Related papers: The Ginibre ensemble and Gaussian analytic functio…
This article describes a purely analytic approach to urn models of the generalized or extended P\'olya-Eggenberger type, in the case of two types of balls and constant ``balance,'' that is, constant row sum. The treatment starts from a…
We show that the limiting eigenvalue density of the product of n identically distributed random matrices from an isotropic unitary ensemble (IUE) is equal to the eigenvalue density of n-th power of a single matrix from this ensemble, in the…
We establish a few properties of eigenvalues and eigenvectors of the quaternionic Ginibre ensemble (QGE), analogous to what is known in the complex Ginibre case. We first recover a version of Kostlan's theorem that was already noticed by…
Let $\xi_0,\xi_1,\ldots$ be independent identically distributed complex- valued random variables such that $\mathbb{E}\log(1+|\xi _0|)<\infty$. We consider random analytic functions of the form…
We investigate the characteristic polynomials of the Gaussian $\beta$-ensemble for general $\beta>0$ through its transfer matrix recurrence. We show that the rescaled characteristic polynomial converges to a random entire function in a…
We solve the problem of resonance statistics in systems with broken time-reversal invariance by deriving the joint probability density of all resonances in the framework of a random matrix approach and calculating explicitly all n-point…
We study the Gaussian hermitian random matrix ensemble with an external matrix which has an arbitrary number of eigenvalues with arbitrary multiplicity. We compute the limiting eigenvalues correlations when the size of the matrix goes to…
We calculate a general spectral correlation function of products and ratios of characteristic polynomials for a $N\times N$ random matrix taken from the chiral Gaussian Unitary Ensemble (chGUE). Our derivation is based upon finding an…
Statistical properties of eigenvectors in non-Hermitian random matrix ensembles are discussed, with an emphasis on correlations between left and right eigenvectors. Two approaches are described. One is an exact calculation for Ginibre's…
Products and sums of random matrices have seen a rapid development in the past decade due to various analytical techniques available. Two of these are the harmonic analysis approach and the concept of polynomial ensembles. Very recently, it…
We consider systems of interacting Generalized Friedman's Urns (GFUs) having irreducible mean replacement matrices. The interaction is modeled through the probability to sample the colors from each urn, that is defined as convex combination…
Very recently we have shown that the spherical transform is a convenient tool for studying the relation between the joint density of the singular values and that of the eigenvalues for bi-unitarily invariant random matrices. In the present…
We consider the complex eigenvalues of the induced spherical Ginibre ensemble with symplectic symmetry and establish the local universality of these point processes along the real axis. We derive scaling limits of all correlation functions…
We consider the asymptotic local behavior of the second correlation functions of the characteristic polynomials of a certain class of Gaussian $N\times N$ non-Hermitian random band matrices with a bandwidth $W$. Given $W,N\to\infty$, we…
We consider the symplectic induced Ginibre process, which is a Pfaffian point process on the plane. Let $N$ be the number of points. We focus on the almost-circular regime where most of the points lie in a thin annulus $\mathcal{S}_{N}$ of…
The elliptic Ginibre ensemble of complex non-Hermitian random matrices allows to interpolate between the rotational invariant Ginibre ensemble and the Gaussian unitary ensemble of Hermitian random matrices. It corresponds to a…
This work identifies a solvable (in the sense that spectral correlation functions can be expressed in terms of orthogonal polynomials), rotationally invariant random matrix ensemble with a logarithmic weakly confining potential. The…
An elementary derivation of the Borodin-Sinclair-Forrester-Nagao Pfaffian point process, which characterises the law of real eigenvalues for the real Ginibre ensemble in the large matrix size limit, uses the averages of products of…
A quantum statistical system with energy dissipation is studied. Its statisitics is governed by random complex-valued non-Hermitean Hamiltonians belonging to complex Ginibre ensemble. The eigenenergies are shown to form stable structure in…
We consider powers of the absolute value of the characteristic polynomial of Haar distributed random orthogonal or symplectic matrices, as well as powers of the exponential of its argument, as a random measure on the unit circle minus small…