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We consider the hyperuniform model of d-dimensional integer lattice perturbed by independent random variables and we investigate the large scale asymptotic fluctuations of smoothed versions of the usual counting statistics, specifically of…
Asymptotic expansions are derived for solutions of the parabolic cylinder and Weber differential equations. In addition the inhomogeneous versions of the equations are considered, for the case of polynomial forcing terms. The expansions…
Smooth linear statistics of random permutation matrices, sampled under a general Ewens distribution, exhibit an interesting non-universality phenomenon. Though they have bounded variance, their fluctuations are asymptotically non-Gaussian…
We consider $N\times N$ symmetric or hermitian random matrices with independent, identically distributed entries where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove…
We consider non-gaussian ensembles of random normal matrices with the constraint that the ensembles are invariant under unitary transformations. We show that the level density of eigenvalues exhibits disk to ring transition in the complex…
We study the interplay between infinitesimal deformations of conformal mappings, quasiconformal distortion estimates and integral means spectra. By the work of McMullen, the second derivative of the Hausdorff dimension of the boundary of…
We establish the universal edge scaling limit of random partitions with the infinite-parameter distribution called the Schur measure. We explore the asymptotic behavior of the wave function, which is a building block of the corresponding…
This paper investigates the asymptotics of eigenstructure of sample covariance matrix under the spiked covariance matrix model in ultra-high-dimensional settings, where the dimensionality can grow much faster than the sample size with $ p…
We investigate the universality of microscopic eigenvalue correlations for Random Matrix Theories with the global symmetries of the QCD partition function. In this article we analyze the case of real valued chiral Random Matrix Theories…
In this paper, we consider directly estimating the eigenvalues of precision matrix, without inverting the corresponding estimator for the eigenvalues of covariance matrix. We focus on a general asymptotic regime, i.e., the large dimensional…
To every product of $2\times2$ matrices, there corresponds a one-dimensional Schr\"{o}dinger equation whose potential consists of generalised point scatterers. Products of {\em random} matrices are obtained by making these interactions and…
In this monograph, we prove an asymptotic approximation for integrals of probability densities over sets in finite dimensional euclidean space, which are far away from the origin (asymptotic sets). We use this approximation to investigate…
We study a class of random matrices that appear in several communication and signal processing applications, and whose asymptotic eigenvalue distribution is closely related to the reconstruction error of an irregularly sampled bandlimited…
We consider skew-product maps over circle rotations $x\mapsto x+\alpha$ (mod 1) with factors that take values in SL(2,R) In numerical experiments with $\alpha$ the inverse golden mean, Fibonacci iterates of almost Mathieu maps with rotation…
We study the asymptotic behaviour of integrals of the Laplace-Fourier type $P(k) = \int_\Omega\mathrm{e}^{-|k|^sf(x)}\mathrm{e}^{\mathrm{i} kx}\mathrm{d} x\;, $ with $k\in\mathbb{R}^d$ in $d\ge1$ dimensions, with $\Omega\subset\mathbb{R}^d$…
We write down a one-dimensional integral formula and compute large-n asymptotics for the expectation of the absolute value of the smallest component of a unit vector in n-dimensional Euclidean space. The method is general, and allows to…
We investigate random density matrices obtained by partial tracing larger random pure states. We show that there is a strong connection between these random density matrices and the Wishart ensemble of random matrix theory. We provide…
We consider the non-Hermitian analogue of the celebrated Wigner-Dyson-Mehta bulk universality phenomenon, i.e. that in the bulk the local eigenvalue statistics of a large random matrix with independent, identically distributed centred…
A superintegrable finite model of the quantum isotropic oscillator in two dimensions is introduced. It is defined on a uniform lattice of triangular shape. The constants of the motion for the model form an SU(2) symmetry algebra. It is…
We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These…