Related papers: Extreme values of CUE characteristic polynomials: …

Being the limits of copulas of componentwise maxima in independent random samples, extreme-value copulas can be considered to provide appropriate models for the dependence structure between rare events. Extreme-value copulas not only arise…

Consider a square random matrix with independent and identically distributed entries of mean zero and unit variance. We show that as the dimension tends to infinity, the spectral radius is equivalent to the square root of the dimension in…

We study the 'critical moments' of subcritical Gaussian multiplicative chaos (GMCs) in dimensions $d \leq 2$. In particular, we establish a fully explicit formula for the leading order asymptotics, which is closely related to large…

Conjectured links between the distribution of values taken by the characteristic polynomials of random orthogonal matrices and that for certain families of L-functions at the centre of the critical strip are used to motivate a series of…

We consider global fluctuations of the spectrum of the GUE. Using results on the linear statistics of such matrices as well as variance bounds on the eigenvalues, we show that under a suitable scaling, global fluctuations of the spectrum…

We introduce a special class of random matrices (DUE) whose spectral statistics corresponds to statistics of microscopical quantities detected in vehicular flows. Comparing the level spacing distribution (for ordered eigenvalues in unfolded…

Spectral correlations in unitary invariant, non-Gaussian ensembles of large random matrices possessing an eigenvalue gap are studied within the framework of the orthogonal polynomial technique. Both local and global characteristics of…

We study unitary random matrix ensembles in the critical regime where a new cut arises away from the original spectrum. We perform a double scaling limit where the size of the matrices tends to infinity, but in such a way that only a…

Let $p_n$ be the characteristic polynomial of an $n \times n$ random matrix drawn from one of the compact classical matrix groups. We show that the critical points of $p_n$ converge to the uniform distribution on the unit circle as $n$…

Consider the empirical spectral distribution of complex random $n\times n$ matrix whose entries are independent and identically distributed random variables with mean zero and variance $1/n$. In this paper, via applying potential theory in…

In this article, we study the largest gaps of the classical random matrices of CUE and GUE, and show that after rescaling, the limiting densities are given by the Gumbel distributions.

We study the phenomenon of "crowding" near the largest eigenvalue $\lambda_{\max}$ of random $N \times N$ matrices belonging to the Gaussian Unitary Ensemble (GUE) of random matrix theory. We focus on two distinct quantities: (i) the…

Penalized likelihood and quasi-likelihood methods dominate inference in high-dimensional linear mixed-effects models. Sampling-based Bayesian inference is less explored due to the computational bottlenecks introduced by the random effects…

We show that the probability of appearance of synchronisation in chaotic coupled map lattices is related to the distribution of the maximum of a certain observable evaluated along almost all orbit. We show that such distribution belongs to…

This paper studies the extreme gaps between eigenvalues of random matrices. We give the joint limiting law of the smallest gaps for Haar-distributed unitary matrices and matrices from the Gaussian unitary ensemble. In particular, the kth…

We introduce a method for the comparison of some extremal eigenvalue statistics of random matrices. For example, it allows one to compare the maximal eigenvalue gap in the bulk of two generalized Wigner ensembles, provided that the first…

Consider Ginibre's ensemble of $N \times N$ non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance $\frac{1}{N}$. As $N \uparrow \infty$ the normalized counting measure of the…

We study an infinite class of sequences of sparse polynomials that have binomial coefficients both as exponents and as coefficients. This generalizes a sequence of sparse polynomials which arises in a natural way as graph theoretic…

We consider a new class of non-Hermitian random matrices, namely the ones which have the form of sums of freely independent terms involving unitary matrices. To deal with them, we exploit the recently developed quaternion technique. After…

We consider a class of random quantum circuits where at each step a gate from a universal set is applied to a random pair of qubits, and determine how quickly averages of arbitrary finite-degree polynomials in the matrix elements of the…