This note presents some equalities in law for $Z_N:=\det(\Id-G)$, where $G$ is an element of a subgroup of the set of unitary matrices of size $N$, endowed with its unique probability Haar measure. Indeed, under some general conditions, $Z_N$ can be decomposed as a product of independent random variables, whose laws are explicitly known. Our results can be obtained in two ways : either by a recursive decomposition of the Haar measure or by previous results by Killip and Nenciu on orthogonal polynomials with respect to some measure on the unit circle. This latter method leads naturally to a study of determinants of a class of principal submatrices
If a random unitary matrix U is raised to a sufficiently high power, its eigenvalues are exactly dis...
If a random unitary matrix U is raised to a sufficiently high power, its eigenvalues are exactly dis...
If a random unitary matrix U is raised to a sufficiently high power, its eigenvalues are exactly dis...
This note presents some equalities in law for $Z_N:=\det(\Id-G)$, where $G$ is an element of a subgr...
New version of the previous paper "Hua-Pickrell measures on general compact groups". The article has...
New version of the previous paper "Hua-Pickrell measures on general compact groups". The article has...
New version of the previous paper "Hua-Pickrell measures on general compact groups". The article has...
We study moments of characteristic polynomials of truncated Haar distributed matrices from the three...
We consider powers of the absolute value of the characteristic polynomial of Haar distributed random...
Evidence for deep connections between number theory and random matrix theory has been noticed since ...
Evidence for deep connections between number theory and random matrix theory has been noticed since ...
This paper derives thc Haar measure over the set of unitary matrices. The Haar measure is essential ...
We study the empirical measure LA of the eigenvalues of nonnormal square matrices of the form A(n) =...
This paper derives thc Haar measure over the set of unitarymatrices. The Haar measure is essential w...
We study the empirical measure LA of the eigenvalues of nonnormal square matrices of the form A(n) =...
If a random unitary matrix U is raised to a sufficiently high power, its eigenvalues are exactly dis...
If a random unitary matrix U is raised to a sufficiently high power, its eigenvalues are exactly dis...
If a random unitary matrix U is raised to a sufficiently high power, its eigenvalues are exactly dis...
This note presents some equalities in law for $Z_N:=\det(\Id-G)$, where $G$ is an element of a subgr...
New version of the previous paper "Hua-Pickrell measures on general compact groups". The article has...
New version of the previous paper "Hua-Pickrell measures on general compact groups". The article has...
New version of the previous paper "Hua-Pickrell measures on general compact groups". The article has...
We study moments of characteristic polynomials of truncated Haar distributed matrices from the three...
We consider powers of the absolute value of the characteristic polynomial of Haar distributed random...
Evidence for deep connections between number theory and random matrix theory has been noticed since ...
Evidence for deep connections between number theory and random matrix theory has been noticed since ...
This paper derives thc Haar measure over the set of unitary matrices. The Haar measure is essential ...
We study the empirical measure LA of the eigenvalues of nonnormal square matrices of the form A(n) =...
This paper derives thc Haar measure over the set of unitarymatrices. The Haar measure is essential w...
We study the empirical measure LA of the eigenvalues of nonnormal square matrices of the form A(n) =...
If a random unitary matrix U is raised to a sufficiently high power, its eigenvalues are exactly dis...
If a random unitary matrix U is raised to a sufficiently high power, its eigenvalues are exactly dis...
If a random unitary matrix U is raised to a sufficiently high power, its eigenvalues are exactly dis...