Related papers: Products of Random Matrices from Polynomial Ensemb…

Products of random matrix products of $\mathrm{SL}(2,\mathbb{R})$, corresponding to transfer matrices for the one-dimensional Schr\"odinger equation with a random potential $V$, are studied. I consider both the case where the potential has…

We consider multiple Geronimus transformations and show that they lead to discrete (non-diagonal) Sobolev type inner products. Moreover, it is shown that every discrete Sobolev inner product can be obtained as a multiple Geronimus…

We consider the roots of uniformly chosen complex and real reciprocal polynomials of degree $N$ whose Mahler measure is bounded by a constant. After a change of variables this reduces to a generalization of Ginibre's complex and real…

We study Yamabe-type equations on the product of two spheres $(S^n \times S^n, G_\delta)$, where $G_\delta$ is a family of Riemannian metrics parametrized by $\delta > 0$. Using bifurcation theory and isoparametric functions, we establish…

In this work, we consider the weighted difference of two independent complex Wishart matrices and derive the joint probability density function of the corresponding eigenvalues in a finite-dimension scenario using two distinct approaches.…

We establish universality for the largest singular values of products of random matrices with right unitarily invariant distributions, in a regime where the number of matrix factors and size of the matrices tend to infinity simultaneously.…

Motivated by the connection between the eigenvalues of the complex Ginibre matrix model and the magnetic Laplacian in the complex plane, we derive analogues of the complex Hermite polynomials for the elliptic Ginibre model. To this end, we…

We investigate the eigenvalues statistics of ensembles of normal random matrices when their order N tends to infinite. In the model the eigenvalues have uniform density within a region determined by a simple analytic polynomial curve. We…

I present here some results on the statistical behaviour of large random matrices in an ensemble where the probability distribution is not a function of the eigenvalues only. The perturbative expansion can be cast in a closed form and the…

We show that non-Hermitian Ginibre random matrix behaviors emerge in spatially-extended many-body quantum chaotic systems in the space direction, just as Hermitian random matrix behaviors emerge in chaotic systems in the time direction.…

The Ginibre ensemble of complex random matrices is studied. The complex valued random variable of second difference of complex energy levels is defined. For the N=3 dimensional ensemble are calculated distributions of second difference, of…

For a broad class of unitary ensembles of random matrices we demonstrate the universal nature of the Janossy densities of eigenvalues near the spectral edge, providing a different formulation of the probability distributions of the limiting…

We give a probabilistic interpretation for the Barnes G-function which appears in random matrix theory and in analytic number theory in the important moments conjecture due to Keating-Snaith for the Riemann zeta function, via the analogy…

Combinatorial aspects of multivariate diagonal invariants of the symmetric group are studied. As a consequence it is proved the existence of a multivariate extension of the classical Robinson-Schensted correspondence. Further byproduct are…

We consider the complex Elliptic Ginibre Ensemble, a family of random matrix models introduced by Girko that interpolates between the Ginibre Ensemble and the Gaussian Unitary Ensemble and such that its empirical spectral measure converges…

I study the product of independent identically distributed $D\times D$ random probability matrices. Some exact asymptotic results are obtained. I find that both the left and the right products approach exponentially to a probability…

We use the well-known isomorphism between operator algebras and function spaces equipped with a star product to study the asymptotic properties of certain matrix sequences in which the matrix dimension $D$ tends to infinity. Our approach is…

This is a concise review of the complex, real and quaternion real Ginibre random matrix ensembles and their elliptic deformations. Eigenvalue correlations are exactly reduced to two-point kernels and discussed in the strongly and weakly…

Products of random transfer matrices are applied to low dimensional disordered systems to evaluate numerically extensive quantities such as entropy and overlap probability distribution. The main advantage is the possibility to avoid…

We introduce a finite version of free probability for rectangular matrices that amounts to operations on singular values of polynomials. We show that we can replicate the transforms from free probability, and that asymptotically there is…