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We derive bounds on the eigenvalues of saddle-point matrices with singular leading blocks. The technique of proof is based on augmentation. Our bounds depend on the principal angles between the ranges or kernels of the matrix blocks.…
We consider the problem of droplet impact and droplet spreading on a smooth surface in the case of a viscous Newtonian fluid. We revisit the concept of the rim-lamella model, in which the droplet spreading is described by a system of…
We study limit distributions of independent random matrices as well as limit joint distributions of their blocks under normalized partial traces composed with classical expectation. In particular, we are concerned with the ensemble of…
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…
In certain point processes, the configuration of points outside a bounded domain determines, with probability 1, certain statistical features of the points within the domain. This notion, called rigidity, was introduced in a work of Ghosh…
We consider random non-normal matrices constructed by removing one row and column from samples from Dyson's circular ensembles or samples from the classical compact groups. We develop sparse matrix models whose spectral measures match these…
In general or normal random matrix ensembles, the support of eigenvalues of large size matrices is a planar domain (or several domains) with a sharp boundary. This domain evolves under a change of parameters of the potential and of the size…
We address the problem of sequentially selecting and observing processes from a given set to find the anomalies among them. The decision-maker observes a subset of the processes at any given time instant and obtains a noisy binary indicator…
Economic and ecological models can be extremely complex, with a large number of agents/species each featuring multiple interacting dynamical quantities. In an attempt to understand the generic stability properties of such systems, we define…
We analyze statistical properties of the complex system with conditions which manifests through specific constraints on the column/row sum of the matrix elements. The presence of additional constraints besides symmetry leads to new…
We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…
In this short note, we study the behaviour of a product of matrices with a simultaneous renormalization. Namely, for any sequence $(A\_n)\_{n\in \mathbb{N}}$ of $d\times d$ complex matrices whose mean $A$ exists and whose norms' means are…
We study the singularity probability of n*n random matrices with i.i.d. entries from highly biased discrete distributions. We obtain sharp non-asymptotic bounds for this probability and derive estimates on the least singular values. Our…
We study unitary random matrix ensembles in the critical regime where a new cut arises away from the original spectrum. We perform a double scaling limit where the size of the matrices tends to infinity, but in such a way that only a…
We give lower bounds on the largest singular value of arbitrary matrices, some of which are asymptotically tight for almost all matrices. To study when these bounds are exact, we introduce several combinatorial concepts. In particular, we…
We study the asymptotic behavior of the maximum interpoint distance of random points in a $d$-dimensional set with a unique diameter and a smooth boundary at the poles. Instead of investigating only a fixed number of $n$ points as $n$ tends…
Sampling from unnormalized densities using diffusion models has emerged as a powerful paradigm. However, while recent approaches that use least-squares `matching' objectives have improved scalability, they often necessitate significant…
In random tiling and dimer models we can get various limit shapes which gives the boundaries between different types of phases. The shape fluctuations at these boundaries give rise to universal limit laws, in particular the Airy process. We…
We consider the logarithm of the characteristic polynomial of random permutation matrices, evaluated on a finite set of different points. The permutations are chosen with respect to the Ewens distribution on the symmetric group. We show…
We study unitary random matrix ensembles in the critical case where the limiting mean eigenvalue density vanishes quadratically at an interior point of the support. We establish universality of the limits of the eigenvalue correlation…