Related papers: Muttalib--Borodin ensembles in random matrix theor…
The Muttalib-Borodin ensemble is a probability density function for $n$ particles on the positive real axis that depends on a parameter $\theta$ and a weight $w$. We consider a varying exponential weight that depends on an external field…
We study Muttalib--Borodin ensembles --- particular eigenvalue PDFs on the half-line --- with classical weights, i.e. Laguerre, Jacobi or Jacobi prime. We show how the theory of the Selberg integral, involving also Jack and Schur…
We consider several limiting cases of the joint probability distribution for a random matrix ensemble with an additional interaction term controlled by an exponent $\gamma$ (called the $\gamma$-ensembles). The effective potential, which is…
The Muttalib-Borodin biorthogonal ensemble is a probability density function for $n$ particles on the positive real line that depends on a parameter $\theta$ and an external field $V$. For $\theta=\frac{1}{2}$ we find the large $n$ behavior…
In this paper, we consider Muttalib-Borodin ensemble of Laguerre type, a determinantal point process over $[0,\infty)$ which depends on the varying weights $x^{\alpha}e^{-nV(x)}$, $\alpha>-1$, and a parameter $\theta$. For $\theta$ being a…
We discuss the product of $M$ rectangular random matrices with independent Gaussian entries, which have several applications including wireless telecommunication and econophysics. For complex matrices an explicit expression for the joint…
We find the universal limiting correlation kernels of the Muttalib-Borodin (MB) ensembles with integer parameter $\theta \geq 2$ at $0$ in the transitive regime between the hard edge regime and the soft edge regime. This generalizes the…
In this note we study a natural measure on plane partitions giving rise to a certain discrete-time Muttalib-Borodin process (MBP): each time-slice is a discrete version of a Muttalib-Borodin ensemble (MBE). The process is determinantal with…
We investigate spectral properties of a Hermitised random matrix product which, contrary to previous product ensembles, allows for eigenvalues on the full real line. We prove that the eigenvalues form a bi-orthogonal ensemble, which reduces…
The ensemble inter-relations to be considered are special features of classical cases, where the joint eigenvalue probability density can be computed explicitly. Attention will be focussed too on the consequences of these inter-relations,…
We analyse the hard edge limit of the Muttalib-Borodin ensembles with general potential, and show that the limiting correlation kernel found in the ensemble with linear potential is universal. We also prove the Plancherel-Rotach type…
The eigenvalue probability density function (PDF) for the Gaussian unitary ensemble has a well known analogy with the Boltzmann factor for a classical log-gas with pair potential $- \log | x - y|$, confined by a one-body harmonic potential.…
This work identifies a solvable (in the sense that spectral correlation functions can be expressed in terms of orthogonal polynomials), rotationally invariant random matrix ensemble with a logarithmic weakly confining potential. The…
The aim of this paper is to give a precise asymptotic description of some eigenvalue statistics stemming from random matrix theory. More precisely, we consider random determinants of the GUE, Laguerre, Uniform Gram and Jacobi beta ensembles…
We study the eigenvalue correlations of random Hermitian $n\times n$ matrices of the form $S=M+\epsilon H$, where $H$ is a GUE matrix, $\epsilon>0$, and $M$ is a positive-definite Hermitian random matrix, independent of $H$, whose…
Any square complex matrix of size $n\times n$ can be partially characterized by its $n$ eigenvalues and/or $n$ singular values. While no one-to-one correspondence exists between those two kinds of values on a deterministic level, for random…
We study probabilistic and combinatorial aspects of natural volume-and-trace weighted plane partitions and their continuous analogues. We prove asymptotic limit laws for the largest parts of these ensembles in terms of new and known hard-…
The Muttalib-Borodin biorthogonal ensemble is a joint density function for $n$ particles on the positive real line that depends on a parameter $\theta$. There is an equilibrium problem that describes the large $n$ behavior. We show that for…
The $\beta$ ensembles are a class of eigenvalue probability densities which generalise the invariant ensembles of classical random matrix theory. In the case of the Gaussian and Laguerre weights, the corresponding eigenvalue densities are…
The structure function of a random matrix ensemble can be specified as the covariance of the linear statistics $\sum_{j=1}^N e^{i k_1 \lambda_j}$, $\sum_{j=1}^N e^{-i k_2 \lambda_j}$ for Hermitian matrices, and the same with the eigenvalues…