Related papers: Universality of the Stochastic Bessel Operator

We introduce a new method for studying universality of random matrices. Let T_n be the Jacobi matrix associated to the Dyson beta ensemble with uniformly convex polynomial potential. We show that after scaling, T_n converges to the…

We prove the edge universality of the beta ensembles for any $\beta\ge 1$, provided that the limiting spectrum is supported on a single interval, and the external potential is $\mathscr{C}^4$ and regular. We also prove that the edge…

The hard edge and bulk scaling limits of $\beta$-ensembles are described by the stochastic Bessel and sine operators, which are respectively a random Sturm-Liouville operator and a random Dirac operator. By representing both operators as…

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 give a proof of the Universality Conjecture for orthogonal (beta=1) and symplectic (beta=4) random matrix ensembles of Laguerre-type in the bulk of the spectrum as well as at the hard and soft spectral edges. Our results are stated…

We analyse the hard edge limit of the Muttalib-Borodin ensembles with general potential, and show that the limiting correlation kernel found in the ensemble with linear potential is universal. We also prove the Plancherel-Rotach type…

The soft and hard edge scaling limits of $\beta$-ensembles can be characterized as the spectra of certain random Sturm-Liouville operators. It has been shown that by tuning the parameter of the hard edge process one can obtain the soft edge…

Ram\'irez and Rider (2009) established that the hard edge of the spectrum of the $\beta$-Laguerre ensemble converges, in the high-dimensional limit, to the bottom of the spectrum of the stochastic Bessel operator. Using stochastic analysis…

We prove the bulk universality of the $\beta$-ensembles with non-convex regular analytic potentials for any $\beta>0$. This removes the convexity assumption appeared in our earlier work. The convexity condition enabled us to use the…

We study the hard edge limit of a multilevel extension of the Laguerre $\beta$-ensemble at zero temperature. In particular, we show that asymptotically the ensemble is given by Gaussians with covariance matrix expressible in terms of the…

For an $N \times T$ random matrix $X(\beta)$ with weakly dependent uniformly sub-Gaussian entries $x_{it}(\beta)$ that may depend on a possibly infinite-dimensional parameter $\beta\in \mathbf{B}$, we obtain a uniform bound on its operator…

We know from Ram{\'i}rez and Rider that the hard edge of the spectrum of the Beta-Laguerre ensemble converges, in the high-dimensional limit, to the bottom of the spectrum of the stochastic Bessel operator. Using stochastic analysis…

This paper deals with products and ratios of average characteristic polynomials for unitary ensembles. We prove universality at the soft edge of the limiting eigenvalues' density, and write the universal limit in function of the Kontsevich…

Unitary random matrix ensembles Z_{n,N}^{-1} (\det M)^alpha exp(-N Tr V(M)) dM defined on positive definite matrices M, where alpha > -1 and V is real analytic, have a hard edge at 0. The equilibrium measure associated with V typically…

We study discrete $\beta$-ensembles as introduced in [17]. We obtain rigidity estimates on the particle locations, i.e. with high probability, the particles are close to their classical locations with an optimal error estimate. We prove the…

It is well known that the edge limit of Gaussian/Laguerre Beta-ensembles, as well as a large class of $\beta$-ensembles is given by the $\mathrm{Airy}(\beta)$ point process. We extend this universality result to a general class of additions…

We introduce a framework to study the random entire function $\zeta_\beta$ whose zeros are given by the Sine$_\beta$ process, the bulk limit of beta ensembles. We present several equivalent characterizations, including an explicit power…

We prove that localization near band edges of multi-dimensional ergodic random Schr\"odinger operators with periodic background potential in $L^2(\mathbb{R}^d)$ is universal. By this we mean that localization in its strongest dynamical form…

A fundamental question in random matrix theory is to quantify the optimal rate of convergence to universal laws. We take up this problem for the Laguerre $\beta$ ensemble, characterised by the Dyson parameter $\beta$, and the Laguerre…

We study invariant random matrix ensembles \begin{equation*} \mathbb{P}_n(d M)=Z_n^{-1}\exp(-n\,tr(V(M)))\,d M \end{equation*} defined on complex Hermitian matrices $M$ of size $n\times n$, where $V$ is real analytic such that the…