Related papers: Random matrices and Laplacian growth
We observe that the distribution of the eigenvalues of an $N$-by-$N$ GUE random matrix is log-concave on $\mathbb{R}^N$, and that the same is true for the law of a single gap between two consecutive eigenvalues. We use this observation to…
We examine the adjacency matrices of three-regular graphs representing one-face maps. Numerical studies reveal that the limiting eigenvalue statistics of these matrices are the same as those of much larger, and more widely studied classes…
We study the spectral properties of a class of random matrices where the matrix elements depend exponentially on the distance between uniformly and randomly distributed points. This model arises naturally in various physical contexts, such…
The distribution of eigenvalues of N times N random matrices in the limit N to infinity is the solution to a variational principle that determines the ground state energy of a confined fluid of classical unit charges. This fact is a…
Building on the free-probability stochastic control framework introduced in arXiv:2502.17329, we connect optimal control problems for $n \times n$ random matrix ensembles with their infinite-dimensional, free-probability analogues. Under…
We consider the random matrix model with external source, in case where the potential V(x) is an even polynomial and the external source has two eigenvalues a, -a of equal multiplicity. We show that the limiting mean eigenvalue distribution…
Consider any random graph model where potential edges appear independently, with possibly different probabilities, and assume that the minimum expected degree is omega(ln n). We prove that the adjacency matrix and the Laplacian of that…
In this review paper we consider the polynuclear growth (PNG) model in one spatial dimension and its relation to random matrix ensembles. For curved and flat growth the scaling functions of the surface fluctuations coincide with limit…
We continue the study of the Hermitian random matrix ensemble with external source $\frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM$ where $A$ has two distinct eigenvalues $\pm a$ of equal multiplicity. This model exhibits a phase transition for…
We consider large random matrices with a general slowly decaying correlation among its entries. We prove universality of the local eigenvalue statistics and optimal local laws for the resolvent away from the spectral edges, generalizing the…
This paper studies the asymptotic behavior of eigenvalues of random abelian G-circulant matrices, that is, matrices whose structure is related to a finite abelian group G in a way that naturally generalizes the relationship between…
We study the asymptotic expansion in $n$ for the partition function of $\beta$ matrix models with real analytic potentials in the multi-cut regime up to the $O(n^{-1})$ terms. As a result, we find the limit of the generating functional of…
Motivated by the importance ascribed to correlations in random matrices used to model phenomena in various scientific disciplines, we report how algebraic correlations between matrix elements affect the eigenvalue statistics and spectral…
We develop a theory of multilevel distributions of eigenvalues which complements the Dyson's threefold $\beta=1,2,4$ approach corresponding to real/complex/quaternion matrices by $\beta=\infty$ point. Our central objects are G$\infty$E…
In this paper we consider random block matrices, which generalize the general beta ensembles, which were recently investigated by Dumitriu and Edelmann (2002, 2005). We demonstrate that the eigenvalues of these random matrices can be…
There has recently been interest in relating properties of matrices drawn at random from the classical compact groups to statistical characteristics of number-theoretical L-functions. One example is the relationship conjectured to hold…
We introduce a model for a growing random graph based on simultaneous reproduction of the vertices. The model can be thought of as a generalisation of the reproducing graphs of Southwell and Cannings and Bonato et al to allow for a random…
We derive exact analytic expressions for the distributions of eigenvalues and singular values for the product of an arbitrary number of independent rectangular Gaussian random matrices in the limit of large matrix dimensions. We show that…
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…
Building on previous work that provided analytical solutions to generalised matrix eigenvalue problems arising from numerical discretisations, this paper develops exact eigenvalues and eigenvectors for a broader class of $n$-dimensional…