Related papers: Joint distribution of the first and second eigenva…
In this paper we establish the local and global well-posedness of weak and strong solutions to second order fractional mean-field SDEs with singular/distribution interaction kernels and measure initial value, where the kernel can be Newton…
We study the probability that all eigenvalues of the Laguerre unitary ensemble of n by n matrices are between 0 and t, i.e., the largest eigenvalue distribution. Associated with this probability, in the ladder operator approach for…
This is an expository account of the edge eigenvalue distributions in random matrix theory and their application in multivariate statistics. The emphasis is on the Painlev\'e representations of these distributions.
We obtain an asymptotic formula for a weighted sum over cuspidal eigenvalues in a specific region, for $\SL_2$ over a totally real number field $F$, with discrete subgroup of Hecke type $\Gamma_0(I)$ for a non-zero ideal $I$ in the ring of…
We analyzed the two-dimensional (2D) electron momentum distributions of high-energy photoelectrons of atoms in an intense laser field using the second-order strong field approximation (SFA2). The SFA2 accounts for the rescattering of the…
We study the phenomenon of "crowding" near the largest eigenvalue $\lambda_{\max}$ of random $N \times N$ matrices belonging to the Gaussian Unitary Ensemble (GUE) of random matrix theory. We focus on two distinct quantities: (i) the…
In a recent work difference equations (Laguerre-Freud equations) for the bi-orthogonal polynomials and related quantities corresponding to the weight on the unit circle $ w(z)=\prod^m_{j=1}(z-z_j(t))^{\rho_j} $ were derived.Here it is shown…
Probabilistic estimates on linear combinations of eigenvalues of the one dimensional Anderson model are derived. So far only estimates on the density of eigenvalues and of pairs were found by Wegner and by Minami. Our work was motivated by…
In this paper we study the distribution of the scaled largest eigenvalue of complexWishart matrices, which has diverse applications both in statistics and wireless communications. Exact expressions, valid for any matrix dimensions, have…
A perturbation series solution is constructed in terms of Airy functions for a nonlinear two-point boundary-value problem arising in an established model of steady electrodiffusion in one dimension, for two ionic species carrying equal and…
We solve the largest sample eigenvalue distribution problem in the rank 1 spiked model of the quaternionic Wishart ensemble, which is the first case of a statistical generalization of the Laguerre symplectic ensemble (LSE) on the soft edge.…
Tracy and Widom have evaluated the cumulative distribution of the largest eigenvalue for the finite and scaled infinite GUE in terms of a PIV and PII transcendent respectively. We generalise these results to the evaluation of…
The transmission eigenvalue problem arises from the inverse scattering theory for inhomogeneous media and has important applications in many qualitative methods. The problem is posted as a system of two second order partial differential…
In a previous work a random matrix average for the Laguerre unitary ensemble, generalising the generating function for the probability that an interval $ (0,s) $ at the hard edge contains $ k $ eigenvalues, was evaluated in terms of a…
We consider the singular linear statistic of the Laguerre unitary ensemble consisting of the sum of the reciprocal of the eigenvalues. It is observed that the exponential generating function for this statistic can be written as a Toeplitz…
Diffusion of electrons in a two-dimensional system in static random magnetic fields is studied by solving the time-dependent Schr\"{o}dinger equation numerically. The asymptotic behaviors of the second moment of the wave packets and the…
Unstable separatrix solutions for the first and second Painlev\'e transcendents are studied both numerically and analytically. For a fixed initial condition, say $y(0)=0$, there is a discrete set of initial slopes $y'(0)=b_n$ that give rise…
Given a random quantum state of multiple distinguishable or indistinguishable particles, we provide an effective method, rooted in symplectic geometry, to compute the joint probability distribution of the eigenvalues of its one-body reduced…
We consider the smallest eigenvalue distributions of some Freud unitary ensembles, that is, the probabilities that all the eigenvalues of the Hermitian matrices from the ensembles lie in the interval $(t,\infty)$. This problem is related to…
The probability for the exclusion of eigenvalues from an interval $(-x,x)$ symmetrical about the origin for a scaled ensemble of Hermitian random matrices, where the Fredholm kernel is a type of Bessel kernel with parameter $ a $ (a…