Auto-Correlation Functions for Unitary Groups

We compute the auto-correlations functions of order m ≥ 1 for the characteristic polynomials of random matrices from certain subgroups of the unitary groups U ( 2 ) and U ( 3 ) by establishing new branching rules. These subgroups can be understood as certain analogues of Sato–Tate groups of USp ( 4...

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Published in:Algebras and representation theory Vol. 27; no. 1; pp. 583 - 611
Main Authors: Lee, Kyu-Hwan, Oh, Se-Jin
Format: Journal Article
Language:English
Published: Dordrecht Springer Netherlands 01.02.2024
Springer Nature B.V
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ISSN:1386-923X, 1572-9079
Online Access:Get full text
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Summary:We compute the auto-correlations functions of order m ≥ 1 for the characteristic polynomials of random matrices from certain subgroups of the unitary groups U ( 2 ) and U ( 3 ) by establishing new branching rules. These subgroups can be understood as certain analogues of Sato–Tate groups of USp ( 4 ) in our previous paper. Our computation yields symmetric polynomial identities with m -variables involving irreducible characters of U ( m ) for all m ≥ 1 in an explicit, uniform way.
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ISSN:1386-923X
1572-9079
DOI:10.1007/s10468-023-10225-x