54 (2) ◽  
pp. 255-269 ◽  
Author(s):  
Paul-Olivier Dehaye

AbstractA classical question for a Toeplitz matrix with given symbol is how to compute asymptotics for the determinants of its reductions to finite rank. One can also consider how those asymptotics are affected when shifting an initial set of rows and columns (or, equivalently, asymptotics of their minors). Bump and Diaconis obtained a formula for such shifts involving Laguerre polynomials and sums over symmetric groups. They also showed how the Heine identity extends for such minors, which makes this question relevant to Random Matrix Theory. Independently, Tracy and Widom used the Wiener–Hopf factorization to express those shifts in terms of products of infinite matrices. We show directly why those two expressions are equal and uncover some structure in both formulas that was unknown to their authors. We introduce a mysterious differential operator on symmetric functions that is very similar to vertex operators. We show that the Bump–Diaconis–Tracy–Widom identity is a differentiated version of the classical Jacobi–Trudi identity.

2017 ◽  
Vol 06 (04) ◽  
pp. 1740001 ◽  
Author(s):  
M. Castro ◽  
F. A. Grünbaum

We extend to a situation involving matrix-valued orthogonal polynomials a scalar result that plays an important role in Random Matrix Theory and a few other areas of mathe-matics and signal processing. We consider a case of matrix-valued Jacobi polynomials which arises from the study of representations of [Formula: see text], a group that plays an important role in Random Matrix Theory. We show that in this case an algebraic miracle, namely the existence of a differential operator that commutes with a naturally arising integral one, extends to this matrix-valued situation.


2011 ◽  
Vol DMTCS Proceedings vol. AO,... (Proceedings) ◽  
Author(s):  
Alejandro H. Morales ◽  
Ekaterina A. Vassilieva

International audience This paper is devoted to the evaluation of the generating series of the connection coefficients of the double cosets of the hyperoctahedral group. Hanlon, Stanley, Stembridge (1992) showed that this series, indexed by a partition $ν$, gives the spectral distribution of some random matrices that are of interest in random matrix theory. We provide an explicit evaluation of this series when $ν =(n)$ in terms of monomial symmetric functions. Our development relies on an interpretation of the connection coefficients in terms of locally orientable hypermaps and a new bijective construction between partitioned locally orientable hypermaps and some permuted forests. Cet article est dédié à l'évaluation des séries génératrices des coefficients de connexion des classes doubles (cosets) du groupe hyperoctaédral. Hanlon, Stanley, Stembridge (1992) ont montré que ces séries indexées par une partition $ν$ donnent la distribution spectrale de certaines matrices aléatoires jouant un rôle important dans la théorie des matrices aléatoires. Nous fournissons une évaluation explicite de ces séries dans le cas $ν =(n)$ en termes de monômes symétriques. Notre développement est fondé sur une interprétation des coefficients de connexion en termes d'hypercartes localement orientables et sur une nouvelle bijection entre les hypercartes localement orientables partitionnées et certaines forêts permutées.


Author(s):  
Jan W Dash ◽  
Xipei Yang ◽  
Mario Bondioli ◽  
Harvey J. Stein

Author(s):  
Oriol Bohigas ◽  
Hans A. Weidenmüller

An overview of the history of random matrix theory (RMT) is provided in this chapter. Starting from its inception, the authors sketch the history of RMT until about 1990, focusing their attention on the first four decades of RMT. Later developments are partially covered. In the past 20 years RMT has experienced rapid development and has expanded into a number of areas of physics and mathematics.


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