Related papers: Universality in the two matrix model with a monomi…
We prove that the local eigenvalue statistics of real symmetric Wigner-type matrices near the cusp points of the eigenvalue density are universal. Together with the companion paper [arXiv:1809.03971], which proves the same result for the…
Recently we introduced a family of $U(N)$ invariant Random Matrix Ensembles which is characterized by a parameter $\lambda$ describing logarithmic soft-confinement potentials $V(H) \sim [\ln H]^{(1+\lambda)} \:(\lambda>0$). We showed that…
Sample covariance matrices from multi-population typically exhibit several large spiked eigenvalues, which stem from differences between population means and are crucial for inference on the underlying data structure. This paper…
The two-matrix model is defined on pairs of Hermitian matrices $(M_1,M_2)$ of size $n\times n$ by the probability measure $$\frac{1}{Z_n} \exp\left(\textrm{Tr} (-V(M_1)-W(M_2)+\tau M_1M_2)\right)\ dM_1\ dM_2, $$ where $V$ and $W$ are given…
We prove quadratic eigenvalue perturbation bounds for generalized Hermitian eigenvalue problems. The bounds are proportional to the square of the norm of the perturbation matrices divided by the gap between the spectrums. Using the results…
Universality of eigenvalue spacings is one of the basic characteristics of random matrices. We give the precise meaning of universality and discuss the standard universality classes (sine, Airy, Bessel) and their appearance in unitary,…
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…
Explicit representations of the eigenvalues of the peridynamic operator have been recently derived in [5]. These representations are given in terms of generalized hypergeometric functions. Asymptotic analysis of the hypergeometric functions…
We quantify the subcriticality of the bilaplacian in dimensions greater than four by providing explicit repulsivity/smallness conditions on complex additive perturbations under which the spectrum remains stable. Our assumptions cover…
We compute all massive partition functions or characteristic polynomials and their complex eigenvalue correlation functions for non-Hermitean extensions of the symplectic and chiral symplectic ensemble of random matrices. Our results are…
The microscopic correlation functions of non-chiral random matrix models with complex eigenvalues are analyzed for a wide class of non-Gaussian measures. In the large-N limit of weak non-Hermiticity, where N is the size of the complex…
In this review we summarise recent results for the complex eigenvalues and singular values of finite products of finite size random matrices, their correlation functions and asymptotic limits. The matrices in the product are taken from…
We prove universality at the edge of the spectrum for unitary (beta=2), orthogonal (beta=1) and symplectic (beta=4) ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial,…
We study the spectral properties of infinitely smooth multivariate kernel matrices when the nodes form a single cluster. We show that the geometry of the nodes plays an important role in the scaling of the eigenvalues of these kernel…
In this paper we show the existence of two principal eigenvalues associated to general non-convex fully nonlinear elliptic operators with Neumann boundary conditions in a bounded $C^2$ domain. We study these objects and we establish some of…
The correlation functions of the multi-arc complex matrix model are shown to be universal for any finite number of arcs. The universality classes are characterized by the support of the eigenvalue density and are conjectured to fall into…
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…
We study the asymptotic eigenvalue distribution of Toeplitz matrices generated by a singular symbol. It has been conjectured by Widom that, for a generic symbol, the eigenvalues converge to the image of the symbol. In this paper we ask how…
We provide several inequalities between eigenvalues of some classical eigenvalue problems on domains with $C^2$ boundary in complete Riemannian manifolds. A key tool in the proof is the generalized Rellich identity on a Riemannian manifold.…
We give a proof of universality in the bulk of spectrum of unitary matrix models, assuming that the potential is globally $C^{2}$ and locally $C^{3}$ function. The proof is based on the determinant formulas for correlation functions in…