Related papers: Tracy-Widom GUE law and symplectic invariants
We prove a concentration phenomenon on the empirical eigenvalue distribution (EED) of the principal submatrix in a random hermitian matrix whose distribution is invariant under unitary conjugacy; for example, this class includes GUE…
Inter-relations between random matrix ensembles with different symmetry types provide inter-relations between generating functions for the gap probabilites at the spectrum edge. Combining these in the scaled limit with the exact evaluation…
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 consider the sum of two large Hermitian matrices $A$ and $B$ with a Haar unitary conjugation bringing them into a general relative position. We prove that the eigenvalue density on the scale slightly above the local eigenvalue spacing is…
We develop a new method for deriving local laws for a large class of random matrices. It is applicable to many matrix models built from sums and products of deterministic or independent random matrices. In particular, it may be used to…
Although the spectra of random networks have been studied for a long time, the influence of network topology on the dense limit of network spectra remains poorly understood. By considering the configuration model of networks with four…
What is the connection of random matrices with integrable systems? Is this connection really useful? Introducing apprpriate times in the distribution of the ensemble of matrices, one shows that the corresponding distribution of the…
McKay proved that the limiting spectral measures of the ensembles of $d$-regular graphs with $N$ vertices converge to Kesten's measure as $N\to\infty$. In this paper we explore the case of weighted graphs. More precisely, given a large…
We construct approximate transport maps for perturbative several-matrix models. As a consequence, we deduce that local statistics have the same asymptotic as in the case of independent GUE or GOE matrices, i.e., they are given by the…
We prove universality of local eigenvalue statistics in the bulk of the spectrum for orthogonal invariant matrix models with real analytic potentials with one interval limiting spectrum. Our starting point is the Tracy-Widom formula for the…
After proper rescaling and under some technical assumptions, the smallest eigenvalue of a sample covariance matrix with aspect ratio bounded away from 1 converges to the Tracy--Widom distribution. This complements the results on the largest…
The distribution of the largest eigenvalue for the three classical unitary ensembles -- GUE, LUE, and JUE -- admits two complementary exact descriptions: (i) as Fredholm determinants of their orthogonal polynomial correlation kernels and…
We study the asymptotic distribution of the eigenvalues of random Hermitian periodic band matrices, focusing on the spectral edges. The eigenvalues close to the edges converge in distribution to the Airy point process if (and only if) the…
The large-matrix limit laws of the rescaled largest eigenvalue of the orthogonal, unitary, and symplectic $n$-dimensional Gaussian ensembles -- and of the corresponding Laguerre ensembles (Wishart distributions) for various regimes of the…
By applying the Faddeev-Jackiw symplectic approach we systematically show that both the local gauge symmetry and the constraint structure of topologically massive gravity with a cosmological constant $\Lambda$, elegantly encoded in the…
We studied the universality of Wishart ensembles whose covariance matrix has 2 distinct eigenvalues. We studied the asymptotic limit when the number of both eigenvalues goes to infinity and obtained universality results. In this case, the…
Gromov-Witten invariants of a symplectic manifold are a count of holomorphic curves. We describe a formula expressing the GW invariants of a symplectic sum $X# Y$ in terms of the relative GW invariants of $X$ and $Y$. This formula has…
We consider the empirical eigenvalue distribution of random real symmetric matrices with stochastically independent skew-diagonals and study its limit if the matrix size tends to infinity. We allow correlations between entries on the same…
Associated to two given sequences of eigenvalues $\lambda_1 \geq \dots \geq \lambda_n$ and $\mu_1 \geq \dots \geq \mu_n$ is a natural polytope, the polytope of augmented hives with the specified boundary data, which is associated to sums of…
A law of the iterated logarithm is established for the last passage times of directed percolation on rectangles in the plane over exponential or geometric independent random variables, rescaled to converge to the Tracy-Widom distribution.…