Related papers: The numerical measure of a complex matrix

We consider the empirical eigenvalue distribution of an $m\times m$ principal submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. For $n$ and $m$ large with $\frac{m}{n}=\alpha$, the empirical spectral…

The study of the dynamics of an holomorphic map near a fixed point is a central topic in complex dynamical systems. In this paper we will consider the corresponding random setting: given a probability measure $\nu$ with compact support on…

The free convolution is the binary operation on the set of probability measures on the real line which allows to deduce, from the individual spectral distributions, the spectral distribution of a sum of independent unitarily invariant…

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…

Given a Radon probability measure $\mu$ supported in $\mathbb{R}^d$, we are interested in those points $x$ around which the measure is concentrated infinitely many times on thin annuli centered at $x$. Depending on the lower and upper…

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…

For a large Hermitian matrix $A\in \mathbb{C}^{N\times N}$, it is often the case that the only affordable operation is matrix-vector multiplication. In such case, randomized method is a powerful way to estimate the spectral density (or…

We consider the moment space $\mathcal{M}_n$ corresponding to $p \times p$ real or complex matrix measures defined on the interval $[0,1]$. The asymptotic properties of the first $k$ components of a uniformly distributed vector $(S_{1,n},…

This paper is centred on the spectral study of a Random Fourier matrix, that is an $n\times n$ matrix $A$ whose $(j, k)$ entries are $\exp(2i\pi m X_jY_k)$, with $X_j$ and $Y_k$ two i.i.d sequences of random variables and $1\leq m\leq n$ is…

Ascertaining the physical state of a system is vital in order to understand and predict its behaviour. Tomography is a standard approach used to determine the form of an unknown state. Here we show that an alternative approach, based on…

We construct explicit invariant measures for a family of infinite products of random, independent, identically-distributed elements of SL(2,C). The matrices in the product are such that one entry is gamma-distributed along a ray in the…

A sofic measure is the image of a Markov probability measure by a continuous morphism, and can be represented by means of products of matrices $A_n$ that belong to a finite set of nonnegative matrices. To prove that the multifractal…

We generalize some previous results on random polynomials in several complex variables. A standard setting is to consider random polynomials $H_n(z):=\sum_{j=1}^{m_n} a_jp_j(z)$ that are linear combinations of basis polynomials $\{p_j\}$…

We consider an ensemble of large non-Hermitian random matrices of the form $\hat{H}+i\hat{A}_s$, where $\hat{H}$ and $\hat{A}_s$ are Hermitian statistically independent random $N\times N$ matrices. We demonstrate the existence of a new…

We consider a stochastic process in which independent identically distributed random matrices are multiplied and where the Lyapunov exponent of the product is positive. We continue multiplying the random matrices as long as the norm,…

We study the regularity of densities of distributions that are polynomial images of the standard Gaussian measure on $\mathbb{R}^n$. We assume that the degree of a polynomial is fixed and that each variable enters to a power bounded by…

We consider the roots of uniformly chosen complex and real reciprocal polynomials of degree $N$ whose Mahler measure is bounded by a constant. After a change of variables this reduces to a generalization of Ginibre's complex and real…

For each $n$, let $A_n=(\sigma_{ij})$ be an $n\times n$ deterministic matrix and let $X_n=(X_{ij})$ be an $n\times n$ random matrix with i.i.d. centered entries of unit variance. We study the asymptotic behavior of the empirical spectral…

Let $ T\colon[0,1]^d\to [0,1]^d $ be a piecewise expanding map with an absolutely continuous invariant measure $ \mu $. Let $ \{H_n\} $ be a sequence of hyperrectangles or hyperboloids centered at the origin. Denote by $ \mathcal R(\{H_n\})…

Ensembles of complex symmetric, and complex self dual random matrices are known to exhibit local statistical properties distinct from those of the non-Hermitian Ginibre ensembles. On the other hand, in distinction to the latter, the joint…