Related papers: Local universality of repulsive particle systems a…

One object of interest in random matrix theory is a family of point ensembles (random point configurations) related to various systems of classical orthogonal polynomials. The paper deals with a one--parametric deformation of these…

We study statistical properties of a class of band random matrices which naturally appears in systems of interacting particles. The local spectral density is shown to follow the Breit-Wigner distribution in both localized and delocalized…

We study unitary random matrix ensembles in the critical regime where a new cut arises away from the original spectrum. We perform a double scaling limit where the size of the matrices tends to infinity, but in such a way that only a…

For a large class of quantum systems the statistical properties of their spectrum show remarkable agreement with random matrix predictions. Recent advances show that the scope of random matrix theory is much wider. In this work, we show…

We derive the large distance asymptotics of the Fredholm determinant of the so-called generalised sine kernel at the critical point. This kernel corresponds to a generalisation of the pure sine kernel arising in the theory of random…

Spectral correlations in unitary invariant, non-Gaussian ensembles of large random matrices possessing an eigenvalue gap are studied within the framework of the orthogonal polynomial technique. Both local and global characteristics of…

We consider determinantal point processes on a compact complex manifold X in the limit of many particles. The correlation kernels of the processes are the Bergman kernels associated to a a high power of a given Hermitian holomorphic line…

We show that heterogeneity in self-propulsion speed can lead to the emergence of a robust effective short-range repulsion among active particles interacting via long-range attractive potentials. Using the example of harmonically coupled…

We calculate eigenvector statistics in an ensemble of non-Hermitian matrices describing open quantum systems [F. Haake et al., Z. Phys. B 88, 359 (1992)] in the limit of large matrix size. We show that ensemble-averaged eigenvector…

We study some properties of eigenvalue spectra of financial correlation matrices. In particular, we investigate the nature of the large eigenvalue bulks which are observed empirically, and which have often been regarded as a consequence of…

We investigate singular value statistics for products of independent rectangular complex Ginibre matrices. When the rectangularity parameters of the matrices converge to a common limit in the asymptotic regime, the limiting spectral density…

In this paper, we consider the universality of the local eigenvalue statistics of random matrices. Our main result shows that these statistics are determined by the first four moments of the distribution of the entries. As a consequence, we…

We prove that the local eigenvalue statistics in the bulk for complex random matrices with independent entries whose $r$-th absolute moment decays as $N^{-1-(r-2)\epsilon}$ for some $\epsilon>0$ are universal. This includes sparse matrices…

We continue investigating spectral properties of a Hermitised random matrix product, which, contrary to previous product ensembles, allows for eigenvalues on the full real line. When a GUE matrix with an external source is involved, we…

We investigate the universality of microscopic eigenvalue correlations for Random Matrix Theories with the global symmetries of the QCD partition function. In this article we analyze the case of real valued chiral Random Matrix Theories…

We present a solution to a problem suggested by Philippe Biane: We prove that a certain Plancherel-type probability distribution on partitions converges, as partitions get large, to a new determinantal random point process on the set…

The goal of these expository notes is to give an introduction to random matrices for non-specialist of this topic focusing on the link between random matrices and systems of particles in interaction. We first recall some general results…

We study a system of self-propelled particles which interact with their neighbors via alignment and repulsion. The particle velocities result from self-propulsion and repulsion by close neighbors. The direction of self-propulsion is…

We develop a unified approach to universality of local scaling limits for eigenvalues of random normal matrices, or equivalently for planar Coulomb gases at inverse temperature $\beta=2$. The approach is direct in that it does not rely on…

Local non-Hermitian (NH) quantum systems generically exhibit breakdown of Lieb-Robinson (LR) bounds, motivating study of whether new locality measures might shed light not seen by existing measures. In this paper we extend the standard…