Related papers: Orbit measures and interlaced determinantal point …

We study some connections between the random moment problem and the random matrix theory. A uniform draw in a space of moments can be lifted into the spectral probability measure of the pair (A,e) where A is a random matrix from a classical…

Statistical properties of eigenvectors in non-Hermitian random matrix ensembles are discussed, with an emphasis on correlations between left and right eigenvectors. Two approaches are described. One is an exact calculation for Ginibre's…

In the article we study properties of the random integral operator in $L_2(\mathbb{R})$ whose kernel is obtained as a convolution of Gaussian density with a stationary point process.

We examine properties of generic automorphisms of the random poset, with the goal of explicitly characterizing them. We associate to each automorphism an auxiliary first-order structure, consisting of the random poset equipped with an…

We study operators obtained by coupling an $n \times n$ random matrix from one of the Gaussian ensembles to the discrete Laplacian. We find the joint distribution of the eigenvalues and resonances of such operators. This is one of the…

We consider dynamically defined Hermitian matrices generated from orbits of the doubling map. We prove that their spectra fall into the GUE universality class from random matrix theory.

We compare the second adjoint and trivial Leibniz cohomology spaces of a Lie algebra to the usual ones by a very elementary approach. The comparison gives some conditions, which are easy to verify for a given Lie algebra, for deciding…

This paper deals with the asymptotic behavior of random oscillatory integrals in the presence of long-range dependence. As a byproduct, we solve the corrector problem in random homogenization of one-dimensional elliptic equations with…

Matrix pencils provide a robust method for finding simultaneous eigensystems of mutually commuting degenerate operators. In this paper, we utilize these techniques to investigate the quantum logical structures of the Peres-Mermin square and…

We consider the random matrix ensemble with an external source \[ \frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM \] defined on $n\times n$ Hermitian matrices, where $A$ is a diagonal matrix with only two eigenvalues $\pm a$ of equal…

We derive the limiting matrix kernels for the the Gaussian Orthogonal and Symplectic ensembles scaled at the edge, with proofs of convergence in the operator norms that assure convergence of the determinants.

We prove that the point process of the eigenvalues of real or complex non-Hermitian matrices $X$ with independent, identically distributed entries is hyperuniform: the variance of the number of eigenvalues in a subdomain $\Omega$ of the…

We survey interactions between the topology and the combinatorics of complex hyperplane arrangements. Without claiming to be exhaustive, we examine in this setting combinatorial aspects of fundamental groups, associated graded Lie algebras,…

We study determinantal point processes (DPP) through the lens of algebraic statistics. We count the critical points of the log-likelihood function, and we compute them for small models, thereby disproving a conjecture of Brunel, Moitra,…

We give a simple derivation of all $n$-point densities for the eigenvalues of the real Ginibre ensemble with even dimension $N$ as quaternion determinants. A very simple symplectic kernel governs both, the real and complex correlations.…

Tracy and Widom showed that fundamentally important kernels in random matrix theory arise from differential equations with rational coefficients. More generally, this paper considers symmetric Hamiltonian systems abd determines the…

This note gives an explicit description of conditional measures for the determinantal point process with the Bergman kernel.

This paper studies a number of matrix models of size n and the associated Markov chains for the eigenvalues of the models for consecutive n's. They are consecutive principal minors for two of the models, GUE with external source and the…

From a group action on a space, define a variant of the configuration space by insisting that no two points inhabit the same orbit. When the action is almost free, this "orbit configuration space" is the complement of an arrangement of…

For a large class of quantum systems the statistical properties of their spectrum show remarkable agreement with random matrix predictions. Recent advances show that the scope of random matrix theory is much wider. In this work, we show…