Related papers: Universality for zeros of random analytic function…

The dominant theme of this thesis is that random matrix valued analytic functions, generalizing both random matrices and random analytic functions, for many purposes can (and perhaps should) be effectively studied in that level of…

We consider the random lasing from a weakly scattering medium and demonstrate that the distribution of the threshold gain over the ensemble of statistically independent finite-size samples is universal. Universality stems from the facts…

In this note we study the error term R_{n,L}(x) in the generalized circle problem for a ball of volume x and a random lattice L of large dimension n. Our main result is the following functional central limit theorem: Fix an arbitrary…

The existence of the weak limit as n --> infinity of the uniform measure on rooted triangulations of the sphere with n vertices is proved. Some properties of the limit are studied. In particular, the limit is a probability measure on random…

We show that the counts of low degree irreducible factors of a random polynomial $f$ over $\mathbb{F}_q$ with independent but non-uniform coefficients behave like that of a uniform random polynomial, exhibiting a form of universality for…

We consider random orthonormal polynomials $$ F_{n}(x)=\sum_{i=0}^{n}\xi_{i}p_{i}(x), $$ where $\xi_{0}$, \dots, $\xi_{n}$ are independent random variables with zero mean, unit variance and uniformly bounded $(2+\ep)$ moments, and…

An application of Levy's continuity theorem and Hankel transform allow us to establish a law limit theorem for the sequence $V_n=f(U)\sin(n U)$, where $U$ is uniformly distributed in $(0,1)$ and $f$ a given function. Further, we investigate…

We regard Forcing Notions P adding real numbers and the algebras of P-measurable sets. As for Cohen- and Random-Forcing we can show that each analytic set is P-measurable using Solovay's Unfolding Trick for infinite games. To show this we…

Consider a random trigonometric polynomial $X_n: \mathbb R \to \mathbb R$ of the form $$ X_n(t) = \sum_{k=1}^n \left( \xi_k \sin (kt) + \eta_k \cos (kt)\right), $$ where $(\xi_1,\eta_1),(\xi_2,\eta_2),\ldots$ are independent identically…

A combination of direct and inverse Fourier transforms on the unitary group $U(N)$ identifies normalized characters with probability measures on $N$-tuples of integers. We develop the $N\to\infty$ version of this correspondence by matching…

Let $f_n$ be a function assigning weight to each possible triangle whose vertices are chosen from vertices of a convex polygon $P_n$ of $n$ sides. Suppose ${\mathcal T}_n$ is a random triangulation, sampled uniformly out of all possible…

In a recent article we have discussed the connections between averages of powers of Riemann's $\zeta$-function on the critical line, and averages of characteristic polynomials of random matrices. The result for random matrices was shown to…

It has been shown recently [10] that Cauchy transforms of orthogonal polynomials appear naturally in general correlation functions containing ratios of characteristic polynomials of random NxN Hermitian matrices. Our main goal is to…

Let $X_1,X_2,\ldots$ be independent and identically distributed random variables in $\mathbb{C}$ chosen from a probability measure $\mu$ and define the random polynomial $$ P_n(z)=(z-X_1)\ldots(z-X_n)\,. $$ We show that for any sequence $k…

Random matrix theory has successfully modeled many systems in physics and mathematics, and often the analysis and results in one area guide development in the other. Hughes and Rudnick computed $1$-level density statistics for low-lying…

We consider the product of n complex non-Hermitian, independent random matrices, each of size NxN with independent identically distributed Gaussian entries (Ginibre matrices). The joint probability distribution of the complex eigenvalues of…

We have discussed earlier the correlation functions of the random variables $\det(\la-X)$ in which $X$ is a random matrix. In particular the moments of the distribution of these random variables are universal functions, when measured in the…

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…

Generalized analytic functions over generalized analytic manifolds are build from sums of convergent real power series with non-negative real exponents (and some well-ordering condition on the support). In a paper by Mart\'in-Villaverde,…

Let $X_1,X_2,...$ be independent identically distributed random variables with values in $\C$. Denote by $\mu$ the probability distribution of $X_1$. Consider a random polynomial $P_n(z)=(z-X_1)...(z-X_n)$. We prove a conjecture of Pemantle…