Related papers: Large gaps of CUE and GUE
According to Dyson's three fold way, from the viewpoint of global time reversal symmetry there are three circular ensembles of unitary random matrices relevant to the study of chaotic spectra in quantum mechanics. These are the circular…
Mixture of experts (MoE) models are widely applied for conditional probability density estimation problems. We demonstrate the richness of the class of MoE models by proving denseness results in Lebesgue spaces, when inputs and outputs…
The Tracy-Widom distribution that has been much studied in recent years can be thought of as an extreme value distribution. We discuss interpolation between the classical extreme value distribution $\exp(-\exp(-x))$, the Gumbel distribution…
This note investigates cover levels of finite sets in the random interlacements model introduced in [Ann. of Math. (2) 171 (2010) 2039-2087], that is, the least level such that the set is completely contained in the random interlacement at…
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 prove Gaussian fluctuation for pair counting statistics of the form $ \sum_{1\leq i\neq j\leq N} f(\theta_i-\theta_j)$ for the Circular Unitary Ensemble (CUE) of random matrices in the case of a slowly growing variance in the limit of…
A discrete version of the Gumbel (Type I) extreme value distribution has been derived by using the general approach of discretization of a continuous distribution. Important distributional and reliability properties have been explored. It…
The probabilities for gaps in the eigenvalue spectrum of finite $ N\times N $ random unitary ensembles on the unit circle with a singular weight, and the related hermitian ensembles on the line with Cauchy weight, are found exactly. The…
We introduce a family of boundary confinements for Coulomb gas ensembles, and study them in the two-dimensional determinantal case of random normal matrices. The family interpolates between the free boundary and hard edge cases, which have…
We study a system of $N$ qubits with a random Hamiltonian obtained by drawing coupling constants from Gaussian distributions in various ways. This results in a rich class of systems which include the GUE and the fixed $q$ SYK theories. Our…
We prove the existence of a limiting distribution for the appropriately rescaled diameters of random undirected Cayley graphs of finite nilpotent groups of bounded rank and nilpotency class, thus extending a result of Shapira and Zuck which…
We describe Generalized Hermitian matrices ensemble sometimes called Chiral ensemble. We give global asymptotic of the density of eigenvalues or the statistical density. We will calculate a Laplace transform of such a density for finite…
A Laplacian matrix is a real symmetric matrix whose row and column sums are zero. We investigate the limiting distribution of the largest eigenvalues of a Laplacian random matrix with Gaussian entries. Unlike many classical matrix…
We present tables of record (maximal) gaps between densest prime constellations, or k-tuplets. The tables contain all maximal gaps between prime k-tuplets up to 10^15, for each k<=7.
The distribution of the modulus of the extreme eigenvalues is investigated for the complex Ginibre and complex induced Ginibre ensembles in the limit of large dimensions of random matrices. The limiting distribution of the scaled spectral…
In this note, we establish the convergence in distribution of the maxima of i.i.d. random variables to the Gumbel distribution with the associated normalizing sequences for several examples that are related to the normal distribution.…
We study the spectral measure of large Euclidean random matrices. The entries of these matrices are determined by the relative position of $n$ random points in a compact set $\Omega_n$ of $\R^d$. Under various assumptions we establish the…
Given a random sample from a multivariate normal distribution whose covariance matrix is a Toeplitz matrix, we study the largest off-diagonal entry of the sample correlation matrix. Assuming the multivariate normal distribution has the…
We study the rescaled probability distribution of the critical depinning force of an elastic system in a random medium. We put in evidence the underlying connection between the critical properties of the depinning transition and the extreme…
For random matrix ensembles with non-gaussian matrix elements that may exhibit some correlations, it is shown that centered traces of polynomials in the matrix converge in distribution to a Gaussian process whose covariance matrix is…