Related papers: Large deviation theorem for zeros of polynomials a…
We consider random Hermitian matrices with independent upper triangular entries. Wigner's semicircle law says that under certain additional assumptions, the empirical spectral distribution converges to the semicircle distribution. We…
This paper considers random (non-Hermitian) circulant matrices, and proves several results analogous to recent theorems on non-Hermitian random matrices with independent entries. In particular, the limiting spectral distribution of a random…
We derive a strong law of large numbers, a central limit theorem, a law of the iterated logarithm and a large deviation theorem for so-called deviation means of independent and identically distributed random variables (for the strong law of…
We review our recent results on pseudo-hermitian random matrix theory which were hitherto presented in various conferences and talks. (Detailed accounts of our work will appear soon in separate publications.) Following an introduction of…
We consider the moment space $\mathcal{M}_n^{K}$ corresponding to $p \times p$ complex matrix measures defined on $K$ ($K=[0,1]$ or $K=\D$). We endow this set with the uniform law. We are mainly interested in large deviations principles…
It is well-known that, as $n\to\infty$, the zero distribution of the $n$-th Hermite polynomial converges to the semicircular law (the free normal distribution), while the zero distribution of the associated Laguerre polynomials converges to…
Pseudo-hermitian matrices are matrices hermitian with respect to an indefinite metric. They can be thought of as the truncation of pseudo-hermitian operators, defined over some Krein space, together with the associated metric, to a finite…
We study large deviations for random walks on stratified (Carnot) Lie groups. For such groups, there is a natural collection of vectors which generates their Lie algebra, and we consider random walks with increments in only these…
We revisit the moment method to obtain a slightly strengthened version of the usual semicircular law. Our version assumes only that the upper triangular entries of Hermitian random matrices are independent, have mean zero and variances…
In this paper, we investigate the spectral properties of the adjacency and the Laplacian matrices of random graphs. We prove that: (i) the law of large numbers for the spectral norms and the largest eigenvalues of the adjacency and the…
We consider a multinomial distribution, where the number of cells increases and the cell-probabilities decreases as the number of observations grows. The probabilities of large deviations of statistics, which has form of a sum of Borel…
We establish precise right-tail small deviation estimates for the largest eigenvalue of real symmetric and complex Hermitian matrices whose entries are independent random variables with uniformly bounded moments. The proof relies on a Green…
We derive a general large deviation principle for a canonical sequence of probability measures, having its origins in random matrix theory, on unbounded sets $K$ of ${\bf C}$ with weakly admissible external fields $Q$ and very general…
We suggest that the spectral properties near zero virtuality of three dimensional QCD, follow from a Hermitean random matrix model. The exact spectral density is derived for this family of random matrix models both for even and odd number…
The aim of this paper is to improve the large deviation principle for the number of descents in a random permutation by establishing a sharp large deviation principle of any order. We shall also prove a sharp large deviation principle of…
The first part of this paper complements previous results on characterization of polynomials of least deviation from zero in Sobolev $p$-norm ($1<p<\infty$) for the case $p=1$. Some relevant examples are indicated. The second part deals…
We consider the spectral radius of a large random matrix $X$ with independent, identically distributed entries. We show that its typical size is given by a precise three-term asymptotics with an optimal error term beyond the radius of the…
We study the probability distribution of the number of common zeros of a system of $m$ random $n$-variate polynomials over a finite commutative ring $R$. We compute the expected number of common zeros of a system of polynomials over $R$.…
In [Jalowy, Kabluchko, Marynych, arXiv:2504.11593v1, 2025], the authors discuss a user-friendly approach to determine the limiting empirical zero distribution of a sequence of real-rooted polynomials, as the degree goes to $\infty$. In this…
We prove the large deviations principle (LDP) for the law of the solutions to a class of semilinear stochastic partial differential equations driven by multiplicative noise. Our proof is based on the weak convergence approach and…