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The theory of random matrices with eigenvalues distributed in the complex plane and more general "beta-ensembles" (logarithmic gases in 2D) is reviewed. The distribution and correlations of the eigenvalues are investigated in the large N…
We discuss the product of $M$ rectangular random matrices with independent Gaussian entries, which have several applications including wireless telecommunication and econophysics. For complex matrices an explicit expression for the joint…
We study the distribution of the smallest eigenvalue for certain classes of positive-definite Hermitian random matrices, in the limit where the size of the matrices becomes large. Their limit distributions can be expressed as Fredholm…
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 their rightmost…
This paper is concerned with generalizations of the notion of principal eigenvalue in the context of space-time periodic cooperative systems. When the spatial domain is the whole space, the Krein-Rutman theorem cannot be applied and this…
In this paper, we present a general framework to solve a fundamental problem in Random Matrix Theory (RMT), i.e., the problem of describing the joint distribution of eigenvalues of the sum $\bsA+\bsB$ of two independent random Hermitian…
We consider a class of Jacobi matrices with unbounded entries in the so called critical (double root, Jordan box) case. We prove a formula for the spectral density of the matrix which relates its spectral density to the asymptotics of…
In a recent survey, Schmidt compiled equivalences between generalized bent functions, group invariant Butson Hadamard matrices, and abelian splitting relative difference sets. We establish a broader network of equivalences by considering…
We study the Lp-integrated risk of some classical estimators of the density, when the observations are drawn from a strictly stationary sequence. The results apply to a large class of sequences, which can be non-mixing in the sense of…
We study the asymptotics of the global fluctuations for the difference between two adjacent levels in the $\beta$--Jacobi corners process (multilevel and general $\beta$ extension of the classical Jacobi ensemble of random matrices). The…
Duality identities in random matrix theory for products and powers of characteristic polynomials, and for moments, are reviewed. The structure of a typical duality identity for the average of a positive integer power $k$ of the…
We construct the entropic measure $\mathbb{P}^\beta$ on compact manifolds of any dimension. It is defined as the push forward of the Dirichlet process (another random probability measure, well-known to exist on spaces of any dimension)…
This paper studies the asymptotic behavior of several central objects in Dunkl theory as the dimension of the underlying space grows large. Our starting point is the observation that a recent result from the random matrix theory literature…
We suggest an hierarchy of all the results known so far about the connection of the asymptotics of combinatorial or representation theoretic problems with ``beta=2 ensembles'' arising in the random matrix theory. We show that all such…
Let $Z$ be a Boolean model based on a stationary Poisson process $\eta$ of compact, convex particles in Euclidean space ${\mathbb{R}}^d$. Let $W$ denote a compact, convex observation window. For a large class of functionals $\psi$, formulas…
A Wishart matrix is said to be spiked when the underlying covariance matrix has a single eigenvalue $b$ different from unity. As $b$ increases through $b=2$, a gap forms from the largest eigenvalue to the rest of the spectrum, and with…
Multivariate kernel density estimations have received much spate of interest. In addition to conventional methods of (non-)classical associated-kernels for (un)bounded densities and bandwidth selections, the multiple extended-beta kernel…
Formulas are derived for the average level density of deformed, or transition, Gaussian orthogonal random matrix ensembles. After some general considerations about Gaussian ensembles we derive formulas for the average level density for (i)…
The two-level correlation function $R_{d,\beta}(s)$ of $d$-dimensional disordered models ($d=1$, 2, and 3) with long-range random-hopping amplitudes is investigated numerically at criticality. We focus on models with orthogonal ($\beta=1$)…
We consider the gap probability for the Generalized Bessel process in the single-time and multi-time case. We prove that the scalar and matrix Fredholm determinants of such process can be expressed in terms of determinants of…