Related papers: Random permutation matrices under the generalized …
We consider ensembles of real symmetric band matrices with entries drawn from an infinite sequence of exchangeable random variables, as far as the symmetry of the matrices permits. In general the entries of the upper triangular parts of…
We consider the single eigenvalue fluctuations of random matrices of general Wigner-type, under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove that the asymptotic fluctuations of a single eigenvalue…
Let the term $k$-representation refer to the permutation representations of the symmetric group $\mathfrak{S}_n$ on $k$-tuples and $k$-subsets as well as the $S^{(n-k,1^k)}$ irreducible representation of $\mathfrak{S}_n$. Endow…
We construct a very general family of characteristic functions describing Random Matrix Ensembles (RME) having a global unitary invariance, and containing an arbitrary, one-variable probability measure which we characterize by a `spread…
There has been significant interest in studying the asymptotics of certain generalised moments, called the moments of moments, of characteristic polynomials of random Haar-distributed unitary and symplectic matrices, as the matrix size $N$…
A variety of estimators for the parameters of the Generalized Pareto distribution, the approximating distribution for excesses over a high threshold, have been proposed, always assuming the underlying data to be independent. We recently…
We generally study the density of eigenvalues in unitary ensembles of random matrices from the recurrence coefficients with regularly varying conditions for the orthogonal polynomials. First we calculate directly the moments of the density.…
We investigate the asymptotic behaviour of the second-order correlation function of the characteristic polynomial of a Hermitian Wigner matrix at the edge of the spectrum. We show that the suitably rescaled second-order correlation function…
In considering evolution of transcribed regions, regulatory modules, and other genomic loci of interest, we are often faced with a situation in which the number of allelic states greatly exceeds the population size. In this limit, the…
The class of norm-dependent Random Matrix Ensembles is studied in the presence of an external field. The probability density in those ensembles depends on the trace of the squared random matrices, but is otherwise arbitrary. An exact…
We present a Gaussian ensemble of random cyclic matrices on the real field and study their spectral fluctuations. These cyclic matrices are shown to be pseudo-symmetric with respect to generalized parity. We calculate the joint probability…
We introduce and carefully study a natural probability measure over the numerical range of a complex matrix $A \in M_n(\C)$. This numerical measure $\mu_A$ can be defined as the law of the random variable $<AX,X> \in \C$ when the vector $X…
Permutation entropy has become a standard tool for time series analysis that exploits the temporal properties of these data sets. Many current applications use an approach based on Shannon entropy, which implicitly assumes an underlying…
Starting from Montgomery's conjecture, there has been a substantial interest on the connections of random matrix theory and the theory of L-functions. In particular, moments of characteristic polynomials of random matrices have been…
The paper is concerned with the correlation functions of the characteristic polynomials of random matrices with independent complex entries. We investigate how the asymptotic behavior of the correlation functions depends on the second…
We study asymptotic infinitesimal distributions of Gaussian Unitary Ensembles with permuted entries. We show that for random uniform permutations, the asymptotically permuted GUE matrix has a null infinitesimal distribution. Moreover, we…
We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…
We numerically analyze the spectral statistics of the multiparametric Gaussian ensembles of complex matrices with zero mean and variances with different decay routes away from the diagonals. As the latter mimics different degree of…
We discuss universality in random matrix theory and in the study of Hamiltonian partial differential equations. We focus on universality of critical behavior and we compare results in unitary random matrix ensembles with their counterparts…
We give an asymptotic formula for the $2k$th moment of a sum of multiplicative Steinhaus variables. This was recently computed independently by Harper, Nikeghbali and Radziwi\l\l. We also compute the $2k$th moment of a truncated…