Related papers: Characteristic polynomials of complex random matri…
The binary black hole merger waveform is both simple and universal. Adopting an effective asymptotic description of the dynamics, we aim at accounting for such universality in terms of underlying (effective) integrable structures. More…
We consider the orbits of a discrete Painlev\'e equation over finite fields and show that the number of points in such orbits satisfy the Hasse bound. The orbits turn out to lie on algebraic curves, whose defining polynomials are given…
Let $p_n$ be the characteristic polynomial of an $n \times n$ random matrix drawn from one of the compact classical matrix groups. We show that the critical points of $p_n$ converge to the uniform distribution on the unit circle as $n$…
We consider the sample covariance matrices of large data matrices which have i.i.d. complex matrix entries and which are non-square in the sense that the difference between the number of rows and the number of columns tends to infinity. We…
We review some recent results on asymptotic properties of polynomials of large degree, of general holomorphic sections of high powers of positive line bundles over Kahler manifolds, and of Laplace eigenfunctions of large eigenvalue on…
We study the characteristic polynomial of random permutation matrices following some measures which are invariant by conjugation, including Ewens' measures which are one-parameter deformations of the uniform distribution on the permutation…
We consider the asymptotic behaviour of the second-order correlation function of the characteristic polynomial of a real symmetric random matrix. Our main result is that the existing result for a random matrix from the Gaussian Orthogonal…
We study the asymptotic behaviour of the solutions of the generic ($D_6^{(1)}$-type) third Painlev\'e equation in the space of initial values as the independent variable approaches infinity (or zero) and show that the limit set of each…
The classical Painlev\'e equations are so well known that it may come as a surprise to learn that the asymptotic description of its solutions remains incomplete. The problem lies mainly with the description of families of solutions in the…
We consider the noncolliding Brownian motion (BM) with $N$ particles starting from the eigenvalue distribution of Gaussian unitary ensemble (GUE) of $N \times N$ Hermitian random matrices with variance $\sigma^2$. We prove that this process…
We introduce a generalized ensemble of nonhermitian matrices interpolating between the Gaussian Unitary Ensemble, the Ginibre ensemble and the Poisson ensemble. The joint eigenvalue distribution of this model is obtained by means of an…
Any square complex matrix of size $n\times n$ can be partially characterized by its $n$ eigenvalues and/or $n$ singular values. While no one-to-one correspondence exists between those two kinds of values on a deterministic level, for random…
In this survey, we review asymptotic results of some orthogonal polynomials which are relate to the Painlev\'e transcendents. They are obtained by applying Deift-Zhou's nonlinear steepest descent method for Riemann-Hilbert problems. In the…
Recently we introduced a family of $U(N)$ invariant Random Matrix Ensembles which is characterized by a parameter $\lambda$ describing logarithmic soft-confinement potentials $V(H) \sim [\ln H]^{(1+\lambda)} \:(\lambda>0$). We showed that…
One object of interest in random matrix theory is a family of point ensembles (random point configurations) related to various systems of classical orthogonal polynomials. The paper deals with a one--parametric deformation of these…
We present the results of systematic numerical computations relating to the extreme value statistics of the characteristic polynomials of random unitary matrices drawn from the Circular Unitary Ensemble (CUE) of Random Matrix Theory. In…
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 review non-autonomous Hamiltonian systems, polynomial in two dependent variables, with the property that all of their solutions are meromorphic functions in the complex plane. These are related to known Hamiltonian systems with the…
This is a review of the Riemann-Hilbert approach to the large $N$ asymptotics in random matrix models and its applications. We discuss the following topics: random matrix models and orthogonal polynomials, the Riemann-Hilbert approach to…
The discrete Painlev\'e equations have mathematical properties closely related to those of the differential Painlev\'e equations. We investigate the appearance of elliptic functions as limiting behaviours of $q$-Painlev\'e transcendents,…