Related papers: Sum rules and large deviations for spectral measur…

The theorem of Furstenberg and Kesten provides a strong law of large numbers for the norm of a product of random matrices. This can be extended under various assumptions, covering nonnegative as well as invertible matrices, to a law of…

We study the limiting spectral measure of large symmetric random matrices of linear algebraic structure. For Hankel and Toeplitz matrices generated by i.i.d. random variables $\{X_k\}$ of unit variance, and for symmetric Markov matrices…

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…

In this article, we develop a framework to study the large deviation principle for matrix models and their quantized versions, by tilting the measures using the limits of spherical integrals obtained in [46,47]. As examples, we obtain 1. a…

We prove multi-dimensional central limit theorems for the spectral moments (of arbitrary degrees) associated with random matrices with real-valued i.i.d. entries, satisfying some appropriate moment conditions. Our techniques rely on a…

Large random matrices appear in different fields of mathematics and physics such as combinatorics, probability theory, statistics, operator theory, number theory, quantum field theory, string theory etc... In the last ten years, they…

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…

A sum rule is derived for elastic scattering of hadrons at high energies which is in good agreement with experimental data on $p\bar{p}$ available upto the maximum energy $\sqrt{s} = 2 TeV$. Physically, our sum rule reflects the way…

We introduce an algebra model to study higher order sum rules for orthogonal polynomials on the unit circle. We build the relation between the algebra model and sum rules, and prove an equivalent expression on the algebra side for the sum…

In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…

We prove universality at the edge of the spectrum for unitary (beta=2), orthogonal (beta=1) and symplectic (beta=4) ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial,…

We investigate the spectral fluctuation properties of constrained ensembles of random matrices (defined by the condition that a number N(Q) of matrix elements vanish identically; that condition is imposed in unitarily invariant form) in the…

In this short note, we revisit the work of T. Tao and V. Vu on large non-hermitian random matrices with independent and identically distributed entries with mean zero and unit variance. We prove under weaker assumptions that the limit…

We derive a large deviation principle for random permutations induced by probability measures of the unit square, called permutons. These permutations are called $\mu$-random permutations. We also introduce and study a new general class of…

We derive two sum rules by studying the low energy Compton scattering on a target of arbitrary (nonzero) spin j. In the first sum rule, we consider the possibility that the intermediate state in the scattering can have spin |j \pm 1| and…

We investigate an additive perturbation of a complex Wishart random matrix and prove that a large deviation principle holds for the spectral measures. The rate function is associated to a vector equilibrium problem coming from logarithmic…

A generic physical situation is considered where Im $\Pi$, the imaginary part of polarization operator (generalized susceptibility), can be measured on a finite interval and the high frequency asymptotics (up to a few orders) of $\Pi$ can…

We consider discrete $\beta$-ensembles, as introduced by Borodin, Gorin and Guionnet in (Publications math{\' e}matiques de l'IH{\' E}S 125, 1-78, 2017). Under general assumptions, we establish a large deviation principle for the empirical…

We consider matrices formed by a random $N\times N$ matrix drawn from the Gaussian Orthogonal Ensemble (or Gaussian Unitary Ensemble) plus a rank-one perturbation of strength $\theta$, and focus on the largest eigenvalue, $x$, and the…

We elaborate on a recently proposed extension of the Gerasimov-Drell-Hearn (GDH) sum rule which is achieved by taking derivatives with respect to the anomalous magnetic moment. The new sum rule features a {\it linear} relation between the…