Related papers: Commutators of random matrices from the unitary an…

We consider the ensemble of real symmetric random matrices $H^{(n,\rho)}$ obtained from the determinant form of the Ihara zeta function of random graphs that have $n$ vertices with the edge probability $\rho/n$. We prove that the normalized…

Conditional on the extended Riemann hypothesis, we show that with high probability, the characteristic polynomial of a random symmetric $\{\pm 1\}$-matrix is irreducible. This addresses a question raised by Eberhard in recent work. The main…

Consider Ginibre's ensemble of $N \times N$ non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance $\frac{1}{N}$. As $N \uparrow \infty$ the normalized counting measure of the…

We consider random Hermitian matrices made of complex or real $M\times N$ rectangular blocks, where the blocks are drawn from various ensembles. These matrices have $N$ pairs of opposite real nonvanishing eigenvalues, as well as $M-N$ zero…

The topic of this paper is the typical behavior of the spectral measures of large random matrices drawn from several ensembles of interest, including in particular matrices drawn from Haar measure on the classical Lie groups, random…

With $<\cdot>$ denoting an average with respect to the eigenvalue PDF for the Laguerre unitary ensemble, the object of our study is $ \tilde{E}_N(I;a,\mu) := < \prod_{l=1}^N \chi_{(0,\infty)\backslash I}^{(l)} (\lambda - \lambda_l)^\mu>$…

A one-parameter random matrix model is proposed for describing the statistics of the local amplitudes and phases of electron eigenfunctions in a mesoscopic quantum dot in an arbitrary magnetic field. Comparison of the statistics obtained…

In this paper, we prove a universality result of convergence for a bivariate random process defined by the eigenvectors of a sample covariance matrix. Let $V_n=(v_{ij})_{i \leq n,\, j\leq m}$ be a $n\times m$ random matrix, where $(n/m)\to…

We consider the following data perturbation model, where the covariates incur multiplicative errors. For two $n \times m$ random matrices $U, X$, we denote by $U \circ X$ the Hadamard or Schur product, which is defined as $(U \circ X)_{ij}…

There has recently been interest in relating properties of matrices drawn at random from the classical compact groups to statistical characteristics of number-theoretical L-functions. One example is the relationship conjectured to hold…

The addition of noise has a regularizing effect on Hermitian matrices. This effect is studied here for $H=A+V$, where $A$ is the base matrix and $V$ is sampled from the GOE or the GUE random matrix ensembles. We bound the mean number of…

It is known that the fluctuations of suitable linear statistics of Haar distributed elements of the compact classical groups satisfy a central limit theorem. We show that if the corresponding test functions are sufficiently smooth, a rate…

We give a probabilistic proof of the Weyl integration formula on U(n), the unitary group with dimension $n$. This relies on a suitable definition of Haar measures conditioned to the existence of a stable subspace with any given dimension…

Let $M_n$ be a $n \times n$ Wigner or sample covariance random matrix, and let $\mu_1(M_n), \mu_2(M_n), ..., \mu_n(M_n)$ denote the unordered eigenvalues of $M_n$. We study the fluctuations of the partial linear eigenvalue statistics $$…

We study properties of distributions of random variables with independent identically distributed symbols of generalized L\"{u}roth series (GLS) expansions (the family of GLS-expansions contains L\"{u}roth expansion and $Q_{\infty}$- and…

These notes provide an introduction to the theory of random matrices. The central quantity studied is $\tau(a)= det(1-K)$ where $K$ is the integral operator with kernel $1/\pi} {\sin\pi(x-y)\over x-y} \chi_I(y)$. Here…

We consider integrals of type $\int_{O_n}u_{11}^{a_1}... u_{1n}^{a_n}u_{21}^{b_1}... u_{2n}^{b_n} du$, with respect to the Haar measure on the orthogonal group. We establish several remarkable invariance properties satisfied by such…

Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the product $XY$ is derived. Some basic distributional properties are also derived, including…

This paper is concerned with complex eigenvalues of truncated unitary quaternion matrices equipped with the Haar measure. The joint eigenvalue probability density function is obtained for truncations of any size. We also obtain the spectral…

Nonlocal properties of an ensemble of diagonal random unitary matrices of order $N^2$ are investigated. The average Schmidt strength of such a bipartite diagonal quantum gate is shown to scale as $\log N$, in contrast to the $\log N^2$…