Related papers: Limits and fluctuations of $p$-adic random matrix …
We establish the universality of the singular numbers in random matrix products over $\mathrm{GL}_n(\mathbb{Q}_p)$ as the number of products approaches infinity, with a fixed $n\ge 1$. We demonstrate that, under a broad class of…
We study the distribution of singular numbers of products of certain classes of $p$-adic random matrices, as both the matrix size and number of products go to $\infty$ simultaneously. In this limit, we prove convergence of the local…
We prove that the boundary of the Hall-Littlewood $t$-deformation of the Gelfand-Tsetlin graph is parametrized by infinite integer signatures, extending results of Gorin and Cuenca on boundaries of related deformed Gelfand-Tsetlin graphs.…
We apply symmetric function theory to study random processes formed by singular values of products of truncations of Haar distributed symplectic and orthogonal matrices. These product matrix processes are degenerations of Macdonald…
We consider a random process with discrete time formed by singular values of products of truncations of Haar distributed unitary matrices. We show that this process can be understood as a scaling limit of the Schur process, which gives…
We establish that the singular numbers (arising from Cartan decomposition) and corners (emerging from Iwasawa decomposition) in split reductive groups over non-archimedean fields are fundamentally determined by Hall-Littlewood polynomials.…
We compute the joint distribution of singular numbers for all principal corners of a $p$-adic Hermitian (resp. alternating) matrix with additive Haar distribution, the non-archimedean analogue of the GUE (resp. aGUE) corners process. In the…
The Littlewood--Richardson process is a discrete random point process arising from the isotypic decomposition of tensor products of irreducible representations of $\operatorname{GL}_N(\mathbb{C})$. Biane--Perelomov--Popov matrices are…
We prove that the Lyapunov exponents of random products in a (real or complex) matrix group depends continuously on the matrix coefficients and probability weights. More generally, the Lyapunov exponents of the random product defined by any…
Let $\Psi_n$ be a product of $n$ independent, identically distributed random matrices $M$, with the properties that $\Psi_n$ is bounded in $n$, and that $M$ has a deterministic (constant) invariant vector. Assuming that the probability of…
We consider the singular values of certain Young diagram shaped random matrices. For block-shaped random matrices, the empirical distribution of the squares of the singular eigenvalues converges almost surely to a distribution whose moments…
We consider a certain infinite product of random $2 \times 2$ matrices appearing in the solution of some $1$ and $1+1$ dimensional disordered models in statistical mechanics, which depends on a parameter $\varepsilon>0$ and on a real random…
In the present work we derive a Central Limit Theorem for sequences of Hilbert-valued Piecewise Deterministic Markov process models and their global fluctuations around their deterministic limit identified by the Law of Large Numbers. We…
The paper deals with the convergence properties of the products of random (row-)stochastic matrices. The limiting behavior of such products is studied from a dynamical system point of view. In particular, by appropriately defining a dynamic…
In this review we summarise recent results for the complex eigenvalues and singular values of finite products of finite size random matrices, their correlation functions and asymptotic limits. The matrices in the product are taken from…
We consider products of independent large random rectangular matrices with independent entries. The limit distribution of the expected empirical distribution of singular values of such products is computed. The distribution function is…
For fixed $m > 1$, we study the product of $m$ independent $N \times N$ elliptic random matrices as $N$ tends to infinity. Our main result shows that the empirical spectral distribution of the product converges, with probability $1$, to the…
In the present paper, we treat random matrix products on the general linear group $\textrm{GL}(V)$, where $V$ is a vector space defined on any local field, when the top Lyapunov exponent is simple, without irreducibility assumption. In…
We establish formulae for the moments of the moments of the characteristic polynomials of random orthogonal and symplectic matrices in terms of certain lattice point count problems. This allows us to establish asymptotic formulae when the…
In this paper, we are interested in sequences of q-tuple of N-by-N random matrices having a strong limiting distribution (i.e. given any non-commutative polynomial in the matrices and their conjugate transpose, its normalized trace and its…