Related papers: Edge fluctuations for random normal matrix ensembl…
Consider the random normal matrix ensemble associated with a potential on the plane which is sufficiently strong near infinity. It is known that, to a first approximation, the eigenvalues obey a certain equilibrium distribution, given by…
We consider a class of sparse random matrices, which includes the adjacency matrix of Erd\H{o}s-R\'enyi graphs $\mathcal G(N,p)$ for $p \in [N^{\varepsilon-1},N^{-\varepsilon}]$. We identify the joint limiting distributions of the…
We study a class of radially symmetric Coulomb gas ensembles at inverse temperature $\beta=2$, for which the droplet consists of a number of concentric annuli, having at least one bounded ``gap'' $G$, i.e., a connected component of the…
Smooth linear statistics of random permutation matrices, sampled under a general Ewens distribution, exhibit an interesting non-universality phenomenon. Though they have bounded variance, their fluctuations are asymptotically non-Gaussian…
We study large $n$ expansions for the partition function of a Coulomb gas $$Z_n=\frac 1 {\pi^n}\int_{\mathbb{C}^n}\prod_{1\le i<j\le n}|z_i-z_j|^2\prod_{i=1}^n e^{-nQ(z_i)}\, d^2 z_i,$$ where $Q$ is a radially symmetric confining potential…
We determine the asymptotic law for the fluctuations of the total number of critical points of random Gaussian spherical harmonics in the high degree limit. Our results have implications on the sophistication degree of an appropriate…
One of the great miracles of random matrix theory is that, in the $N \to \infty$ limit, many otherwise intractable matrix problems with horrendously complicated finite-$N$ expressions admit remarkably simple and elegant asymptotic…
We analyze the asymptotic fluctuations of linear eigenvalue statistics of random centrosymmetric matrices with i.i.d. entries. We prove that for a complex analytic test function, the centered and normalized linear eigenvalue statistics of…
It is known that in various random matrix models, large perturbations create outlier eigenvalues which lie, asymptotically, in the complement of the support of the limiting spectral density. This paper is concerned with fluctuations of…
In this work, we obtain the central limit theorem for fluctuations of Young diagrams around their limit shape in the bulk of the "spectrum" of partitions of a large integer n (under the Plancherel measure). More specifically, we show that,…
The Probability Distribution Function of plasma density fluctuations at the edge of fusion devices is known to be skewed and strongly non-Gaussian. The causes of this peculiar behaviour are, up to now, largely unexplored. On the other hand,…
We establish universal Gaussian fluctuations for the mesoscopic linear eigenvalue statistics in the vicinity of the cusp-like singularities of the limiting spectral density for Wigner-type random matrices. Prior to this work, the linear…
We make use of continuum elasticity theory to investigate the collective modes that propagate along the edge of a two-dimensional electron liquid or crystal in a magnetic field. An exact solution of the equations of motion is obtained with…
We consider the single eigenvalue fluctuations of random matrices of general Wigner-type, under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove that the asymptotic fluctuations of a single eigenvalue…
Random matrices from the elliptic Ginibre orthogonal ensemble (GinOE) are a certain linear combination of a real symmetric, and real anti-symmetric, real Gaussian random matrices and controlled by a parameter $\tau$. Our interest is in the…
We show that the limiting minimal eigenvalue distributions for a natural generalization of Gaussian sample-covariance structures (the "beta ensembles") are described by the spectrum of a random diffusion generator. By a Riccati…
We study the statistics of the number of real eigenvalues in the elliptic deformation of the real Ginibre ensemble. As the matrix dimension grows, the law of large numbers and the central limit theorem for the number of real eigenvalues are…
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…
We investigate the limiting distribution of the fluctuations of the maximal summand in a random partition of a large integer with respect to a multiplicative statistics. We show that for a big family of Gibbs measures on partitions (so…
We give a method for taking microscopic limits of normal matrix ensembles. We apply this method to study the behaviour near certain types of singular points on the boundary of the droplet. Our investigation includes ensembles without…