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In this work we continue the study of the Weyl asymptotics of the distribution of eigenvalues of non-self-adjoint (pseudo)differential operators with small random perturbations, by treating the case of multiplicative perturbations in…

Spectral Theory · Mathematics 2009-12-02 Johannes Sjoestrand

Applying the concept of matricial freeness which generalizes freeness in free probability, we have recently studied asymptotic joint distributions of symmetric blocks of Gaussian random matrices (Gaussian Symmetric Block Ensemble). This…

Operator Algebras · Mathematics 2018-05-28 Romuald Lenczewski

We study the asymptotic distribution of zeros for the random polynomials $P_n(z) = \sum_{k=0}^n A_k B_k(z)$, where $\{A_k\}_{k=0}^{\infty}$ are non-trivial i.i.d. complex random variables. Polynomials $\{B_k\}_{k=0}^{\infty}$ are…

Complex Variables · Mathematics 2016-07-12 Igor Pritsker , Koushik Ramachandran

We present an informal review of results on asymptotics of orthogonal polynomials, stressing their spectral aspects and similarity in two cases considered. They are polynomials orthonormal on a finite union of disjoint intervals with…

Mathematical Physics · Physics 2007-05-23 Leonid Pastur

The purpose of this note is to study asymptotic zero distribution of multivariate random polynomials as their degrees grow. For a smooth weight function with super logarithmic growth at infinity, we consider random linear combinations of…

Complex Variables · Mathematics 2020-11-09 Turgay Bayraktar

We investigate the universality of singular value and eigenvalue distributions of matrix valued functions of independent random matrices and apply these general results in several examples. In particular we determine the limit distribution…

Probability · Mathematics 2014-08-19 F. Götze , H. Kösters , A. Tikhomirov

Given a sequence of real rooted polynomials $\{p_n\}_{n\geq 1}$ with a fixed asymptotic root distribution, we study the asymptotic root distribution of the repeated polar derivatives of this sequence. This limiting distribution can be seen…

Probability · Mathematics 2025-08-27 Daniel Perales , Zhiyuan Yang

We introduce a new technique to prove bounds for the spectral radius of a random matrix, based on using Jensen's formula to establish the zerofreeness of the associated characteristic polynomial in a region of the complex plane. Our…

Probability · Mathematics 2025-10-01 Sidhanth Mohanty , Amit Rajaraman

We study the convergence properties of a pair of learning algorithms (learning with and without memory). This leads us to study the dominant eigenvalue of a class of random matrices. This turns out to be related to the roots of the…

Probability · Mathematics 2007-05-23 Natalia Komarova , Igor Rivin

It has been shown by Voiculescu that important classes of square independent random matrices are asymptotically free, where freeness is a noncommutative analog of classical independence. Recently, we introduced the concept of matricial…

Operator Algebras · Mathematics 2018-05-28 Romuald Lenczewski

We describe some numerical experiments which determine the degree of spectral instability of medium size randomly generated matrices which are far from self-adjoint. The conclusion is that the eigenvalues are likely to be intrinsically…

Spectral Theory · Mathematics 2007-05-23 E B Davies

Let $X^N = (X_1^N,\dots, X^N_d)$ be a d-tuple of $N\times N$ independent GUE random matrices and $Z^{NM}$ be any family of deterministic matrices in $\mathbb{M}_N(\mathbb{C})\otimes \mathbb{M}_M(\mathbb{C})$. Let $P$ be a self-adjoint…

Probability · Mathematics 2023-10-25 Benoît Collins , Alice Guionnet , Félix Parraud

We develop a new method for studying the asymptotics of symmetric polynomials of representation-theoretic origin as the number of variables tends to infinity. Several applications of our method are presented: We prove a number of theorems…

Representation Theory · Mathematics 2015-12-22 Vadim Gorin , Greta Panova

We demonstrate the asymptotic real second order freeness of Haar distributed orthogonal matrices and an independent ensemble of random matrices. Our main result states that if we have two independent ensembles of random matrices with a real…

Operator Algebras · Mathematics 2015-06-11 James A. Mingo , Mihai Popa

We consider a square random matrix of size $N$ of the form $P(Y,A)$ where $P$ is a noncommutative polynomial, $A$ is a tuple of deterministic matrices converging in $\ast$-distribution, when $N$ goes to infinity, towards a tuple $a$ in some…

Probability · Mathematics 2019-06-26 Serban Belinschi , Charles Bordenave , Mireille Capitaine , Guillaume Cébron

In deriving large n probability distribution function of the rightmost eigenvalue from the classical Random Matrix Theory Ensembles, one is faced with que question of finding large n asymptotic of certain coupled set of functions. This…

Probability · Mathematics 2016-11-25 Leonard N. Choup

We investigate multiple Charlier polynomials and in particular we will use the (nearest neighbor) recurrence relation to find the asymptotic behavior of the ratio of two multiple Charlier polynomials. This result is then used to obtain the…

Classical Analysis and ODEs · Mathematics 2013-10-04 François Ndayiragije , Walter Van Assche

We develop an analytic theory of operator-valued additive free convolution in terms of subordination functions. In contrast to earlier investigations our functions are not just given by power series expansions, but are defined as Frechet…

Operator Algebras · Mathematics 2013-09-03 Serban Belinschi , Tobias Mai , Roland Speicher

Building on the work of Arizmendi and Celestino (2021), we derive the $*$-distributions of polynomials in monotone independent and infinitesimally monotone independent elements. For non-zero complex numbers $\alpha$ and $\beta$, we derive…

Probability · Mathematics 2024-05-09 Marwa Banna , Pei-Lun Tseng

We prove that independent families of permutation invariant random matrices are asymptotically free over the diagonal, both in probability and in expectation, under a uniform boundedness assumption on the operator norm. We can relax the…

Probability · Mathematics 2022-04-26 Benson Au , Guillaume Cébron , Antoine Dahlqvist , Franck Gabriel , Camille Male