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...

Celý popis

Uložené v:
Podrobná bibliografia
Vydané v:Algebras and representation theory Ročník 27; číslo 1; s. 583 - 611
Hlavní autori: Lee, Kyu-Hwan, Oh, Se-Jin
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: Dordrecht Springer Netherlands 01.02.2024
Springer Nature B.V
Predmet:
ISSN:1386-923X, 1572-9079
On-line prístup:Získať plný text
Tagy: Pridať tag
Žiadne tagy, Buďte prvý, kto otaguje tento záznam!
Popis
Shrnutí: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.
Bibliografia:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
ISSN:1386-923X
1572-9079
DOI:10.1007/s10468-023-10225-x