Related papers: A Semicircle Law for Derivatives of Random Polynom…

We study the extent of independence needed to approximate the product of bounded random variables in expectation, a natural question that has applications in pseudorandomness and min-wise independent hashing. For random variables whose…

In [Jalowy, Kabluchko, Marynych, arXiv:2504.11593v1, 2025], the authors discuss a user-friendly approach to determine the limiting empirical zero distribution of a sequence of real-rooted polynomials, as the degree goes to $\infty$. In this…

We consider a random symmetric matrix ${\bf X} = [X_{jk}]_{j,k=1}^n$ with upper triangular entries being i.i.d. random variables with mean zero and unit variance. We additionally suppose that $\mathbb E |X_{11}|^{4 + \delta} =:…

Let X_N= (X_1^(N), ..., X_p^(N)) be a family of N-by-N independent, normalized random matrices from the Gaussian Unitary Ensemble. We state sufficient conditions on matrices Y_N =(Y_1^(N), ..., Y_q^(N)), possibly random but independent of…

We study Hermitian non-commutative quadratic polynomials of multiple independent Wigner matrices. We prove that, with the exception of some specific reducible cases, the limiting spectral density of the polynomials always has a square root…

We associate to a semisimple complex Lie algebra $\mathfrak{g}$ a sequence of polynomials $P_{\ell,\mathfrak{g}}(x)\in\mathbb{Q}[x]$ in $r$ variables, where $r$ is the rank of $\mathfrak{g}$ and $\ell=0,1,2,\ldots $. The polynomials…

Let $X_1,X_2,\ldots$ be a sequence of i.i.d. random variables, with mean zero and variance one. Let $W_n=(X_1+\ldots+X_n)/\sqrt{n}$. An old and celebrated result of Prohorov asserts that $W_n$ converges in total variation to the standard…

Explicit expressions are proven for derivatives of the ratio of a determinant or Pfaffian determinant and a Vandermonde determinant. Such ratios appear for example in general group integrals of Harish-Chandra--Itzykson--Zuber type and in…

We consider a class of random banded Hessenberg matrices with independent entries having identical distributions along diagonals. The distributions may be different for entries belonging to different diagonals. For a sequence of $n\times n$…

Consider a polynomial of large degree n whose coefficients are independent, identically distributed, nondegenerate random variables having zero mean and finite moments of all orders. We show that such a polynomial has exactly k real zeros…

We compute exact asymptotic results for the probability of the occurrence of large deviations of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we…

We consider $N\times N$ Hermitian random matrices with independent identically distributed entries (Wigner matrices). The matrices are normalized so that the average spacing between consecutive eigenvalues is of order $1/N$. Under suitable…

We analyze the Hermite polynomials $H_{n}(x)$ and their zeros asymptotically, as $n\to\infty.$ We obtain asymptotic approximations from the differential-difference equation which they satisfy, using the ray method. We give numerical…

We present a new killing-a-fly-with-a-sledgehammer proof of one of the oldest results in probability which says that the probability that a random permutation on $n$ elements has no fixed points tends to $e^{-1}$ as $n$ tends to infinity.…

Polynomial sequences $p_n(x)$ of binomial type are a principal tool in the umbral calculus of enumerative combinatorics. We express $p_n(x)$ as a \emph{path integral} in the ``phase space'' $\Space{N}{} \times {[-\pi,\pi]}$. The Hamiltonian…

Let $F\{dx\}$ be a relatively stable probability distribution on the whole real line and $S_n$ the random walk started at the origin with step distribution $F$. We obtain an exact asymptotic form of the Green measure $U\{x+dy\}=…

A result of Simonovits and S\'os states that for any fixed graph $H$ and any $\epsilon > 0$ there exists $\delta > 0$ such that if $G$ is an $n$-vertex graph with the property that every $S \subseteq V(G)$ contains $p^{e(H)} |S|^{v(H)} \pm…

Skew orthogonal polynomials arise in the calculation of the $n$-point distribution function for the eigenvalues of ensembles of random matrices with orthogonal or symplectic symmetry. In particular, the distribution functions are completely…

Let $P$ be a polytope with rational vertices. A classical theorem of Ehrhart states that the number of lattice points in the dilations $P(n) = nP$ is a quasi-polynomial in $n$. We generalize this theorem by allowing the vertices of P(n) to…

Let $\mathbf{R}$ be the sample correlation matrix constructed from $\mathbf{X}\in \mathbb{R}^{p\times n}$, whose entries are independent and identically distributed random variables with mean zero and tail probability condition…