Related papers: Random normal matrices and Ward identities
Let $\FF$ be an arbitrary field and $(\bm{G}_{n,d/n})_n$ be a sequence of sparse weighted Erd\H{o}s-R\'enyi random graphs on $n$ vertices with edge probability $d/n$, where weights from $\FF \setminus\{0\}$ are assigned to the edges…
We consider the stochastic ranking process with space-time dependent unbounded jump rates for the particles. We prove that the joint empirical distribution of jump rate and scaled position converges almost surely to a deterministic…
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…
Consider the sum of $d$ many i.i.d. random permutation matrices on $n$ labels along with their transposes. The resulting matrix is the adjacency matrix of a random regular (multi)-graph of degree $2d$ on $n$ vertices. It is known that the…
The study deals with a minimal energy problem in the presence of an external field over noncompact classes of vector measures of infinite dimension in a locally compact space. The components are positive measures (charges) satisfying…
The Tracy-Widom distributions are among the most famous laws in probability theory, partly due to their connection with Wigner matrices. In particular, for $A=\frac{1}{\sqrt{n}}(a_{ij})_{1 \leq i,j \leq n} \in \mathbb{R}^{n \times n}$…
We consider real symmetric or complex hermitian random matrices with correlated entries. We prove local laws for the resolvent and universality of the local eigenvalue statistics in the bulk of the spectrum. The correlations have fast decay…
We derive the non-equilibrium fluctuations of one-dimensional symmetric simple exclusion processes in contact with slowed stochastic reservoirs which are regulated by a factor $n^{-\theta}$. Depending on the range of $\theta$ we obtain…
We investigate the problem of approximate Bayesian inference for a general class of observation models by means of the expectation propagation (EP) framework for large systems under some statistical assumptions. Our approach tries to…
Let $A$ be a matrix whose columns $X_1,\dots, X_N$ are independent random vectors in $\mathbb{R}^n$. Assume that the tails of the 1-dimensional marginals decay as $\mathbb{P}(|\langle X_i, a\rangle|\geq t)\leq t^{-p}$ uniformly in $a\in…
Random Matrix Theory is a powerful tool in applied mathematics. Three canonical models of random matrix distributions are the Gaussian Orthogonal, Unitary and Symplectic Ensembles. For matrix ensembles defined on k-fold tensor products of…
We study fluctuations in the number of zeros of random analytic functions given by a Taylor series whose coefficients are independent complex Gaussians. When the functions are entire, we find sharp bounds for the asymptotic growth rate of…
In this note we prove the complete stability of the classical fluctuation modes of the rotating ellipsoidal membrane. The analysis is carried out in the full SU(N) setting, with the conclusion that the fluctuation matrix has only positive…
We consider a symmetric matrix-valued Gaussian process $Y^{(n)}=(Y^{(n)}(t);t\ge0)$ and its empirical spectral measure process $\mu^{(n)}=(\mu_{t}^{(n)};t\ge0)$. Under some mild conditions on the covariance function of $Y^{(n)}$, we find an…
A new approximation scheme for nonperturbative renormalisation group equations for quantum gravity is introduced. Correlation functions of arbitrarily high order can be studied by resolving the full dependence of the renormalisation group…
Statistical fluctuations in the eigenvalues of the scattering, impedance and admittance matrices of 2-Port wave-chaotic systems are studied experimentally using a chaotic microwave cavity. These fluctuations are universal in that their…
For a sufficiently nice 2 dimensional shape, we define its approximating matrix (or patterned matrix) as a random matrix with iid entries arranged according to a given pattern. For large approximating matrices, we observe that the…
We discuss the gravitational Higgs mechanism in domain wall background solutions that arise in the theory of 5-dimensional Einstein-Hilbert gravity coupled to a scalar field with a non-trivial potential. The scalar fluctuations in such…
We show that the linear statistics of eigenvalues of circulant matrix obey the Gaussian central limit theorem for a large class of input sequences.
We present several refinements on the fluctuations of sequences of random vectors (with values in the Euclidean space $\mathbb{R}^d$) which converge after normalization to a multidimensional Gaussian distribution. More precisely we refine…