Related papers: Universality for zeros of random analytic function…

We study the density of the roots of the derivative of the characteristic polynomial Z(U,z) of an N x N random unitary matrix with distribution given by Haar measure on the unitary group. Based on previous random matrix theory models of the…

For each $n$, let $U_n$ be Haar distributed on the group of $n\times n$ unitary matrices. Let $\bfx_{n,1},\ldots,\bfx_{n,m} $ denote orthogonal nonrandom unit vectors in ${\Bbb C}^n$ and let $\text{\bf…

We consider the zero distribution of random polynomials of the form $P_n(z) = \sum_{k=0}^n a_k B_k(z)$, where $\{a_k\}_{k=0}^{\infty}$ are non-trivial i.i.d. complex random variables with mean $0$ and finite variance. Polynomials…

We study the singular values (and Lyapunov exponents) for products of $N$ independent $n\times n$ random matrices with i.i.d. entries. Such matrix products have been extensively analyzed using free probability, which applies when $n\to…

We define the generalized-Euler-constant function $\gamma(z)=\sum_{n=1}^{\infty} z^{n-1} (\frac{1}{n}-\log \frac{n+1}{n})$ when $|z|\leq 1$. Its values include both Euler's constant $\gamma=\gamma(1)$ and the "alternating Euler constant"…

Let (L,\preccurlyeq) be a finite distributive lattice, and suppose that the functions f_1,f_2:L\to R are monotone increasing with respect to the partial order \preccurlyeq. Given \mu a probability measure on L, denote by E(f_i) the average…

For a compact subset $K$ of the complex plane $\mathbb C,$ let $C(K)$ denote the algebra of continuous functions on $K$. For an open subset $U \subset K,$ let $A(K,U) \subset C(K)$ be the algebra of functions that are analytic in $U.$ We…

Let $f_{\bf c}(r)=\sum_{n=0}^\infty e^{c_n}r^n$ be an analytic function; ${\bf c}=(c_n)\in l_\infty$. We assume that $r$ is some logarithmically convex and lower semicontinuous functional on a locally convex topological space $L$. In this…

Random matrix models consisting of normal matrices, defined by the sole constraint $[N^{\dag},N]=0$, will be explored. It is shown that cubic eigenvalue repulsion in the complex plane is universal with respect to the probability…

We consider a certain class of multiplicative functions $f: \mathbb N \rightarrow \mathbb C$. Let $F(s)= \sum_{n=1}^\infty f(n)n^{-s}$ be the associated Dirichlet series and $F_N(s)= \sum_{n\le N} f(n)n^{-s}$ be the truncated Dirichlet…

Let $\mm_n, n=0,1,...$ be the supercritical branching random walk, in which the number of direct descendants of one individual may be infinite with positive probability. Assume that the standard martingale $W_n$ related to $\mm_n$ is…

Let $t$ be random and uniformly distributed in the interval $[T,2T]$, and consider the quantity $N(t+1/\log T) - N(t)$, a count of zeros of the Riemann zeta function in a box of height $1/\log T$. Conditioned on the Riemann hypothesis, we…

We prove that, for every rational $d\ne 0,\pm 1$ and every compact set $K\subset\{s\in\mathbb{C}:1/2<\Re(s)<1\}$ with connected complement, any analytic non-vanishing functions $f_1,f_2$ on $K$ can be approximated, uniformly on $K$, by the…

We consider non-gaussian ensembles of random normal matrices with the constraint that the ensembles are invariant under unitary transformations. We show that the level density of eigenvalues exhibits disk to ring transition in the complex…

We prove universality at the edge for rescaled correlation functions of Wigner random matrices in the limit $n\to +\infty$. As a corollary, we show that, after proper rescaling, the 1st, 2nd, 3rd, etc. eigenvalues of Wigner random hermitian…

We consider very general "random integers" and (attempt to) prove that many multiplicative and additive functions of such integers have limiting distributions. These integers include, for instance, the curvatures of Apollonian circle…

Let $f_\omega(z)=\sum\limits_{j=0}^{\infty}\chi_j(\omega) a_j z^j$ be a random entire function, where $\chi_j(\omega)$ are independent and identically distributed random variables defined on a probability space $(\Omega, \mathcal{F}, \mu)$.…

The goal of this paper is to attract attention of the reader to a dimension-free geometric inequality that can be proved using the classical needle decomposition. This inequality allows us to derive sharp dimension-free estimates for the…

These expository notes are centered around the circular law theorem, which states that the empirical spectral distribution of a nxn random matrix with i.i.d. entries of variance 1/n tends to the uniform law on the unit disc of the complex…

We show that almost any one-dimensional projection of a suitably scaled random walk on a hypercube, inscribed in a hypersphere, converges weakly to an Ornstein-Uhlenbeck process as the dimension of the sphere tends to infinity. We also…