Related papers: On pure complex spectrum for truncations of random…

One tuple of probability vectors is more informative than another tuple when there exists a single stochastic matrix transforming the probability vectors of the first tuple into the probability vectors of the other. This is called matrix…

We study the monic polynomials orthogonal with respect to a symmetric perturbed Gaussian weight $$ w(x;t):=\mathrm{e}^{-x^2}\left(1+t\: x^2\right)^\lambda,\qquad x\in \mathbb{R}, $$ where $t> 0,\;\lambda\in \mathbb{R}$. This weight is…

We investigate the probability that a random polynomial with independent, mean-zero and finite variance coefficients has no real zeros. Specifically, we consider a random polynomial of degree $2n$ with coefficients given by an i.i.d.…

A probabilistic approach to the study of the number of zeros of complex harmonic polynomials was initiated by W. Li and A. Wei (2009), who derived a Kac-Rice type formula for the expected number of zeros of random harmonic polynomials with…

Consider $N\times N$ Hermitian or symmetric random matrices $H$ where the distribution of the $(i,j)$ matrix element is given by a probability measure $\nu_{ij}$ with a subexponential decay. Let $\sigma_{ij}^2$ be the variance for the…

Let $U$ be a random unitary matrix drawn from the Hua-Pickrell distribution $\mu_{\mathrm{U}(n+m)}^{(\delta)}$ on the unitary group $\mathrm{U}(n+m)$. We show that the eigenvalues of the truncated unitary matrix $[U_{i,j}]_{1\leq i,j\leq…

Denote by $\mathcal{H}_k (n,p)$ the random $k$-graph in which each $k$-subset of $\{1... n\}$ is present with probability $p$, independent of other choices. More or less answering a question of Balogh, Bohman and Mubayi, we show: there is a…

We consider Kac's random walk on $n$-dimensional rotation matrices, where each step is a random rotation in the plane generated by two randomly picked coordinates. We show that this process converges to the Haar measure on $\mathit{SO}(n)$…

We consider discrete orthogonal polynomial ensembles which are discrete analogues of the orthogonal polynomial ensembles in random matrix theory. These ensembles occur in certain problems in combinatorial probability and can be thought of…

Let $Q_n$ denote a random symmetric $n$ by $n$ matrix, whose upper diagonal entries are i.i.d. Bernoulli random variables (which take values 0 and 1 with probability 1/2). We prove that $Q_n$ is non-singular with probability…

We provide an elementary proof for a theorem due to Petz and R\'effy which states that for a random $n\times n$ unitary matrix with distribution given by the Haar measure on the unitary group U(n), the upper left (or any other) $k\times k$…

We consider polynomials orthogonal on $[0,\infty)$ with respect to Laguerre-type weights $w(x)=x^\alpha e^{-Q(x)}$, where $\alpha>-1$ and where $Q$ denotes a polynomial with positive leading coefficient. The main purpose of this paper is to…

Let $p \in (0,1/2)$ be fixed, and let $B_n(p)$ be an $n\times n$ random matrix with i.i.d. Bernoulli random variables with mean $p$. We show that for all $t \ge 0$, \[\mathbb{P}[s_n(B_n(p)) \le tn^{-1/2}] \le C_p t + 2n(1-p)^{n} + C_p…

There has been significant interest in studying the asymptotics of certain generalised moments, called the moments of moments, of characteristic polynomials of random Haar-distributed unitary and symplectic matrices, as the matrix size $N$…

In this paper we investigate algebraic, differential and asymptotic properties of polynomials $p_n(x)$ that are orthogonal with respect to the complex oscillatory weight $w(x)=e^{i\omega x}$ on the interval $[-1,1]$, where $\omega>0$. We…

The main goal of this paper is to put some known results in a common perspective and to simplify their proofs. We start with a simple proof of a result from (Vereshchagin, 2002) saying that $\limsup_n\KS(x|n)$ (here $\KS(x|n)$ is…

We consider $N\times N$ random matrices of the form $H=W+V$ where $W$ is a real symmetric or complex Hermitian Wigner matrix and $V$ is a random or deterministic, real, diagonal matrix whose entries are independent of $W$. We assume…

For small $r$ the Hankel determinants $d_r(n)$ of the sequence $\left({2n+r\choose n}\right)_{n\ge 0}$ are easy to guess and show an interesting modular pattern. For arbitrary $r$ and $n$ no closed formulae are known, but for each positive…

We calculate analytically the probability of large deviations from its mean of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we show that the…

Let $A_n$ be a random symmetric matrix with Bernoulli $\{\pm 1\}$ entries. For any $\kappa>0$ and two real numbers $\lambda_1,\lambda_2$ with a separation $|\lambda_1-\lambda_2|\geq \kappa n^{1/2}$ and both lying in the bulk…