Related papers: The limiting characteristic polynomial of classica…

We introduce a new type of convergence in probability theory, which we call ``mod-Gaussian convergence''. It is directly inspired by theorems and conjectures, in random matrix theory and number theory, concerning moments of values of…

We consider a generalization of the fixed and bounded trace ensembles introduced by Bronk and Rosenzweig up to an arbitrary polynomial potential. In the large-N limit we prove that the two are equivalent and that their eigenvalue…

Recently, the supersymmetry method was extended from Gaussian ensembles to arbitrary unitarily invariant matrix ensembles by generalizing the Hubbard-Stratonovich transformation. Here, we complete this extension by including arbitrary…

We investigate numerically the power-law random matrix ensembles. Wavefunctions are fractal up to a characteristic length whose logarithm diverges asymmetrically with different exponents, 1 in the localized phase and 0.5 in the extended…

We present some applications of central limit theorems on mesoscopic scales for random matrices. When combined with the recent theory of "homogenization" for Dyson Brownian Motion, this yields the universality of quantities which depend on…

We show that the zeros of random sequences of Gaussian systems of polynomials of increasing degree almost surely converge to the expected limit distribution under very general hypotheses. In particular, the normalized distribution of zeros…

For time-reversal invariant graphs we prove the Bohigas-Giannoni-Schmit conjecture in its most general form: For graphs that are mixing in the classical limit, all spectral correlation functions coincide with those of the Gaussian…

This paper considers random matrices distributed according to Haar measure in different classical compact groups. Utilizing the determinantal point structures of their nontrivial eigenangles, with respect to the $L_1$-Wasserstein distance,…

It has been shown recently [10] that Cauchy transforms of orthogonal polynomials appear naturally in general correlation functions containing ratios of characteristic polynomials of random NxN Hermitian matrices. Our main goal is to…

We address the question as to why, in the semiclassical limit, classically chaotic systems generically exhibit universal quantum spectral statistics coincident with those of Random Matrix Theory. To do so, we use a semiclassical resummation…

It is well known that over an infinite field the ring of symmetric functions in a finite number of variables is isomorphic to the one of polynomial functions on matrices that are invariants by the action of conjugation by general linear…

We present a random matrix model suitable for the quantum mechanical description of a particle confined to move inside a two-dimensional domain. Here, the ensemble average corresponds to an average over domain shapes. Although this approach…

A classical inequality, which is known for families of monotone functions, is generalized to a larger class of families of measurable functions. Moreover we characterize all the families of functions for which the equality holds. We apply…

A common statistical task lies in showing asymptotic normality of certain statistics. In many of these situations, classical textbook results on weak convergence theory suffice for the problem at hand. However, there are quite some…

We find closed formulas for arbitrarily high mixed moments of characteristic polynomials of the Alternative Circular Unitary Ensemble (ACUE), as well as closed formulas for the averages of ratios of characteristic polynomials in this…

We consider very general "random integers" and (attempt to) prove that many multiplicative and additive functions of such integers have limiting distributions. These integers include, for instance, the curvatures of Apollonian circle…

Within the last fifteen years, a program of establishing relationships between algorithmic randomness and almost-everywhere theorems in analysis and ergodic theory has developed. In harmonic analysis, Franklin, McNicholl, and Rute…

The results of the renormalization group are commonly advertised as the existence of power law singularities near critical points. The classic predictions are often violated and logarithmic and exponential corrections are treated on a…

This paper contains a complete description of classes of the unitary equivalence of the admissible representations of infinite-dimensional classic matrix groups paper.

We introduce a new method for studying universality of random matrices. Let T_n be the Jacobi matrix associated to the Dyson beta ensemble with uniformly convex polynomial potential. We show that after scaling, T_n converges to the…