Hypergeometric Functions of Random Matrices and Quasimodular Forms

Fuente: arXiv
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Auteur principal: Novak, Jonathan
Format: Preprint
Publié: 2024
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author Novak, Jonathan
author_facet Novak, Jonathan
contents Hypergeometric functions of complex matrices were introduced by James in multivariate statistics. These special functions play many roles in random matrix theory. The main goal of this paper is to suggest a new use for them as holomorphic observables of the Circular Unitary Ensemble. We analyze the high-dimensional behavior of the expected derivatives of these random analytic functions, and show that they admit asymptotic expansions which can be described in terms of quasimodular forms, giving an apparently new connection between the CUE and number theory.
format Preprint
id arxiv_https___arxiv_org_abs_2410_04243
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Hypergeometric Functions of Random Matrices and Quasimodular Forms
Novak, Jonathan
Combinatorics
Mathematical Physics
Number Theory
Probability
Hypergeometric functions of complex matrices were introduced by James in multivariate statistics. These special functions play many roles in random matrix theory. The main goal of this paper is to suggest a new use for them as holomorphic observables of the Circular Unitary Ensemble. We analyze the high-dimensional behavior of the expected derivatives of these random analytic functions, and show that they admit asymptotic expansions which can be described in terms of quasimodular forms, giving an apparently new connection between the CUE and number theory.
title Hypergeometric Functions of Random Matrices and Quasimodular Forms
topic Combinatorics
Mathematical Physics
Number Theory
Probability
url https://arxiv.org/abs/2410.04243