Related papers: On bulk singularities in the random normal matrix …
We characterize the model spaces $K_\Theta$ in which functions with smooth boundary extensions are dense. It is shown that such approximations are possible if and only if the singular measure associated to the singular inner factor of…
For fixed positive integers m, we consider the product of m independent n by n random matrices with iid entries as in the limit as n tends to infinity. Under suitable assumptions on the entries of each matrix, it is known that the limiting…
We propose a second order differential calculus to analyze the regularity and the stability properties of the distribution semigroup associated with McKean-Vlasov diffusions. This methodology provides second order Taylor type expansions…
We introduce a one dimensional disordered Ising model which at zero temperature is characterized by a non-trivial, non-self-averaging, overlap probability distribution when the impurity concentration vanishes in the thermodynamic limit. The…
The Shapiro--Wilk test (SW) and the Anderson--Darling test (AD) turned out to be strong procedures for testing for normality. They are joined by a class of tests for normality proposed by Epps and Pulley that, in contrary to SW and AD, have…
We explore the limiting empirical eigenvalue distributions arising from matrices of the form \[A_{n+1} = \begin{bmatrix} A_n & I\\ I & A_n \end{bmatrix} , \]where $A_0$ is the adjacency matrix of a $k$-regular graph. We find that for…
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…
The power-law random banded matrices and the ultrametric random matrices are investigated numerically in the regime where eigenstates are extended but all integer matrix moments remain finite in the limit of large matrix dimensions. Though…
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…
We compute the distribution function of single-level curvatures, $P(k)$, for a tight binding model with site disorder, on a cubic lattice. In metals $P(k)$ is very close to the predictions of the random-matrix theory (RMT). In insulators…
In \cite{Diaz} beta type I and II doubly singular distributions were introduced and their densities and the joint densities of nonzero eigenvalues were derived. In such matrix variate distributions $p$, the dimension of two singular Wishart…
Ensembles of isotropic random matrices are defined by the invariance of the probability measure under the left (and right) multiplication by an arbitrary unitary matrix. We show that the multiplication of large isotropic random matrices is…
Based on differences of generalized R\'enyi entropies nontrivial constraints on the shape of the distribution function of broadly distributed observables are derived introducing a new parameter in order to quantify the deviation from…
We revisit the classic Wigner semi-circle from two different angles. One consists in studying the Stieltjes transform directly on the real axis, which does not converge to a fixed value but follows a Cauchy distribution that depends on the…
Following the works by Wiegmann-Zabrodin, Elbau-Felder, Hedenmalm-Makarov, and others, we consider the normal matrix model with an arbitrary potential function, and explain how the problem of finding the support domain for the asymptotic…
We compute the distribution functions for gluons at very small x and not too large values of transverse momenta. We extend the McLerran-Venugopalan model by using renormalization group methods to integrate out effects due to those gluons…
Eigenvalues of Wigner matrices has been a major topic of investigation. A particularly important subclass of such random matrices is formed by the adjacency matrix of an Erd\H{o}s-R\'{e}nyi graph $\mathcal{G}_{n,p}$ equipped with i.i.d.…
In this note we study the right large deviation of the top eigenvalue (or singular value) of the sum or product of two random matrices $\mathbf{A}$ and $\mathbf{B}$ as their dimensions goes to infinity. The matrices $\mathbf{A}$ and…
In the paper, multivariate probability distributions are considered that are representable as scale mixtures of multivariate elliptically contoured stable distributions. It is demonstrated that these distributions form a special subclass of…
Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…