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Related papers: Crystallization of random matrix orbits

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For $g < n$, let $b\_1,...,b\_{n-g}$ be $n - g$ independent vectors in $\mathbb{R}^n$ with a common distribution invariant by rotation. Considering these vectors as a basis for the Euclidean lattice they generate, the aim of this paper is…

Probability · Mathematics 2007-05-23 Ali Akhavi , Jean-François Marckert , Alain Rouault

We consider the random normal matrices with quadratic external potentials where the associated orthogonal polynomials are Hermite polynomials and the limiting support (called droplet) of the eigenvalues is an ellipse. We calculate the…

Mathematical Physics · Physics 2016-02-17 Seung-Yeop Lee , Roman Riser

Let $(S^2,g)$ be a convex surface of revolution and $H \subset S^2$ the unique rotationally invariant geodesic. Let $\varphi^\ell_m$ be the orthonormal basis of joint eigenfunctions of $\Delta_g$ and $\partial_\theta$, the generator of the…

Spectral Theory · Mathematics 2020-08-31 Michael Geis

In this paper we develop a framework allowing a natural extension of the Lorentz transformations. To begin, we show that by expanding conventional four-dimensional spacetime to eight-dimensions that a natural generalization is indeed…

We develop a framework for establishing the Law of Large Numbers for the eigenvalues in the random matrix ensembles as the size of the matrix goes to infinity simultaneously with the beta (inverse temperature) parameter going to zero. Our…

Mathematical Physics · Physics 2022-06-22 Florent Benaych-Georges , Cesar Cuenca , Vadim Gorin

One can identify a tripartite classification of random matrix ensembles into geometrical universality classes corresponding to the plane, the sphere and the anti-sphere. The plane is identified with Ginibre-type (iid) matrices and the…

Mathematical Physics · Physics 2015-06-11 Anthony Mays

A random matrix is likely to be well conditioned, and motivated by this well known property we employ random matrix multipliers to advance some fundamental matrix computations. This includes numerical stabilization of Gaussian elimination…

Numerical Analysis · Mathematics 2012-12-27 Victor Y. Pan , Guoliang Qian

The circular and Jacobi ensembles of random matrices have their eigenvalue support on the unit circle of the complex plane and the interval $(0,1)$ of the real line respectively. The averaged value of the modulus of the corresponding…

Mathematical Physics · Physics 2015-06-16 P. J. Forrester , J. P. Keating

We show the density of eigenvalues for three classes of random matrix ensembles is determinantal. First we derive the density of eigenvalues of product of $k$ independent $n\times n$ matrices with i.i.d. complex Gaussian entries with a few…

Probability · Mathematics 2016-05-05 Kartick Adhikari , Nanda Kishore Reddy , Tulasi Ram Reddy , Koushik Saha

We study the real eigenvalue statistics of products of independent real Ginibre random matrices. These are matrices all of whose entries are real i.i.d. standard Gaussian random variables. For such product ensembles, we demonstrate the…

Probability · Mathematics 2021-09-02 Will FitzGerald , Nick Simm

A generalized Wigner matrix perturbed by a finite-rank deterministic matrix is considered. The fluctuations of the largest eigenvalues, which emerge outside the bulk of the spectrum, and the corresponding eigenvectors, are studied. Under…

Probability · Mathematics 2026-01-16 Bishakh Bhattacharya , Arijit Chakrabarty , Rajat Subhra Hazra

For a real number $0<\lambda<2$, we introduce a transformation $T_\lambda$ naturally associated to expansion in $\lambda$-continued fraction, for which we also give a geometrical interpretation. The symbolic coding of the orbits of…

Probability · Mathematics 2011-04-04 Elise Janvresse , Benoît Rittaud , Thierry De La Rue

The limiting behavior of the eigenvalues of the Toeplitz matrices $T_{n}[\sigma]=(\hat{\sigma}(i-j))$, where $0\leq i,j \leq n$, as $n \to \infty$, is investigated in the case of complex valued functions $\sigma$ defined on the unit circle…

Functional Analysis · Mathematics 2018-07-05 Richard A. Libby

Recently, Hammond and Sheffield introduced a model of correlated random walks that scale to fractional Brownian motions with long-range dependence. In this paper, we consider a natural generalization of this model to dimension $d\geq 2$. We…

Probability · Mathematics 2015-04-21 Hermine Biermé , Olivier Durieu , Yizao Wang

We study the scaling limit of the rank-one truncation of various beta ensemble generalizations of classical unitary/orthogonal random matrices: the circular beta ensemble, the real orthogonal beta ensemble, and the circular Jacobi beta…

Probability · Mathematics 2023-10-24 Yun Li , Benedek Valkó

We consider the three finite free convolutions for polynomials studied in a recent paper by Marcus, Spielman, and Srivastava. Each can be described either by direct explicit formulae or in terms of operations on randomly rotated matrices.…

Combinatorics · Mathematics 2022-09-02 Jacob Campbell , Zhi Yin

We consider the limiting location and limiting distribution of the largest eigenvalue in real symmetric ($\beta$ = 1), Hermitian ($\beta$ = 2), and Hermitian self-dual ($\beta$ = 4) random matrix models with rank 1 external source. They are…

Mathematical Physics · Physics 2012-01-31 Dong Wang

Consider a finite sequence of independent random permutations, chosen uniformly either among all permutations or among all matchings on n points. We show that, in probability, as n goes to infinity, these permutations viewed as operators on…

Probability · Mathematics 2023-06-26 Charles Bordenave , Benoît Collins

We introduce and study an infinite random triangulation of the unit disk that arises as the limit of several recursive models. This triangulation is generated by throwing chords uniformly at random in the unit disk and keeping only those…

Probability · Mathematics 2012-01-19 Nicolas Curien , Jean-François Le Gall

We define a number of natural (from geometric and combinatorial points of view) deformation spaces of valuations on finite graphs, and study functions over these deformation spaces. These functions include both direct metric invariants…

Combinatorics · Mathematics 2007-05-23 Dmitry Jakobson , Igor Rivin