Related papers: Large n-limit for Random matrices with External So…

We study the behavior of eigenvalues of matrix P_N + Q_N where P_N and Q_N are two N -by-N random orthogonal projections. We relate the joint eigenvalue distribution of this matrix to the Jacobi matrix ensemble and establish the universal…

We compute the limiting eigenvalue statistics at the edge of the spectrum of large Hermitian random matrices perturbed by the addition of small rank deterministic matrices. To be more precise, we consider random Hermitian matrices with…

We consider the hermitian random matrix model with external source and general polynomial potential, when the source has two distinct eigenvalues but is otherwise arbitrary. All such models studied so far have a common feature: an…

Given a random matrix A with eigenvalues between -1 and 1, we analyze the number of iterations needed to solve the linear equation (I-A)x=b with the Neumann series iteration. We give sufficient conditions for convergence of an upper bound…

We study the hermitian one matrix model with semi-classical potential. This is a general unitary invariant random matrix ensemble in which the potential has a derivative that is a rational function and the measure is supported on some…

We address the question of how the celebrated universality of local correlations for the real eigenvalues of Hermitian random matrices of size NxN can be extended to complex eigenvalues in the case of random matrices without symmetry.…

Random Schroedinger operators with imaginary vector potentials are studied in dimension one. These operators are non-Hermitian and their spectra lie in the complex plane. We consider the eigenvalue problem on finite intervals of length n…

A recursive method is derived to calculate all eigenvalue correlation functions of a random hermitian matrix in the large size limit, and after smoothing of the short scale oscillations. The property that the two-point function is…

The large N limit of the hermitian matrix model in three and four Euclidean space-time dimensions is studied with the help of the approximate Renormalization Group recursion formula. The planar graphs contributing to wave function, mass and…

We consider the real eigenvalues of an $(N \times N)$ real elliptic Ginibre matrix whose entries are correlated through a non-Hermiticity parameter $\tau_N\in [0,1]$. In the almost-Hermitian regime where $1-\tau_N=\Theta(N^{-1})$, we obtain…

In this paper we studied the double scaling limit of a random unitary matrix ensemble near a singular point where a new cut is emerging from the support of the equilibrium measure. We obtained the asymptotic of the correlation kernel by…

Consider an n x n Hermitian random matrix with, above the diagonal, independent entries with alpha-stable symmetric distribution and 0 < alpha < 2. We establish new bounds on the rate of convergence of the empirical spectral distribution of…

Suppose $X$ is an $N \times n$ complex matrix whose entries are centered, independent, and identically distributed random variables with variance $1/n$ and whose fourth moment is of order ${\mathcal O}(n^{-2})$. In the first part of the…

We derive the double scaling limit of eigenvalue correlations in the random matrix model at critical points and we relate the limiting correlation functions to a nonlinear hierarchy of ordinary differential equations.

We consider real symmetric or complex hermitian random matrices with correlated entries. We prove local laws for the resolvent and universality of the local eigenvalue statistics in the bulk of the spectrum. The correlations have fast decay…

In this paper, we consider the universality of the local eigenvalue statistics of random matrices. Our main result shows that these statistics are determined by the first four moments of the distribution of the entries. As a consequence, we…

For a pair of coupled rectangular random matrices we consider the squared singular values of their product, which form a determinantal point process. We show that the limiting mean distribution of these squared singular values is described…

We continue investigating spectral properties of a Hermitised random matrix product, which, contrary to previous product ensembles, allows for eigenvalues on the full real line. When a GUE matrix with an external source is involved, we…

In this article, we establish a limiting distribution for eigenvalues of a class of auto-covariance matrices. The same distribution has been found in the literature for a regularized version of these auto-covariance matrices. The original…

This work is concerned with finite range bounds on the variance of individual eigenvalues of Wigner random matrices, in the bulk and at the edge of the spectrum, as well as for some intermediate eigenvalues. Relying on the GUE example,…