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We analyze the spectral properties of large, time-lagged correlation matrices using the tools of random matrix theory. We compare predictions of the one-dimensional spectra, based on approaches already proposed in the literature. Employing…

We examine the empirical distribution of the eigenvalues and the eigenvectors of adjacency matrices of sparse regular random graphs. We find that when the degree sequence of the graph slowly increases to infinity with the number of…

We use classical results from harmonic analysis on matrix spaces to investigate the relation between the joint density of the singular values and of the eigenvalues of complex random matrices which are bi-unitarily invariant (also known as…

We investigate the spectral properties of non-Hermitian real random matrices whose entries exhibit long-range correlations decaying as~$|r-r'|^{-\alpha}$. We find a progressive breakdown of the circular law, controlled by the decrease…

The eigenvalue distribution of the sum of two large Hermitian matrices, when one of them is conjugated by a Haar distributed unitary matrix, is asymptotically given by the free convolution of their spectral distributions. We prove that this…

We study largest singular values of large random matrices, each with mean of a fixed rank $K$. Our main result is a limit theorem as the number of rows and columns approach infinity, while their ratio approaches a positive constant. It…

This paper investigates limiting properties of eigenvalues of multivariate sample spatial-sign covariance matrices when both the number of variables and the sample size grow to infinity. The underlying p-variate populations are general…

This paper summarizes some work I've been doing on eigenvalue correlators of Random Matrix Models which show some interesting behaviour. First we consider matrix models with gaps in there spectrum or density of eigenvalues. The…

We compute the spectral statistics of the sum H of two independent complex Wishart matrices, each of which is correlated with a different covariance matrix. Random matrix theory enjoys many applications including sums and products of random…

In this paper, we shall investigate the almost sure limits of the largest and smallest eigenvalues of a quaternion sample covariance matrix. Suppose that $\mathbf X_n$ is a $p\times n$ matrix whose elements are independent quaternion…

We consider the adjacency operator of the Linial-Meshulam model for random simplicial complexes on $n$ vertices, where each $d$-cell is added independently with probability $p$ to the complete $(d-1)$-skeleton. Under the assumption $np(1-p)…

We analyse the largest eigenvalue of the adjacency matrix of the configuration model with large degrees, where the latter are treated as hard constraints. In particular, we compute the expectation of the largest eigenvalue for degrees that…

Sharp comparison theorems are derived for all eigenvalues of the (weighted) Laplacian, for various classes of weighted-manifolds (i.e. Riemannian manifolds endowed with a smooth positive density). Examples include Euclidean space endowed…

This text is about spiked models of non Hermitian random matrices. More specifically, we consider matrices of the type $A+P$, where the rank of $P$ stays bounded as the dimension goes to infinity and where the matrix $A$ is a non Hermitian…

Let $X$ be a compact connected CR manifold with a transversal CR $S^1$-action of real dimension $2n-1$, which is only assumed to be weakly pseudoconvex. Let $\Box_b$ be the $\overline{\partial}_b$-Laplacian, with respect to a $T$-rigid…

We investigate the universality of microscopic eigenvalue correlations for Random Matrix Theories with the global symmetries of the QCD partition function. In this article we analyze the case of real valued chiral Random Matrix Theories…

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…

The eigenvalue density for members of the Gaussian orthogonal and unitary ensembles follows the Wigner semi-circle law. If the Gaussian entries are all shifted by a constant amount c/Sqrt(2N), where N is the size of the matrix, in the large…

Two-term Weyl-type asymptotic law for the eigenvalues of one-dimensional quasi-relativistic Hamiltonian (-h^2 c^2 d^2/dx^2 + m^2 c^4)^(1/2) + V_well(x) (the Klein-Gordon square-root operator with electrostatic potential) with the infinite…

We investigate bound states of a non-relativistic scalar particle in a three-dimensional helically twisted (torsional) geometry, considering both the free case and the presence of external radial interactions. The dynamics is described by…