Related papers: On bilinear forms based on the resolvent of large …
Normalized eigenvalue counting measure of the sum of two Hermitian (or real symmetric) matrices $A_{n}$ and $B_{n}$ rotated independently with respect to each other by the random unitary (or orthogonal) Haar distributed matrix $U_{n}$ (i.e.…
We study unitary random matrix ensembles in the critical case where the limiting mean eigenvalue density vanishes quadratically at an interior point of the support. We establish universality of the limits of the eigenvalue correlation…
Various ensembles of random matrices with independent entries are analyzed by the replica formalism in the large-N limit. A result on the Laplacian random matrix with Wigner-rescaling is generalized to arbitrary probability distribution.
Let $V$ be a vector space of rectangular $n\times k$ matrices annihilating the Cullis' determinant. We show that $\dim(V) \le (n-1)k$, extending Dieudonn{\'{e}}'s result on the dimension of vector spaces of square matrices annihilating the…
In this paper, we consider the singular values and singular vectors of finite, low rank perturbations of large rectangular random matrices. Specifically, we prove almost sure convergence of the extreme singular values and appropriate…
We study the Diophantine equation of type $U_n(x)=V_m(y)$, where $(U_n)_{n\geq 0}$ and $(V_m)_{m\geq 0}$ are polynomial power sums defined over a number field $K$. By applying the finiteness criterion of Bilu and Tichy, we show under…
The two-dimensional Ising model is studied at the boundary of a half-infinite cylinder. The three regular lattices (square, triangular and hexagonal) and the three regimes (sub-, super- and critical) are discussed. The probability of having…
We consider $n\times n$ real symmetric and Hermitian Wigner random matrices $n^{-1/2}W$ with independent (modulo symmetry condition) entries and the (null) sample covariance matrices $n^{-1}X^*X$ with independent entries of $m\times n$…
We show that if the non Gaussian part of the cumulants of a random matrix model obey some scaling bounds in the size of the matrix, then Wigner's semicircle law holds. This result is derived using the replica technique and an analogue of…
This note presents some central limit theorems for the eigenvalue counting function of Wigner matrices in the form of suitable translations of results by Gustavsson and O'Rourke on the limiting behavior of eigenvalues inside the bulk of the…
Consider Ginibre's ensemble of $N \times N$ non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance $\frac{1}{N}$. As $N \uparrow \infty$ the normalized counting measure of the…
The aim of this paper is to give fine asymptotics for random variables with moments of Gamma type. Among the examples we consider are random determinants of Laguerre and Jacobi beta ensembles with varying dimensions (the number of observed…
We investigate the asymptotic behavior of the eigenvalues of the sum A+U*BU, where A and B are deterministic N by N Hermitian matrices having respective limiting compactly supported distributions \mu, \nu, and U is a random N by N unitary…
In recent years the complex Langevin method (CLM) has proven a powerful method in studying statistical systems which suffer from the sign problem. Here we show that it can also be applied to an important problem concerning why we live in…
The paper proves several limit theorems for linear eigenvalue statistics of overlapping Wigner and sample covariance matrices. It is shown that the covariance of the limiting multivariate Gaussian distribution is diagonalized by choosing…
This is a review of the Riemann-Hilbert approach to the large $N$ asymptotics in random matrix models and its applications. We discuss the following topics: random matrix models and orthogonal polynomials, the Riemann-Hilbert approach to…
This paper investigates limiting properties of eigenvalues of multivariate sample spatial-sign covariance matrices when both the number of variables and the sample size grow to infinity. The underlying p-variate populations are general…
Let $f\colon X\to\mathbb{A}^1_k$ be a morphism from a smooth variety to an affine line with an isolated singular point. For such a singularity, we have two invariants. One is a non-degenerate symmetric bilinear form (de Rham), and the other…
We prove two universality results for random tensors of arbitrary rank D. We first prove that a random tensor whose entries are N^D independent, identically distributed, complex random variables converges in distribution in the large N…
Given $n,m\in \mathbb{N}$, we study two classes of large random matrices of the form $$ \mathcal{L}_n =\sum_{\alpha=1}^m\xi_\alpha \mathbf{y}_\alpha \mathbf{y}_\alpha ^T\quad\text{and}\quad \mathcal{A}_n =\sum_{\alpha =1}^m\xi_\alpha…