We compute explicit formulae for the moments of the densities of the eigenvalues of the classical β-ensembles for finite matrix dimension as well as the expectation values of the coefficients of the characteristic polynomials. In particular, the moments are linear combinations of averages of Jack polynomials, whose coefficients are related to specific examples of Jack characters
We establish a new connection between moments of $n \times n$ random matrices $X_n$ and hypergeometr...
We study averages of secular coefficients that frequently appear in random matrix theory. We obtain...
Motivated by recent results in random matrix theory we will study the distributions arising from pro...
We compute explicit formulae for the moments of the densities of the eigenvalues of the classical β-...
We calculate the moments of the characteristic polynomials of N × N matrices drawn from the Hermitia...
The research in Nottingham was supported by EPSRC grant EP/C515056/1: “Random Matrices and Polynomia...
We generally study the density of eigenvalues in unitary ensembles of random matrices from the recur...
We will calculate mean values of characteristic polynomials of matrices from U(N). A major motivatio...
We develop a method to compute the moments of the eigenvalue densities of matrices in the Gaussian, ...
AbstractWe generally study the density of eigenvalues in unitary ensembles of random matrices from t...
Denoting by PN(A, θ) = det (I- Ae-iθ) the characteristic polynomial on the unit circle in the comple...
Abstract. We develop a method to compute the moments of the eigenvalue densities of matrices in the ...
The problem of calculating the scaled limit of the joint moments of the characteristic polynomial, a...
We study the moment-generating functions (MGF) for linear eigenvalue statistics of Jacobi unitary, s...
We calculate joint moments of the characteristic polynomial of a random unitary matrix from the circ...
We establish a new connection between moments of $n \times n$ random matrices $X_n$ and hypergeometr...
We study averages of secular coefficients that frequently appear in random matrix theory. We obtain...
Motivated by recent results in random matrix theory we will study the distributions arising from pro...
We compute explicit formulae for the moments of the densities of the eigenvalues of the classical β-...
We calculate the moments of the characteristic polynomials of N × N matrices drawn from the Hermitia...
The research in Nottingham was supported by EPSRC grant EP/C515056/1: “Random Matrices and Polynomia...
We generally study the density of eigenvalues in unitary ensembles of random matrices from the recur...
We will calculate mean values of characteristic polynomials of matrices from U(N). A major motivatio...
We develop a method to compute the moments of the eigenvalue densities of matrices in the Gaussian, ...
AbstractWe generally study the density of eigenvalues in unitary ensembles of random matrices from t...
Denoting by PN(A, θ) = det (I- Ae-iθ) the characteristic polynomial on the unit circle in the comple...
Abstract. We develop a method to compute the moments of the eigenvalue densities of matrices in the ...
The problem of calculating the scaled limit of the joint moments of the characteristic polynomial, a...
We study the moment-generating functions (MGF) for linear eigenvalue statistics of Jacobi unitary, s...
We calculate joint moments of the characteristic polynomial of a random unitary matrix from the circ...
We establish a new connection between moments of $n \times n$ random matrices $X_n$ and hypergeometr...
We study averages of secular coefficients that frequently appear in random matrix theory. We obtain...
Motivated by recent results in random matrix theory we will study the distributions arising from pro...