Related papers: Horn's problem and Harish-Chandra's integrals. Pro…
The wrapped normal distribution arises when a the density of a one-dimensional normal distribution is wrapped around the circle infinitely many times. At first look, evaluation of its probability density function appears tedious as an…
We review the state of the art of the theory of Euclidean random matrices, focusing on the density of their eigenvalues. Both Hermitian and non-Hermitian matrices are considered and links with simpler, standard random matrix ensembles are…
We compute the joint eigenvalue distribution for a multiplicative non-Hermitian perturbation $(I+i\Gamma)H$, $\operatorname{rank}\,\Gamma=1$ of a random matrix $H$ from the Gaussian, Laguerre, and chiral Gaussian $\beta$-ensembles.
We prove localization with high probability on sets of size of order $N/\log N$ for the eigenvectors of non-Hermitian finitely banded $N\times N$ Toeplitz matrices $P_N$ subject to small random perturbations, in a very general setting. As…
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…
We study the hermitean and normal two matrix models in planar approximation for an arbitrary number of eigenvalue supports. Its planar graph interpretation is given. The study reveals a general structure of the underlying analytic complex…
We study Hermitian random matrix models with an external source matrix which has equispaced eigenvalues, and with an external field such that the limiting mean density of eigenvalues is supported on a single interval as the dimension tends…
We extend the study of supersymmetric tridiagonal Hamiltonians to the case of non-Hermitian Hamiltonians with real or complex conjugate eigenvalues. We find the relation between matrix elements of the non-Hermitian Hamiltonian $H$ and its…
Many important problems are characterized by the eigenvalues of a large matrix. For example, the difficulty of many optimization problems, such as those arising from the fitting of large models in statistics and machine learning, can be…
The notion of a Heisenberg Uniqueness Pair (HUP) is introduced. This amounts to asking which collections of exponentials are weak-star fundamental in $L^\infty$ on a planar curve. In the case when the curve is a hyperbola, we can give a…
We give a new proof of universality properties in the bulk of spectrum of the hermitian matrix models, assuming that the potential that determines the model is globally $C^{2}$ and locally $C^{3}$ function (see Theorem \ref{t:U.t1}). The…
Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…
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…
We consider the eigenvalue problem and the associated intersection theory of homogenous spaces for the symplectic and odd orthogonal groups. We solve the Horn and saturation problems for these classical groups.
The Subspace Theorem due to Schmidt (1972) is a broad generalisation of Roth's Theorem in Diophantine Approximation (1955) which, in the same way as the latter, suffers a notorious lack of effectivity. This problem is tackled from a…
Universality of eigenvalue spacings is one of the basic characteristics of random matrices. We give the precise meaning of universality and discuss the standard universality classes (sine, Airy, Bessel) and their appearance in unitary,…
The eigenvalues of an arbitrary quaternionic matrix have a joint probability distribution function first derived by Ginibre. We show that there exists a mapping of this system onto a fermionic field theory and then use this mapping to…
We provide sufficient and necessary conditions guaranteeing equations $(A+B)^*=A^*+B^*$ and $(AB)^*=B^*A^*$ concerning densely defined unbounded operators $A,B$ between Hilbert spaces. We also improve the perturbation theory of selfadjoint…
We study the asymptotic distribution of the eigenvalues of random Hermitian periodic band matrices, focusing on the spectral edges. The eigenvalues close to the edges converge in distribution to the Airy point process if (and only if) the…
A given Hamiltonian matrix H with real spectrum is assumed tridiagonal and non-Hermitian. Its possible Hermitizations via an amended, ad hoc inner-product metric are studied. Under certain reasonable assumptions, all of these metrics are…