Related papers: Random Normal Matrices and Polynomial Curves
The relation between random normal matrices and conformal mappings discovered by Wiegmann and Zabrodin is made rigorous by restricting normal matrices to have spectrum in a bounded set. It is shown that for a suitable class of potentials…
In this paper, we study random matrix models which are obtained as a non-commutative polynomial in random matrix variables of two kinds: (a) a first kind which have a discrete spectrum in the limit, (b) a second kind which have a joint…
In general or normal random matrix ensembles, the support of eigenvalues of large size matrices is a planar domain (or several domains) with a sharp boundary. This domain evolves under a change of parameters of the potential and of the size…
Spectral correlations in unitary invariant, non-Gaussian ensembles of large random matrices possessing an eigenvalue gap are studied within the framework of the orthogonal polynomial technique. Both local and global characteristics of…
We derive inclusion regions for the eigenvalues of matrix polynomials expressed in a general polynomial basis, which can lead to significantly better results than traditional bounds. We present several applications to engineering problems.
We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These…
We study numerically and analytically the spectrum of incidence matrices of random labeled graphs on N vertices : any pair of vertices is connected by an edge with probability p. We give two algorithms to compute the moments of the…
We prove that for Gaussian random normal matrices the correlation function has universal behavior. Using the technique of orthogonal polynomials and identities similar to the Christoffel-Darboux formula, we find that in the limit, as the…
We show that the average characteristic polynomial P_n(z) = E [\det(zI-M)] of the random Hermitian matrix ensemble Z_n^{-1} \exp(-Tr(V(M)-AM))dM is characterized by multiple orthogonality conditions that depend on the eigenvalues of the…
We give sufficient conditions on planar domains for polynomials to be dense in the algebras A and A-infinity of the product of these domains, endowed with their natural topologies. We also characterize the uniform limits, with respect to…
We consider the random normal matrices with quadratic external potentials where the associated orthogonal polynomials are Hermite polynomials and the limiting support (called droplet) of the eigenvalues is an ellipse. We calculate the…
We consider the spectrum of a two-dimensional Pauli operator with a compactly supported electric potential and a variable magnetic field with a positive mean value. The rate of accumulation of eigenvalues to zero is described in terms of…
Following the works by Wiegmann-Zabrodin, Elbau-Felder, Hedenmalm-Makarov, and others, we consider the normal matrix model with an arbitrary potential function, and explain how the problem of finding the support domain for the asymptotic…
We consider non-Hermitian random matrices $X \in \mathbb{C}^{n \times n}$ with general decaying correlations between their entries. For large $n$, the empirical spectral distribution is well approximated by a deterministic density,…
In this text we study the regularity of matrices with special polynomial entries. Barring some mild conditions we show that these matrices are regular if a natural limit size is not exceeded. The proof draws connections to generalized…
In this work, our aim is to obtain conditions to assure polynomial approximation in Hilbert spaces $L^{2}(\mu)$, with $\mu$ a compactly supported measure in the complex plane, in terms of properties of the associated moment matrix to the…
We calculate the expectation value of an arbitrary product of characteristic polynomials of complex random matrices and their hermitian conjugates. Using the technique of orthogonal polynomials in the complex plane our result can be written…
We study Hermitian random matrix models with an external source matrix which has equispaced eigenvalues, and with an external field such that the limiting mean density of eigenvalues is supported on a single interval as the dimension tends…
We study the spectrum of large a bi-diagonal Toeplitz matrix subject to a Gaussian random perturbation with a small coupling constant. We obtain a precise asymptotic description of the average density of eigenvalues in the interior of the…
Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…