Related papers: Lecture Notes on "Random Matrices"
We review the recent developments in the theory of normal, normal self-dual and general complex random matrices. The distribution and correlations of the eigenvalues at large scales are investigated in the large $N$ limit. The 1/N expansion…
These are lecture notes that are based on the lectures from a class I taught on the topic of Randomized Linear Algebra (RLA) at UC Berkeley during the Fall 2013 semester.
The first two lectures are devoted to describing the basic concepts of scattering theory in a very compressed way. A detailed presentation of the abstract part can be found in \cite{I} and numerous applications in \cite{RS} and \cite{Y2}.…
Universality of local eigenvalue statistics is one of the most striking phenomena of Random Matrix Theory, that also accounts for a lot of the attention that the field has attracted over the past 15 years. In this paper we focus on the…
We consider the joint distribution of real and imaginary parts of eigenvalues of random matrices with independent entries with mean zero and unit variance. We prove the convergence of this distribution to the uniform distribution on the…
The Wigner time delay is a measure of the time spent by a particle inside the scattering region of an open system. For chaotic systems, the statistics of the individual delay times (whose average is the Wigner time delay) are thought to be…
These are lecture notes based on the first part of a course on 'Mathematical Data Science', which I taught to final year BSc students in the UK in 2019-2020. Topics include: concentration of measure in high dimensions; Gaussian random…
In this survey article, we give an introduction to two methods of proof in random matrix theory: The method of moments and the Stieltjes transform method. We thoroughly develop these methods and apply them to show both the semicircle law…
Special Relativity is taught to physics sophomores at Johns Hopkins University in a series of eight lectures. Lecture 1 covers the principle of relativity and the derivation of the Lorentz transform. Lecture 2 covers length contraction and…
Over the past decades, a great body of theoretical and mathematical work has been devoted to random-matrix descriptions of open quantum systems. In these notes, based on lectures delivered at the Les Houches Summer School "Stochastic…
Consider the random matrix obtained from the adjacency matrix of a random d-regular graph by multiplying every entry by a random sign. The largest eigenvalue converges, after proper scaling, to the Tracy--Widom distribution.
Random Matrix theory has become a field on its own with a breadth of new results, techniques, and ideas in the last thirty years. In these proceedings of the 8ECM 2021, I illustrate some of these advances by describing what is known about…
In recent years, random matrices have come to play a major role in computational mathematics, but most of the classical areas of random matrix theory remain the province of experts. Over the last decade, with the advent of matrix…
We consider large Hermitian matrices whose entries are defined by evaluating the exponential function along orbits of the skew-shift $\binom{j}{2} \omega+jy+x \mod 1$ for irrational $\omega$. We prove that the eigenvalue distribution of…
It is well-known that the semi-circle law, which is the limiting distribution in the Wigner theorem, is the minimizer of the logarithmic energy penalized by the second moment. A very similar fact holds for the Girko and Marchenko--Pastur…
Emphasis is on 2d target space (c=1 coupled to gravity). Contents: 0. Introduction, Overview, and Purpose 1. Loops and States in Conformal Field Theory 2. 2D Euclidean Quantum Gravity I: Path Integral Approach 3. Brief Review of the…
Consider the empirical spectral distribution of complex random $n\times n$ matrix whose entries are independent and identically distributed random variables with mean zero and variance $1/n$. In this paper, via applying potential theory in…
Random matrix theory is a well-developed area of probability theory that has numerous connections with other areas of mathematics and its applications. Much of the literature in this area is concerned with matrices that possess many exact…
We describe a list of open problems in random matrix theory and the theory of integrable systems that was presented at the conference Asymptotics in Integrable Systems, Random Matrices and Random Processes and Universality, Centre de…
Free probability theory started in the 1980s has attracted much attention lately in signal processing and communications areas due to its applications in large size random matrices. However, it involves with massive mathematical concepts…