Related papers: Large deviation theorem for zeros of polynomials a…

The inverse of a large matrix can often be accurately approximated by a polynomial of degree significantly lower than the order of the matrix. The iteration polynomial generated by a run of the GMRES algorithm is a good candidate, and its…

We introduce a new random matrix model called distance covariance matrix in this paper, whose normalized trace is equivalent to the distance covariance. We first derive a deterministic limit for the eigenvalue distribution of the distance…

Motivated by the recent work on asymptotic independence relations for random matrices with non-commutative entries, we investigate the limit distribution and independence relations for large matrices with identically distributed and Boolean…

This paper investigates asymptotic distribution of complex zeros of random polynomials $P_n(z):=\sum_{k=0}^{n}b(k)\xi_k z^k$, as $n\to\infty$, where $b$ is a regularly varying function at infinity with index $\alpha\in \mathbb{R}$ and…

We prove the Central Limit Theorem for the number of eigenvalues near the spectrum edge for hermitian ensembles of random matrices. To derive our results, we use a general theorem, essentially due to Costin and Lebowitz, concerning the…

In this paper we investigate distribution of zeros for once quasipolynom and obtain exactly lower-bound for their modulus.

We develop a unified theory to analyze the microcanonical ensembles with several constraints given by unbounded observables. Several interesting phenomena that do not occur in the single constraint case can happen under the multiple…

The goal of this paper is to go further in the analysis of the behavior of the number of descents in a random permutation. Via two different approaches relying on a suitable martingale decomposition or on the Irwin-Hall distribution, we…

Employing the currently discussed notion of pseudo-Hermiticity, we define a pseudo-unitary group. Further, we develop a random matrix theory which is invariant under such a group and call this ensemble of pseudo-Hermitian random matrices as…

We consider large non-Hermitian random matrices $X$ with complex, independent, identically distributed centred entries and show that the linear statistics of their eigenvalues are asymptotically Gaussian for test functions having…

In this text, based on elementary computations, we provide a perturbative expansion of the coordinates of the eigenvectors of a Hermitian matrix of large size perturbed by a random matrix with small operator norm whose entries in the…

The Large Deviation Principle is established for stochastic models defined by past-dependent non linear recursions with small noise. In the Markov case we use the result to obtain an explicit expression for the asymptotics of exit time.

A new numerical method is introduced for calculation of quasi-polynomial zeros with constant single delay. The trajectories of zeros are obtained depending on time-delay from zero to final time-delay value. The method determines all the…

We consider sequences of random variables whose probability generating functions are polynomials all of whose roots lie on the unit circle. The distribution of such random variables has only been sporadically studied in the literature. We…

This paper is concerned with the distribution of normalized zero-sets of random entire functions. The normalization of the zero-set is performed in the same way as that of the counting function for an entire function in Nevanlinna theory.…

We consider a family of positive operator valued measures associated with representations of compact connected Lie groups. For many independent copies of a single state and a tensor power representation we show that the observed probability…

In this paper, we study random matrix models which are obtained as a non-commutative polynomial in random matrix variables of two kinds: (a) a first kind which have a discrete spectrum in the limit, (b) a second kind which have a joint…

We show that various identities from [1] and [3] involving Gould-Hopper polynomials can be deduced from the real but also complex orthogonal invariance of multivariate Gaussian distributions. We also deduce from this principle a useful…

We present detailed computations of the 'at least finite' terms (three dominant orders) of the free energy in a one-cut matrix model with a hard edge a, in beta-ensembles, with any polynomial potential. beta is a positive number, so not…

Odlyzko has computed a data set listing more than $10^9$ successive Riemann zeros, starting at a zero number beyond $10^{23}$. The data set relates to random matrix theory since, according to the Montgomery-Odlyzko law, the statistical…