Related papers: On the determinantal structure of conditional over…

We study the distribution of eigenvalues of Haar-random matrices over $\mathbb{Z}_p$ among algebraic extensions of $\mathbb{Q}_p$. Our results give $p$-adic analogues of the real-eigenvalue counting results of Edelman-Kostlan-Shub for the…

We compute exactly the overlap between the eigenvectors of two large empirical covariance matrices computed over intersecting time intervals, generalizing the results obtained previously for non-intersecting intervals. Our method relies on…

The eigenvalue correlations of random matrices from the Jacobi Unitary Ensemble have a known asymptotic behavior as their size tends to infinity. In the bulk of the spectrum the behavior is described in terms of the sine kernel, and at the…

We consider the elliptic Ginibre ensembles in the real, complex and symplectic symmetry classes. As the matrix size tends to infinity, we derive the asymptotic behaviour of the upper tail large deviation probabilities for both the spectral…

We describe in detail the solution of the extension of the chiral Gaussian Unitary Ensemble (chGUE) into the complex plane. The correlation functions of the model are first calculated for a finite number of N complex eigenvalues, where we…

A square matrix is $k$-Toeplitz if its diagonals are periodic sequences of period $k$. We find universal formulas for the determinant, the characteristic polynomial, some eigenvectors, and the entries of the inverse of any tridiagonal…

This paper is concerned with the explicit computation of the limiting distribution function of the largest real eigenvalue in the real Ginibre ensemble when each real eigenvalue has been removed independently with constant likelihood. We…

We investigate singular value statistics for products of independent rectangular complex Ginibre matrices. When the rectangularity parameters of the matrices converge to a common limit in the asymptotic regime, the limiting spectral density…

We analyse the largest eigenvalue of the adjacency matrix of the configuration model with large degrees, where the latter are treated as hard constraints. In particular, we compute the expectation of the largest eigenvalue for degrees that…

We consider eigenvalues of a product of n non-Hermitian, independent random matrices. Each matrix in this product is of size N\times N with independent standard complex Gaussian variables. The eigenvalues of such a product form a…

Let $X$ be a real $(\beta=1)$ or complex $(\beta=2)$ Ginibre ensemble. Let $\{\sigma_i\}_{1\le i\le n}$ be the eigenvalues of $X,$ and $Z_n$ be some rescaled version of $\max_i \Re \sigma_i.$ It was proved that $Z_n$ converges weakly to the…

The eigenvalue statistics for complex $N \times N$ Wishart matrices $X_{r,s}^\dagger X_{r,s}$, where $ X_{r,s}$ is equal to the product of $r$ complex Gaussian matrices, and the inverse of $s$ complex Gaussian matrices, are considered. In…

Sensitivity of an eigenvalue $\lambda_i$ to the perturbation of matrix elements is controlled by the eigenvalue condition number defined as $\kappa_i = \sqrt{\left< L_i | L_i\right> \left< R_i|R_i \right> }$, where $\left<L_i\right|$ and…

This paper is the second chapter of three of the author's undergraduate thesis. In this paper, we consider the random matrix ensemble given by $(d_b, d_w)$-regular graphs on $M$ black vertices and $N$ white vertices, where $d_b \in…

We show that non-Hermitian Ginibre random matrix behaviors emerge in spatially-extended many-body quantum chaotic systems in the space direction, just as Hermitian random matrix behaviors emerge in chaotic systems in the time direction.…

Let $M_n$ be an $n\times n$ real (resp. complex) Wigner matrix and $U_n\Lambda_n U_n^*$ be its spectral decomposition. Set $(y_1,y_2...,y_n)^T=U_n^*x$, where $x=(x_1,x_2,...,$ $x_n)^T$ is a real (resp. complex) unit vector. Under the…

The real Ginibre ensemble consists of $n\times n$ real matrices ${\bf X}$ whose entries are i.i.d. standard normal random variables. In sharp contrast to the complex and quaternion Ginibre ensemble, real eigenvalues in the real Ginibre…

We consider the Hankel determinant generated by the moments of the even weight function ${\rm e}^{-x^2}(A+B\theta(x^2-a^2)), x\in(-\infty,+\infty), a>0, A\ge0, A+B\ge0$. It is intimately related to the gap probability of the Gaussian…

Correlation functions for matrix ensembles with orthogonal and unitarysymplectic rotation symmetry are more complicated to calculate than in the unitary case. The supersymmetry method and the orthogonal polynomials are two techniques to…

We study $k$-point correlators of characteristic polynomials in non-Hermitian ensembles of random matrices, focusing on the real, complex and quaternion $N \times N$ Ginibre ensembles. Our approach is based on the technique of character…