Related papers: Strong approximation of Gaussian $\beta$-ensemble …
We develop an improved version of the stochastic semigroup approach to study the edge of $\beta$-ensembles pioneered by Gorin and Shkolnikov, and later extended to rank-one additive perturbations by the author and Shkolnikov. Our method is…
We describe the pole-free regions of the one-parameter family of special solutions of P$_\mathrm{II}$, the second Painlev\'e equation, constructed from the Airy functions. This is achieved by exploiting the connection between these…
This work identifies a solvable (in the sense that spectral correlation functions can be expressed in terms of orthogonal polynomials), rotationally invariant random matrix ensemble with a logarithmic weakly confining potential. The…
We prove an operator level limit for the circular Jacobi $\beta$-ensemble. As a result, we characterize the counting function of the limit point process via coupled systems of stochastic differential equations. We also show that the…
In this paper, we investigate the extremal values of (the logarithm of) the characteristic polynomial of a random unitary matrix whose spectrum is distributed according the Circular Beta Ensemble (C$\beta$E). More precisely, if $X_n$ is…
We prove that the reverse characteristic polynomial $\det(I_n - zA_n)$ of a random $n \times n$ matrix $A_n$ with iid $\mathrm{Bernoulli}(d/n)$ entries converges in distribution towards the random infinite product $\prod_{\ell =…
We compute averages of products and ratios of characteristic polynomials associated with Orthogonal, Unitary, and Symplectic Ensembles of Random Matrix Theory. The pfaffian/determinantal formulas for these averages are obtained, and the…
Consider a square random matrix with independent and identically distributed entries of mean zero and unit variance. We show that as the dimension tends to infinity, the spectral radius is equivalent to the square root of the dimension in…
This paper deals with products and ratios of average characteristic polynomials for unitary ensembles. We prove universality at the soft edge of the limiting eigenvalues' density, and write the universal limit in function of the Kontsevich…
Motivated by recently discovered relations between logarithmically correlated Gaussian processes and characteristic polynomials of large random $N \times N$ matrices $H$ from the Gaussian Unitary Ensemble (GUE), we consider the problem of…
The hard edge and bulk scaling limits of $\beta$-ensembles are described by the stochastic Bessel and sine operators, which are respectively a random Sturm-Liouville operator and a random Dirac operator. By representing both operators as…
Kontsevitch's work on Airy matrix integrals has led to explicit results for the intersection numbers of the moduli space of curves. In a subsequent work Okounkov rederived these results from the edge behavior of a Gaussian matrix integral.…
We find the precise rate at which the empirical measure associated to a $\beta$-ensemble converges to its limiting measure. In our setting the $\beta$-ensemble is a random point process on a compact complex manifolds distributed according…
We show that at any location away from the spectral edge, the eigenvalues of the Gaussian unitary ensemble and its general beta siblings converge to Sine_beta, a translation invariant point process. This process has a geometric description…
We know from Ram{\'i}rez and Rider that the hard edge of the spectrum of the Beta-Laguerre ensemble converges, in the high-dimensional limit, to the bottom of the spectrum of the stochastic Bessel operator. Using stochastic analysis…
Reconstructing an infinite-dimensional signal from a finite set of measurements is a fundamental problem in approximation theory and signal processing. While the generalized sampling (GS) framework provides a robust methodology for…
The purpose of the present paper is to give unified expressions to the characteristic functions of all elliptical and related distributions. Those distributions including the multivariate elliptical symmetric distributions and some…
We study the monic orthogonal polynomials with respect to a singularly perturbed Airy weight. By using Chen and Ismail's ladder operator approach, we derive a discrete system satisfied by the recurrence coefficients for the orthogonal…
The ability to precisely focus optical beams is crucial for numerous applications, yet conventional Gaussian beams exhibit slow intensity transitions near the focal point, limiting their effectiveness in scenarios requiring sharp focusing.…
We argue that the freezing transition scenario, previously explored in the statistical mechanics of 1/f-noise random energy models, also determines the value distribution of the maximum of the modulus of the characteristic polynomials of…