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We consider probability measures arising from the Cauchy summation identity for the LLT (Lascoux--Leclerc--Thibon) symmetric polynomials of rank $n \geq 1$. We study the asymptotic behaviour of these measures as one of the two sets of…

Probability · Mathematics 2023-09-13 Amol Aggarwal , Alexei Borodin , Michael Wheeler

In this paper we study the global fluctuations of block Gaussian matrices within the framework of second-order free probability theory. In order to compute the second-order Cauchy transform of these matrices, we introduce a matricial…

Probability · Mathematics 2017-11-21 Mario Diaz , James Mingo , Serban Belinschi

We establish the asymptotic expansion in $\beta$ matrix models with a confining, off-critical potential, in the regime where the support of the equilibrium measure is a union of segments. We first address the case where the filling…

Mathematical Physics · Physics 2024-07-19 Gaëtan Borot , Alice Guionnet

Generalized Jacobi polynomials are orthogonal polynomials related to a weight function which is smooth and positive on the whole interval of orthogonality up to a finite number of points, where algebraic singularities occur. The influence…

Classical Analysis and ODEs · Mathematics 2016-09-06 Alphonse P. Magnus

We study the limiting behavior of the $k$-th eigenvalue $x_k$ of unitary invariant ensembles with Freud-type and uniform convex potentials. As both $k$ and $n-k$ tend to infinity, we obtain Gaussian fluctuations for $x_k$ in the bulk and…

Probability · Mathematics 2019-09-04 Deng Zhang

We investigate circuit complexity of unitaries generated by time evolution of randomly chosen strongly interacting Hamiltonians in finite dimensional Hilbert spaces. Specifically, we focus on two ensembles of random generators -- the so…

Quantum Physics · Physics 2025-03-04 Marcin Kotowski , Michał Oszmaniec , Michał Horodecki

We introduce and study a family of random processes with a discrete time related to products of random matrices. Such processes are formed by singular values of random matrix products, and the number of factors in a random matrix product…

Mathematical Physics · Physics 2015-11-06 Eugene Strahov

The Gaussian $\beta$-ensemble (G$\beta$E) is a fundamental model in random matrix theory. In this paper, we provide a comprehensive asymptotic description of the characteristic polynomial of the G$\beta$E anywhere in the bulk of the…

Probability · Mathematics 2025-08-05 Gaultier Lambert , Elliot Paquette

We present some review material relating to the topic of optimal asymptotic expansions of correlation functions and associated observables for $\beta$ ensembles in random matrix theory. We also give an introduction to a related line of…

Mathematical Physics · Physics 2026-03-20 Peter J. Forrester , Anas A. Rahman , Bo-Jian Shen

We connect quantum graphs with infinite leads, and turn them to scattering systems. We show that they display all the features which characterize quantum scattering systems with an underlying classical chaotic dynamics: typical poles, delay…

Chaotic Dynamics · Physics 2009-11-07 Tsampikos Kottos , Uzy Smilansky

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…

Probability · Mathematics 2019-11-28 Benjamin Landon , Philippe Sosoe

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…

Probability · Mathematics 2011-06-13 Gérard Ben Arous , Kim Dang

Rider, Sinclair and Xu (2013) introduced a solvable two charge ensemble of interacting charged particles on the real line in the presence of the harmonic oscillator potential. It can be seen as a special form of a grand canonical ensemble…

Probability · Mathematics 2017-07-27 Martina Dal Borgo , Emma Hovhannisyan , Alain Rouault

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…

Mathematical Physics · Physics 2009-04-24 Jeffrey Schenker , Hermann Schulz-Baldes

The remarkable universality of the eigenvalue correlation functions is perhaps one of the most salient findings in random matrix theory. Particularly for short-range separations of the eigenvalues, the correlation functions have been shown…

Disordered Systems and Neural Networks · Physics 2025-08-28 Joseph W. Baron

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…

Mathematical Physics · Physics 2010-07-29 Arno Kuijlaars , Maarten Vanlessen

The aim of this paper is to give fine asymptotics for random variables with moments of Gamma type. Among the examples we consider are random determinants of Laguerre and Jacobi beta ensembles with varying dimensions (the number of observed…

Probability · Mathematics 2017-10-19 Peter Eichelsbacher , Lukas Knichel

Quantum walks subject to decoherence generically suffer the loss of their genuine quantum feature, a quadratically faster spreading compared to classical random walks. This intuitive statement has been verified analytically for certain…

. We study the evolution of the distribution of eigenvalues of a $N\times N$ matrix subject to a random perturbation drawn from (i) a generalized Gaussian ensemble (ii) a non-Gaussian ensemble with a measure variable under the change of…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 Pragya Shukla

A famous result going back to Eric Kostlan states that the moduli of the eigenvalues of random normal matrices with radial potential are independent yet non identically distributed. This phenomenon is at the heart of the asymptotic analysis…

Probability · Mathematics 2022-06-07 David García-Zelada
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