Related papers: Universality in Gaussian Random Normal Matrices

Bleher and Kuijlaars, and Daems and Kuijlaars showed that the correlation functions of the eigenvalues of a random matrix from unitary ensemble with external source can be expressed in terms of the Christoffel-Darboux kernel for multiple…

We prove the universal asymptotically almost sure non-singularity of general Ginibre and Wigner ensembles of random matrices when the distribution of the entries are independent but not necessarily identically distributed and may depend on…

We study some universal features of gravity in higher dimensions and by universal we mean a feature that remains true in all dimensions $\geq4$. They include: (a) the gravitational dynamics always follows from the Bianchi derivative of a…

We have found an exact formula expressing a general correlation function containing both products and ratios of characteristic polynomials of random Hermitian matrices. The answer is given in the form of a determinant. An essential…

We consider asymptotic behavior of the correlation functions of the characteristic polynomials of the hermitian sample covariance matrices $H_n=n^{-1}A_{m,n}^*A_{m,n}$, where $A_{m,n}$ is a $m\times n$ complex matrix with independent and…

Number theorists have studied extensively the connections between the distribution of zeros of the Riemann $\zeta$-function, and of some generalizations, with the statistics of the eigenvalues of large random matrices. It is interesting to…

Universal limits for the eigenvalue correlation functions in the bulk of the spectrum are shown for a class of nondeterminantal random matrices known as the fixed trace ensemble.

In this paper, we derive a unified method for establishing the distributional convergence of linear eigenvalue statistics (LES) for generalized patterned random matrices. We prove that for an $N \times N$ generalized patterned random matrix…

We prove edge universality for a general class of correlated real symmetric or complex Hermitian Wigner matrices with arbitrary expectation. Our theorem also applies to internal edges of the self-consistent density of states. In particular,…

The strength of quantum correlations is bounded from above by Tsirelson's bound. We establish a connection between this bound and the fact that correlations between two systems cannot increase under local operations, a property known as the…

We generalize a recent result of Haagerup; namely we show that a convolution with a standard Gaussian random matrix regularizes behaviour of Kadison--Fuglede determinant and Brown spectral distribution measure. In this way it is possible to…

Let $X_N$ be a random trigonometric polynomial of degree $N$ with iid coefficients and let $Z_N(I)$ denote the (random) number of its zeros lying in the compact interval $I\subset\mathbb{R}$. Recently, a number of important advances were…

We prove universality at the edge of the spectrum for unitary (beta=2), orthogonal (beta=1) and symplectic (beta=4) ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial,…

Consider Ginibre's ensemble of $N \times N$ non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance $\frac{1}{N}$. As $N \uparrow \infty$ the normalized counting measure of the…

We study the two-point correlation functions for the zeroes of systems of $SO(n+1)$-invariant Gaussian random polynomials on $\mathbb{RP}^n$ and systems of ${\rm isom}(\mathbb{R}^n)$-invariant Gaussian analytic functions. Our result…

We show that, under mild assumptions, the spectrum of a sum of independent random matrices is close to that of the Gaussian random matrix whose entries have the same mean and covariance. This nonasymptotic universality principle yields…

We consider unitary random matrix ensembles Z_{n,s,t}^{-1}e^{-n tr V_{s,t}(M)}dM on the space of Hermitian n x n matrices M, where the confining potential V_{s,t} is such that the limiting mean density of eigenvalues (as n\to\infty and…

Random hyperspherical harmonics are Gaussian Laplace eigenfunctions on the unit $d$-dimensional sphere ($d\ge 2$). We study the convergence in Total Variation distance for their nonlinear statistics in the high energy limit, i.e., for…

As recently proved in generality by Hedenmalm and Wennman, it is a universal behavior of complex random normal matrix models that one finds a complementary error function behavior at the boundary (also called edge) of the droplet as the…

In this paper we consider Wigner random matrices -- symmetric n by n random matrices whose entries are independent identically distributed real random variables. We prove that the probability distribution of one or several eigenvalues close…