Related papers: Lecture Notes on "Random Matrices"
We study the properties of random graphs where for each vertex a {\it neighbourhood} has been previously defined. The probability of an edge joining two vertices depends on whether the vertices are neighbours or not, as happens in Small…
These are the lecture notes that accompanied the course of the same name that I taught at the Eindhoven University of Technology from 2021 to 2023. The course is intended as an introduction to neural networks for mathematics students at the…
We analyze the expectation value of observables in a scalar theory on the fuzzy two sphere, represented as a generalized hermitian matrix model. We calculate explicitly the form of the expectation values in the large-N limit and demonstrate…
Neural networks have been used successfully in a variety of fields, which has led to a great deal of interest in developing a theoretical understanding of how they store the information needed to perform a particular task. We study the…
Let $\a$ be a complex random variable with mean zero and bounded variance $\sigma^{2}$. Let $N_{n}$ be a random matrix of order $n$ with entries being i.i.d. copies of $\a$. Let $\lambda_{1}, ..., \lambda_{n}$ be the eigenvalues of…
We extend our recent result [Cipolloni, Erd\H{o}s, Schr\"oder 2019] on the central limit theorem for the linear eigenvalue statistics of non-Hermitian matrices $X$ with independent, identically distributed complex entries to the real…
This is an extended and corrected version of lecture notes originally written for a one semester course at Leibniz University Hannover. The main aim of the notes is to give an introduction to the mathematical methods used in describing…
This paper is a brief review of recent developments in random matrix theory. Two aspects are emphasized: the underlying role of integrable systems and the occurrence of the distribution functions of random matrix theory in diverse areas of…
A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…
Two approaches (TW and ASvM) to derivation of integrable differential equations for random matrix probabilities are compared. Both methods are rewritten in such a form that simple and explicit relations between all TW dependent variables…
It is known that the joint limit distribution of independent Wigner matrices satisfies a very special asymptotic independence, called freeness. We study the joint convergence of a few other patterned matrices, providing a framework to…
We consider sample covariance matrices of the form $\mathcal{Q}=(\Sigma^{1/2}X)(\Sigma^{1/2} X)^*$, where the sample $X$ is an $M\times N$ random matrix whose entries are real independent random variables with variance $1/N$ and where…
We show that the fluctuations of the largest eigenvalue of any generalized Wigner matrix $H$ converge to the Tracy-Widom laws at a rate nearly $O(N^{-1/3})$, as the matrix dimension $N$ tends to infinity. We allow the variances of the…
The aim of this note (as well as of the course itself) is to give a largely self-contained proof of two of the main results in the field of low-rank matrix recovery. This field aims for identification of low-rank matrices from only limited…
We study a family of distributions that arise in critical unitary random matrix ensembles. They are expressed as Fredholm determinants and describe the limiting distribution of the largest eigenvalue when the dimension of the random…
We consider $N\times N$ random matrices of the form $H = W + V$ where $W$ is a real symmetric Wigner matrix and $V$ a random or deterministic, real, diagonal matrix whose entries are independent of $W$. We assume subexponential decay for…
These are lecture notes, which summarize the current status of the Semiclassical theory, as well as Monopoles, Instantons, Instanton-dyons and Flux tubes. The emphasis is on QCD and QCD-like theories (deformed QCD), although relevant points…
We systematically study the first three terms in the asymptotic expansions of the moments of the transmission eigenvalues and proper delay times as the number of quantum channels n in the leads goes to infinity. The computations are based…
These notes are from a 4-lecture mini-course taught by the author at the conference on von Neumann algebras as part of the ``Geometrie non commutative en mathematiques et physique'' month at CIRM in 2004.
Let $A$ and $B$ be independent, central Wishart matrices in $p$ variables with common covariance and having $m$ and $n$ degrees of freedom, respectively. The distribution of the largest eigenvalue of $(A+B)^{-1}B$ has numerous applications…