Related papers: Fluctuations of random matrix products and 1D Dira…

Let $(g_{n})_{n\geq 1}$ be a sequence of independent identically distributed $d\times d$ real random matrices with Lyapunov exponent $\gamma$. For any starting point $x$ on the unit sphere in $\mathbb R^d$, we deal with the norm $ | G_n x |…

We study the distribution of singular numbers of products of certain classes of $p$-adic random matrices, as both the matrix size and number of products go to $\infty$ simultaneously. In this limit, we prove convergence of the local…

We have investigated by molecular dynamics method the influence of a finite number of particles used in computer simulations on fluctuations of thermodynamic properties. As a case study, we used the two-dimensional Lennard-Jones system. 2D…

We consider an $N$ by $N$ real or complex generalized Wigner matrix $H_N$, whose entries are independent centered random variables with uniformly bounded moments. We assume that the variance profile, $s_{ij}:=\mathbb{E} |H_{ij}|^2$,…

We construct explicit invariant measures for a family of infinite products of random, independent, identically-distributed elements of SL(2,C). The matrices in the product are such that one entry is gamma-distributed along a ray in the…

For fixed $m > 1$, we study the product of $m$ independent $N \times N$ elliptic random matrices as $N$ tends to infinity. Our main result shows that the empirical spectral distribution of the product converges, with probability $1$, to the…

Let us consider i.i.d. random variables $\{a_k,b_k\}_{k \geq 1}$ defined on a common probability space $(\Omega, \mathcal F, \mathbb P)$, following a symmetric Rademacher distribution and the associated random trigonometric polynomials…

The singular values of a product of $M$ independent Ginibre matrices of size $N\times N$ form a determinantal point process. Near the soft edge, as both $M$ and $N$ go to infinity in such a way that $M/N\to \alpha$, $\alpha>0$, a scaling…

Let $N(L)$ be the number of eigenvalues, in an interval of length $L$, of a matrix chosen at random from the Gaussian Orthogonal, Unitary or Symplectic ensembles of ${\cal N}$ by ${\cal N}$ matrices, in the limit ${\cal…

We establish large deviation type estimates for i.i.d. products of two dimensional random matrices with finitely supported probability distribution. The estimates are stable under perturbations and require no irreducibility assumptions. In…

We describe the fluctuations of the overlap between two replicas in the 2-spin spherical SK model about its limiting value in the low temperature phase. We show that the fluctuations are of order $N^{-1/3}$ and are given by a simple,…

Traces of large powers of real-valued Wigner matrices are known to have Gaussian fluctuations: for $A=\frac{1}{\sqrt{n}}(a_{ij})_{1 \leq i,j \leq n}\in \mathbb{R}^{n \times n}, A=A^T$ with $(a_{ij})_{1 \leq i \leq j \leq n}$ i.i.d.,…

We numerically study the statistical fluctuations of photonic band gaps in ensembles of stealthy hyperuniform disordered patterns. We find that at low stealthiness, where correlations are weak, band gaps of different system realizations…

We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These…

We consider $N\times N$ Gaussian random matrices, whose average density of eigenvalues has the Wigner semi-circle form over $[-\sqrt{2},\sqrt{2}]$. For such matrices, using a Coulomb gas technique, we compute the large $N$ behavior of the…

We explore the effect of fluctuations for $T \geq T_c$ in the 2-D negative Hubbard model within the framework of the selfconsistent T-matrix formalism, which goes beyond the BCS approximation and includes pair fluctuations. We enter the…

Consider the sample covariance matrix $$\Sigma^{1/2}XX^T\Sigma^{1/2}$$ where $X$ is an $M\times N$ random matrix with independent entries and $\Sigma$ is an $M\times M$ diagonal matrix. It is known that if $\Sigma$ is deterministic, then…

We study the distribution of the mean radial displacement of charges of a 2D one-component plasma in the thermodynamic limit $N\to\infty$ at finite temperature $\beta>0$. We compute explicitly the large deviation functions showing the…

Denote by $M_n$ the algebra of $n\times n$ matrices. We consider the dyadic paraproducts $\pi_b$ associated with $M_n$ valued functions $b$, and show that the $L^\infty (M_n)$ norm of $b$ does not dominate $||\pi_b||_{L^2(\ell _n^2)\to…

The studies of fluctuations of the one-dimensional Kardar-Parisi-Zhang universality class using the techniques from random matrix theory are reviewed from the point of view of the asymmetric simple exclusion process. We explain the basics…