Related papers: On bilinear forms based on the resolvent of large …

Nowadays, strict finite size effects must be taken into account in condensed matter problems when treated through models based on lattices or graphs. On the other hand, the cases of directed bonds or links are known as highly relevant, in…

We consider a dilute version of the Wigner ensemble of nxn random matrices $H$ and study the asymptotic behavior of their moments $M_{2s}$ in the limit of infinite $n$, $s$ and $\rho$, where $\rho$ is the dilution parameter. We show that in…

It is shown that the correlation functions of the random variables $\det(\lambda - X)$, in which $X$ is a real symmetric $ N\times N$ random matrix, exhibit universal local statistics in the large $N$ limit. The derivation relies on an…

For a given finite set $\Sigma$ of matrices with nonnegative integer entries we study the growth of $$ \max_t(\Sigma) = \max\{\|A_{1}... A_{t}\|: A_i \in \Sigma\}.$$ We show how to determine in polynomial time whether the growth with $t$ is…

Assume a finite set of complex random variables form a determinantal point process, we obtain a theorem on the limit of the empirical distribution of these random variables. The result is applied to %We study the limits of the empirical…

A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…

One of the great miracles of random matrix theory is that, in the $N \to \infty$ limit, many otherwise intractable matrix problems with horrendously complicated finite-$N$ expressions admit remarkably simple and elegant asymptotic…

Consider a $N\times n$ random matrix $Z_n=(Z^n_{j_1 j_2})$ where the individual entries are a realization of a properly rescaled stationary gaussian random field. The purpose of this article is to study the limiting empirical distribution…

Let $\a$ be a real-valued random variable of mean zero and variance 1. Let $M_n(\a)$ denote the $n \times n$ random matrix whose entries are iid copies of $\a$ and $\sigma_n(M_n(\a))$ denote the least singular value of $M_n(\a)$.…

In this article we show the existence of limiting spectral distribution of a symmetric random matrix whose entries come from a stationary Gaussian process with covariances satisfying a summability condition. We provide an explicit…

This article studies the Gram random matrix model $G=\frac1T\Sigma^{\rm T}\Sigma$, $\Sigma=\sigma(WX)$, classically found in the analysis of random feature maps and random neural networks, where $X=[x_1,\ldots,x_T]\in{\mathbb R}^{p\times…

We apply the method of determinants to study the distribution of the largest singular values of large $ m \times n $ real rectangular random matrices with independent Cauchy entries. We show that statistical properties of the (rescaled by a…

Let $(Q,\sigma)$ be a symmetric quiver, where $Q=(Q_0,Q_1)$ is a finite quiver without oriented cycles and $\sigma$ is a contravariant involution on $Q_0\sqcup Q_1$. The involution allows us to define a nondegenerate bilinear form $<,>$ on…

We study sample covariance matrices arising from rectangular random matrices with i.i.d. columns. It was previously known that the resolvent of these matrices admits a deterministic equivalent when the spectral parameter stays bounded away…

It is a classical result of Wigner that for an hermitian matrix with independent entries on and above the diagonal, the mean empirical eigenvalue distribution converges weakly to the semicircle law as matrix size tends to infinity. In this…

Consider a $N\times n$ random matrix $Y_n=(Y_{ij}^{n})$ where the entries are given by $Y_{ij}^{n}=\frac{\sigma(i/N,j/n)}{\sqrt{n}} X_{ij}^{n}$, the $X_{ij}^{n}$ being centered i.i.d. and $\sigma:[0,1]^2 \to (0,\infty)$ being a continuous…

A fundamental problem in computational algebraic geometry is the computation of the resultant. A central question is when and how to compute it as the determinant of a matrix. whose elements are the coefficients of the input polynomials…

For fixed $m>1$, we consider $m$ independent $n \times n$ non-Hermitian random matrices $X_1, ..., X_m$ with i.i.d. centered entries with a finite $(2+\eta)$-th moment, $ \eta>0.$ As $n$ tends to infinity, we show that the empirical…

We give a method for taking microscopic limits of normal matrix ensembles. We apply this method to study the behaviour near certain types of singular points on the boundary of the droplet. Our investigation includes ensembles without…

A generalized Wigner matrix perturbed by a finite-rank deterministic matrix is considered. The fluctuations of the largest eigenvalues, which emerge outside the bulk of the spectrum, and the corresponding eigenvectors, are studied. Under…