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I review aspects of work done in collaboration with A. Zee and R. Scalettar \cite{fz1,fz2,fsz} on complex non-hermitean random matrices. I open by explaining why the bag of tools used regularly in analyzing hermitean random matrices cannot…
We consider the density of states of structured Hermitian random matrices with a variance profile. As the dimension tends to infinity the associated eigenvalue density can develop a singularity at the origin. The severity of this…
We consider the problem of finding the isolated common roots of a set of polynomial functions defining a zero-dimensional ideal I in a ring R of polynomials over C. Normal form algorithms provide an algebraic approach to solve this problem.…
The goal of this article is to study how much the eigenvalues of large Hermitian random matrices deviate from certain deterministic locations -- or in other words, to investigate optimal rigidity estimates for the eigenvalues. We do this in…
Spectral properties of Hermitian Toeplitz, Hankel, and Toeplitz-plus-Hankel random matrices with independent identically distributed entries are investigated. Combining numerical and analytic arguments it is demonstrated that spectral…
The model of heavy Wigner matrices generalizes the classical ensemble of Wigner matrices: the sub-diagonal entries are independent, identically distributed along to and out of the diagonal, and the moments its entries are of order 1/N,…
An exchangeable random matrix is a random matrix with distribution invariant under any permutation of the entries. For such random matrices, we show, as the dimension tends to infinity, that the empirical spectral distribution tends to the…
In this note, we define a Gaussian probability distribution over matrices. We prove some useful properties of this distribution, namely, the fact that marginalization, conditioning, and affine transformations preserve the matrix Gaussian…
Universality properties of the distribution of the generalized eigenvalues of a pencil of random Hankel matrices, arising in the solution of the exponential interpolation problem of a complex discrete stationary process, are proved under…
We consider large Hermitian matrices whose entries are defined by evaluating the exponential function along orbits of the skew-shift $\binom{j}{2} \omega+jy+x \mod 1$ for irrational $\omega$. We prove that the eigenvalue distribution of…
The spectral density of random matrices is studied through a quaternionic generalisation of the Green's function, which precisely describes the mean spectral density of a given matrix under a particular type of random perturbation. Exact…
We introduce the family of graphical Hermite simplices and study the Smith normal forms of their matrices of vertex vectors, which is equivalent to studying the group structure of the cokernels for these matrices. Our motivation is to study…
Nonnegative matrix factorization (NMF) has found many applications including topic modeling and document analysis. Hierarchical NMF (HNMF) variants are able to learn topics at various levels of granularity and illustrate their hierarchical…
Consider an n x n Hermitian random matrix with, above the diagonal, independent entries with alpha-stable symmetric distribution and 0 < alpha < 2. We establish new bounds on the rate of convergence of the empirical spectral distribution of…
In this paper we determine the asymptotic density of coprime fractions in those of the reduced fractions of number fields. When ordered by norms of denominators, we count a fraction as soon as it ``appears'' for the first time and no later.…
We compute the distribution of the number of negative eigenvalues (the index) for an ensemble of Gaussian random matrices, by means of the replica method. This calculation has important applications in the context of statistical mechanics…
The spectra of random feature matrices provide essential information on the conditioning of the linear system used in random feature regression problems and are thus connected to the consistency and generalization of random feature models.…
Hermitian operators with exact zero modes subject to non-Hermitian perturbations are considered. Specific focus is on the average distribution of the initial zero modes of the Hermitian operators. The broadening of these zero modes is found…
We study the rate of convergence of the empirical spectral distribution of products of independent non-Hermitian random matrices to the power of the Circular Law. The distance to the deterministic limit distribution will be measured in…
Given an integral indefinite binary Hermitian form f over an imaginary quadratic number field, we give a precise asymptotic equivalent to the number of nonequivalent representations, satisfying some congruence properties, of the rational…