Related papers: Random matrices and the average topology of the in…

We give an exact formula for the value of the derivative at zero of the gap probability in finite n x n Gaussian ensembles. As n goes to infinity our computation provides an asymptotic (with an explicit constant) of the order n^(1/2). As a…

We study homological properties of random quadratic monomial ideals in a polynomial ring $R = {\mathbb K}[x_1, \dots x_n]$, utilizing methods from the Erd\"{o}s-R\'{e}nyi model of random graphs. Here for a graph $G \sim G(n, p)$ we consider…

We study the asymptotic laws for the number, Betti numbers, and isotopy classes of connected components of zero sets of real Gaussian random fields, where the random zero sets almost surely consist of submanifolds of codimension greater…

These lectures provide an informal introduction into the notions and tools used to analyze statistical properties of eigenvalues of large random Hermitian matrices. After developing the general machinery of orthogonal polynomial method, we…

Many models for chaotic systems consist of joining two integrable systems with incompatible constants of motion. The quantum counterparts of such models have a propagator which factorizes into two integrable parts. Each part can be…

We study solutions of a quadratic matrix equation arising in Riemannian geometry. Let $S$ be a real symmetric $n\times n$-matrix with zeros on the diagonal and let $\theta$ be a real number. We construct nonzero solutions $(S,\theta)$ of…

We use random matrix theory to study the spectrum of random geometric graphs, a fundamental model of spatial networks. Considering ensembles of random geometric graphs we look at short range correlations in the level spacings of the…

The classical random matrix theory is mostly focused on asymptotic spectral properties of random matrices as their dimensions grow to infinity. At the same time many recent applications from convex geometry to functional analysis to…

Gaussian and Chiral Beta-Ensembles, which generalise well known orthogonal (Beta=1), unitary (Beta=2), and symplectic (Beta=4) ensembles of random Hermitian matrices, are considered. Averages are shown to satisfy duality relations like…

For a random matrix of entries sampled independently from a fairly general distribution in Z we study the probability that the cokernel is isomorphic to a given finite abelian group, or when it is cyclic. This includes the probability that…

This paper concentrates on asymptotic properties of determinants of some random symmetric matrices. If B_{n,r} is a n x r rectangular matrix and B_{n,r}' its transpose, we study det (B_{n,r}'B_{n,r}) when n,r tends to infinity with r/n \to…

Random shapes arise naturally in many contexts. The topological and geometric structure of such objects is interesting for its own sake, and also for applications. In physics, for example, such objects arise naturally in quantum gravity, in…

Let $M_n = (\xi_{ij})_{1 \leq i,j \leq n}$ be a real symmetric random matrix in which the upper-triangular entries $\xi_{ij}, i<j$ and diagonal entries $\xi_{ii}$ are independent. We show that with probability tending to 1, $M_n$ has no…

This is a review of the Riemann-Hilbert approach to the large $N$ asymptotics in random matrix models and its applications. We discuss the following topics: random matrix models and orthogonal polynomials, the Riemann-Hilbert approach to…

We introduce random matrix ensembles that correspond to the infinite families of irreducible Riemannian symmetric spaces of type I. In particular, we recover the Circular Orthogonal and Symplectic Ensembles of Dyson, and find other families…

We asymptotically estimate from above the expected Betti numbers of random real hypersurfaces in smooth real projective manifolds. Our upper bounds grow as the square root of the degree of the hypersurfaces as the latter grows to infinity,…

Non-asymptotic theory of random matrices strives to investigate the spectral properties of random matrices, which are valid with high probability for matrices of a large fixed size. Results obtained in this framework find their applications…

We characterize asymptotic collective behaviour of rectangular random matrices, the sizes of which tend to infinity at different rates: when embedded in a space of larger square matrices, independent rectangular random matrices are…

We study the expected topological properties of Cech and Vietoris-Rips complexes built on i.i.d. random points in R^d. We find higher dimensional analogues of known results for connectivity and component counts for random geometric graphs.…

Asymptotic normality is frequently observed in large combinatorial structures, rigorously established for many quantities such as cycles or inversions in random permutations, the number of prime factors of random integers, and various…