Related papers: Edgeworth Expansion of the Largest Eigenvalue Dist…

We establish the relation between two objects: an integrable system related to Painleve II equation, and the symplectic invariants of a certain plane curve \Sigma_{TW} describing the average eigenvalue density of a random hermitian matrix…

Recently, it was shown that the probability distribution function (PDF) of the free energy of a single continuum directed polymer (DP) in a random potential, equivalently of the height of a growing interface described by the…

The distributions of the smallest and largest eigenvalues for the matrix product $Z^\dagger Z$, where $Z$ is an $n \times m$ complex Gaussian matrix with correlations both along rows and down columns, are expressed as $m \times m$…

Let G be a random subgraph of the n-cube where each edge appears randomly and independently with probability p. We prove that the largest eigenvalue of the adjacency matrix of G is almost surely \lambda_1(G)= (1+o(1))…

We analyze the left-tail asymptotics of deformed Tracy-Widom distribution functions describing the fluctuations of the largest eigenvalue in invariant random matrix ensembles after removing each soft edge eigenvalue independently with…

We consider the single eigenvalue fluctuations of random matrices of general Wigner-type, under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove that the asymptotic fluctuations of a single eigenvalue…

We study the distribution of the largest eigenvalue in formal Hermitian one-matrix models at multicriticality, where the spectral density acquires an extra number of k-1 zeros at the edge. The distributions are directly expressed through…

In the recent publication [E. Kanzieper and G. Akemann, Phys. Rev. Lett. 95, 230201 (2005); arXiv: math-ph/0507058], an exact solution was reported for the probability "p_{n,k}" to find exactly "k" real eigenvalues in the spectrum of an "n"…

A recursive method is derived to calculate all eigenvalue correlation functions of a random hermitian matrix in the large size limit, and after smoothing of the short scale oscillations. The property that the two-point function is…

This short note presents upper bounds of the expectations of the largest singular values/eigenvalues of various types of random tensors in the non-asymptotic sense. For a standard Gaussian tensor of size $n_1\times\cdots\times n_d$, it is…

Okamoto has obtained a sequence of $\tau$-functions for the \PVI system expressed as a double Wronskian determinant based on a solution of the Gauss hypergeometric equation. Starting with integral solutions of the Gauss hypergeometric…

We derive simple linear, inhomogeneous recurrences for the variance of the index by utilising the fact that the generating function for the distribution of the number of positive eigenvalues of a Gaussian unitary ensemble is a…

We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…

Let $G$ be an $N \times N$ real matrix whose entries are independent identically distributed standard normal random variables $G_{ij} \sim \mathcal{N}(0,1)$. The eigenvalues of such matrices are known to form a two-component system…

The eigenvalue density for members of the Gaussian orthogonal and unitary ensembles follows the Wigner semi-circle law. If the Gaussian entries are all shifted by a constant amount c/Sqrt(2N), where N is the size of the matrix, in the large…

We consider an inhomogeneous Erd\H{o}s-R\'enyi random graph $G_N$ with vertex set $[N] = \{1,\dots,N\}$ for which the pair of vertices $i,j \in [N]$, $i\neq j$, is connected by an edge with probability $r(\tfrac{i}{N},\tfrac{j}{N})$,…

We consider inhomogeneous Erd\H{o}s-R\'enyi graphs. We suppose that the maximal mean degree $d$ satisfies $d \ll \log n$. We characterize the asymptotic behavior of the $n^{1 - o(1)}$ largest eigenvalues of the adjacency matrix and its…

We analyse in a systematic way the occurrences of a remarkable structure in the theory of integrable probability that we call a ``max-independence structure'', when random variables are constructed as a maximum of a sequence of independent…

We study a certain random groeth model in two dimensions closely related to the one-dimensional totally asymmetric exclusion process. The results show that the shape fluctuations, appropriately scaled, converges in distribution to the…

Let $d\geq 3$ be fixed and $G$ be a large random $d$-regular graph on $n$ vertices. We show that if $n$ is large enough then the entry distribution of every almost eigenvector $v$ of $G$ (with entry sum 0 and normalized to have length…