Related papers: Crystallization of random matrix orbits
The free convolution is the binary operation on the set of probability measures on the real line which allows to deduce, from the individual spectral distributions, the spectral distribution of a sum of independent unitarily invariant…
Parker and L\^e introduced random butterfly transforms (RBTs) as a preprocessing technique to replace pivoting in dense LU factorization. Unfortunately, their FFT-like recursive structure restricts the dimensions of the matrix. Furthermore,…
We study the asymptotics of representations of a fixed compact Lie group. We prove that the limit behavior of a sequence of such representations can be described in terms of certain random matrices; in particular operations on…
The eigenvalue spectrum of the sum of large random matrices that are mutually "free", i.e., randomly rotated, can be obtained using the formalism of R-transforms, with many applications in different fields. We provide a direct…
The $ \beta $-functions of marginal couplings are known to be closely related to the $ A $-function through Osborn's equation, derived using the local renormalization group. It is possible to derive strong constraints on the…
We introduce three universality classes of chiral random matrix ensembles with a nonzero chemical potential and real, complex or quaternion real matrix elements. In the thermodynamic limit we find that the distribution of the eigenvalues in…
The expected root-mean-square value of a matrix element $A_{\alpha\beta}$ in a classically chaotic system, where $A$ is a smooth, $\hbar$-independent function of the coordinates and momenta, and $\alpha$ and $\beta$ label different energy…
We prove that independent rectangular random matrices, when embedded in a space of larger square matrices, are asymptotically free with amalgamation over a commutative finite dimensional subalgebra $D$ (under an hypothesis of unitary…
Motivated by the nodal distribution universality conjecture for discrete operators on graphs and by the spectral analysis of their maximal abelian covers, we consider a family of Hermitian matrices $h_{\alpha}$ obtained by varying the…
We analyse the limiting behavior of the eigenvalue and singular value distribution for random convolution operators on large (not necessarily Abelian) groups, extending the results by M. Meckes for the Abelian case. We show that for regular…
In this paper we discuss general tridiagonal matrix models which are natural extensions of the ones given by Dumitriu and Edelman. We prove here the convergence of the distribution of the eigenvalues and compute the limiting distributions…
The random variable $1+z_1+z_1z_2+\dots$ appears in many contexts and was shown by Kesten to exhibit a heavy tail distribution. We consider natural extensions of this variable and its associated recursion to $N \times N$ matrices either…
The paper presents a new theory of unfolding of eigenvalue surfaces of real symmetric and Hermitian matrices due to an arbitrary complex perturbation near a diabolic point. General asymptotic formulae describing deformations of a conical…
A bordering of GUE matrices is considered, in which the bordered row consists of zero mean complex Gaussians N$[0,\sigma/2] + i {\rm N}[0,\sigma/2]$ off the diagonal, and the real Gaussian N$[\mu,\sigma/\sqrt{2}]$ on the diagonal. We…
We investigate the asymptotic behavior of the eigenvalues of spiked perturbations of Wigner matrices when the dimension goes to infinity. The entries of the Hermitian Wigner matrix have a distribution which is symmetric and satisfies a…
We extend our recent result [Cipolloni, Erd\H{o}s, Schr\"oder 2019] on the central limit theorem for the linear eigenvalue statistics of non-Hermitian matrices $X$ with independent, identically distributed complex entries to the real…
We study largest singular values of large random matrices, each with mean of a fixed rank $K$. Our main result is a limit theorem as the number of rows and columns approach infinity, while their ratio approaches a positive constant. It…
We introduce a finite version of free probability for rectangular matrices that amounts to operations on singular values of polynomials. We show that we can replicate the transforms from free probability, and that asymptotically there is…
We present a randomized, inverse-free algorithm for producing an approximate diagonalization of any $n \times n$ matrix pencil $(A,B)$. The bulk of the algorithm rests on a randomized divide-and-conquer eigensolver for the generalized…
We review the recent developments in the theory of normal, normal self-dual and general complex random matrices. The distribution and correlations of the eigenvalues at large scales are investigated in the large $N$ limit. The 1/N expansion…