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20162026
most citedInterlacing Diffusions

14 citations · 62 across the 27 of their papers we have counts for

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Showing 2019Show all

6 papers · 1 filter

math-ph2019★ 7 cited

On the moments of the moments of the characteristic polynomials of Haar distributed symplectic and orthogonal matrices

T. Assiotis, E. C. Bailey, J. P. Keating

We establish formulae for the moments of the moments of the characteristic polynomials of random orthogonal and symplectic matrices in terms of certain lattice point count problems…

math.PR2019★ 7 cited

Determinantal structures in space inhomogeneous dynamics on interlacing arrays

Theodoros Assiotis

We introduce a space inhomogeneous generalization of the dynamics on interlacing arrays considered by Borodin and Ferrari. We show that for a certain class of initial conditions th…

math.PR2019

The boundary of the orbital beta process

Theodoros Assiotis, Joseph Najnudel

The unitarily invariant probability measures on infinite Hermitian matrices have been classified by Pickrell, and by Olshanski and Vershik. This classification is equivalent to det…

math.PR2019

Moments of moments of characteristic polynomials of random unitary matrices and lattice point counts

Theodoros Assiotis, Jonathan P. Keating

In this note we give a combinatorial and non-computational proof of the asymptotics of the integer moments of the moments of the characteristic polynomials of Haar distributed unit…

math.PR2019

On a gateway between the Laguerre process and dynamics on partitions

Theodoros Assiotis

Probability measures and stochastic dynamics on matrices and on partitions are related by standard, albeit technical, discrete to continuous scaling limits. In this paper we provid…

math-ph2019★ 9 cited

Ergodic Decomposition for Inverse Wishart Measures on Infinite Positive-Definite Matrices

Theodoros Assiotis

The ergodic unitarily invariant measures on the space of infinite Hermitian matrices have been classified by Pickrell and Olshanski-Vershik. The much-studied complex inverse Wishar…