Related papers: On collision of multiple eigenvalues for matrix-va…
Two-valued sets are local sets of the two-dimensional Gaussian free field (GFF) that can be thought of as representing all points of the domain that may be connected to the boundary by a curve on which the GFF takes values only in [-a,b].…
This paper studies the extreme gaps between eigenvalues of random matrices. We give the joint limiting law of the smallest gaps for Haar-distributed unitary matrices and matrices from the Gaussian unitary ensemble. In particular, the kth…
Multiple Hermite polynomials are an extension of the classical Hermite polynomials for which orthogonality conditions are imposed with respect to $r>1$ normal (Gaussian) weights $w_j(x)=e^{-x^2+c_jx}$ with different means $c_j/2$, $1 \leq j…
We consider a random matrix whose entries are independent Gaussian variables taking values in the field of quaternions with variance $1/n$. Using logarithmic potential theory, we prove the almost sure convergence, as the dimension $n$ goes…
We consider path-connected sets of matrices and the induced paths between eigenvalues. We discuss the equivalence relation generated by these paths, and how it relates to the presence of higher multiplicity eigenvalues realized by the set.…
What is the connection of random matrices with integrable systems? Is this connection really useful? Introducing apprpriate times in the distribution of the ensemble of matrices, one shows that the corresponding distribution of the…
Moments of the characteristic polynomial of a random matrix taken from any of the three ensembles, orthogonal, unitary or symplectic, are given either as a determinant or a pfaffian or as a sum of determinants. For gaussian ensembles…
We present a symbolic decomposition of the Pearson chi-square statistic with unequal cell probabilities, by presenting Hadamard-type matrices whose columns are eigenvectors of the variance-covariance matrix of the cell counts. All of the…
We describe recent work of Klyachko, Totaro, Knutson, and Tao, that characterizes eigenvalues of sums of Hermitian matrices, and decomposition of tensor products of representations of $GL_n(\mathbb{C})$. We explain related applications to…
Models phrased though moment conditions are central to much of modern inference. Here these moment conditions are embedded within a nonparametric Bayesian setup. Handling such a model is not probabilistically straightforward as the…
Computing the distribution of permanents of random matrices has been an outstanding open problem for several decades. In quantum computing, "anti-concentration" of this distribution is an unproven input for the proof of hardness of the task…
The energy spectra of two different quantum systems are paired through supersymmetric algorithms. One of the systems is Hermitian and the other is characterized by a complex-valued potential, both of them with only real eigenvalues in their…
This paper first strictly proved that the growth of the second moment of a large class of Gaussian processes is not greater than power function and the covariance matrix is strictly positive definite. Under these two conditions, the maximum…
This is a concise review of the complex, real and quaternion real Ginibre random matrix ensembles and their elliptic deformations. Eigenvalue correlations are exactly reduced to two-point kernels and discussed in the strongly and weakly…
A multiplicative identity in law connecting the hitting times of completely asymmetric $\alpha-$stable L\'evy processes in duality is established. In the spectrally positive case, this identity allows with an elementary argument to compute…
We study several classes of non-Hermitian Hamiltonian systems, which can be expressed in terms of bilinear combinations of Euclidean Lie algebraic generators. The classes are distinguished by different versions of antilinear (PT)-symmetries…
Let $A$ be a limsup random fractal with indices $\gamma_1, ~\gamma_2 ~$and $\delta$ on $[0,1]^d$. We determine the hitting probability $\mathbb{P}(A\cap G)$ for any analytic set $G$ with the condition $(\star)$$\colon$ $\dim_{\rm…
We show that various identities from [1] and [3] involving Gould-Hopper polynomials can be deduced from the real but also complex orthogonal invariance of multivariate Gaussian distributions. We also deduce from this principle a useful…
We determine the Hausdorff dimension for the range of a class of pure jump Markov processes in $\mathbb{R}^d$, which turns out to be random and depends on the trajectories of these processes. The key argument is carried out through the SDE…
A one-parameter family of point processes describing the distribution of the critical points of the characteristic polynomial of large random Hermitian matrices on the scale of mean spacing is investigated. Conditionally on the Riemann…