Related papers: Strong approximation of Gaussian $\beta$-ensemble …

We prove that the largest eigenvalues of the beta ensembles of random matrix theory converge in distribution to the low-lying eigenvalues of the random Schroedinger operator -d^2/dx^2 + x + (2/beta^{1/2}) b_x' restricted to the positive…

We study mesoscopic fluctuations of orthogonal polynomial ensembles on the unit circle. We show that asymptotics of such fluctuations are stable under decaying perturbations of the recurrence coefficients, where the appropriate decay rate…

We consider functions $f$ of two real variables, given as trigonometric functions over a finite set $F$ of frequencies. This set is assumed to be closed under rotations in the frequency plane of angle $\frac{2k\pi}{M}$ for some integer $M$.…

The spectral density for random matrix $\beta$ ensembles can be written in terms of the average of the absolute value of the characteristic polynomial raised to the power of $\beta$, which for even $\beta$ is a polynomial of degree…

We show that Sine$_\beta$, the bulk limit of the Gaussian $\beta$-ensembles is the spectrum of a self-adjoint random differential operator \[ f\to 2 {R_t^{-1}} \left[ \begin{array}{cc} 0 &-\tfrac{d}{dt} \tfrac{d}{dt} &0 \end{array} \right]…

In this paper we consider random block matrices, which generalize the general beta ensembles, which were recently investigated by Dumitriu and Edelmann (2002, 2005). We demonstrate that the eigenvalues of these random matrices can be…

We consider Hermite and Laguerre $\beta$-ensembles of large $N\times N$ random matrices. For all $\beta$ even, corrections to the limiting global density are obtained, and the limiting density at the soft edge is evaluated. We use the…

We prove that if $\omega$ is uniformly distributed on $[0,1]$, then as $T\to\infty$, $t\mapsto \zeta(i\omega T+it+1/2)$ converges to a non-trivial random generalized function, which in turn is identified as a product of a very well behaved…

We construct a new type of convergent, and asymptotic, representations, dyadic expansions. Their convergence is geometric and the region of convergence often extends from infinity down to $0^+$. We show that dyadic expansions are…

We study a class of hyperbolic Cauchy problems, associated with linear operators and systems with polynomially bounded coefficients, variable multiplicities and involutive characteristics, globally defined on R^n. We prove well-posedness in…

Many machine learning applications require learning a function with a small worst-case error over the entire input domain, that is, the $L_\infty$-error, whereas most existing theoretical works only guarantee recovery in average errors such…

We study the distribution of the maximal height of the outermost path in the model of $N$ nonintersecting Brownian motions on the half-line as $N\to \infty$, showing that it converges in the proper scaling to the Tracy-Widom distribution…

We establish universality at the hard edge for general beta ensembles provided that the background potential V is a polynomial such that x -> V(x^2) is uniformly convex and beta is larger than or equal to one. The method rests on the…

Two-term asymptotic formulae for the probability distribution functions for the smallest eigenvalue of the Jacobi $ \beta $-Ensembles are derived for matrices of large size in the r\'egime where $ \beta > 0 $ is arbitrary and one of the…

Let $g: \{-1,1\}^k \to \{-1,1\}$ be any Boolean function and $q_1,\dots,q_k$ be any degree-2 polynomials over $\{-1,1\}^n.$ We give a \emph{deterministic} algorithm which, given as input explicit descriptions of $g,q_1,\dots,q_k$ and an…

We study the characteristic polynomials of both the Gaussian Orthogonal and Symplectic Ensembles. We show that for both ensembles, powers of the absolute value of the characteristic polynomials converge in law to Gaussian multiplicative…

In this work, we investigate the inverse problem of recovering a potential coefficient in an elliptic partial differential equation from the observations at deterministic sampling points in the domain subject to random noise. We employ a…

We show that as $n$ changes, the characteristic polynomial of the $n\times n$ random matrix with i.i.d. complex Gaussian entries can be described recursively through a process analogous to P\'olya's urn scheme. As a result, we get a random…

In this article, we study microscopic properties of a two-dimensional eigenvalue ensemble near a conical singularity arising from insertion of a point charge in the bulk of the support of eigenvalues. In particular, we characterize all…

We study the characteristic polynomial of Haar distributed random unitary matrices. We show that after a suitable normalization, as one increases the size of the matrix, powers of the absolute value of the characteristic polynomial as well…