Related papers: Macroscale behavior of random lower triangular mat…
We consider random Hermitian matrices with independent upper triangular entries. Wigner's semicircle law says that under certain additional assumptions, the empirical spectral distribution converges to the semicircle distribution. We…
Covariances and variances of linear statistics of a point process can be written as integrals over the truncated two-point correlation function. When the point process consists of the eigenvalues of a random matrix ensemble, there are often…
These lecture notes provide a comprehensive, self-contained introduction to the analysis of Wishart matrix moments. This study may act as an introduction to some particular aspects of random matrix theory, or as a self-contained exposition…
We define matrix models that converge to the generating functions of a wide variety of loop models with fugacity taken in sets with an accumulation point. The latter can also be seen as moments of a non-commutative law on a subfactor planar…
We introduce and study a generalization of the notion of exact operator space that we call subexponential. Using Random Matrices we show that the factorization results of Grothendieck type that are known in the exact case all extend to the…
We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an $n \times n$ matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian…
We study the spectral norm of large rectangular random Toeplitz and circulant matrices with independent entries. For Toeplitz matrices, we show that the scaled norm converges to the norm of a bilinear operator defined via the pointwise…
A recent development in random matrix theory, the intrinsic freeness principle, establishes that the spectrum of very general random matrices behaves as that of an associated free operator. This reduces the study of such random matrices to…
Random operators constitute fundamental building blocks of models of complex systems yet are far from fully understood. Here, we explain an asymmetry emerging upon repeating identical isotropic (uniformly random) operations. Specifically,…
This is a review of the Riemann-Hilbert approach to the large $N$ asymptotics in random matrix models and its applications. We discuss the following topics: random matrix models and orthogonal polynomials, the Riemann-Hilbert approach to…
In this paper, we study the asymptotic behavior of sums of functions of the increments of a given semimartingale, taken along a regular grid whose mesh goes to 0. The function of the $i$th increment may depend on the current time, and also…
Consider $n$ complex random matrices $X_1,\ldots,X_n$ of size $d\times d$ sampled i.i.d. from a distribution with mean $E[X]=\mu$. While the concentration of averages of these matrices is well-studied, the concentration of other functions…
Scale invariance and the resulting power law behaviours are seen in diverse systems. In this work we consider translation, rotational and scale invariant systems defined on a lattice, such that the variables defining the state at every…
Matrix differential Riccati equations are central in filtering and optimal control theory. The purpose of this article is to develop a perturbation theory for a class of stochastic matrix Riccati diffusions. Diffusions of this type arise,…
The paper concerns lattice triangulations, that is, triangulations of the integer points in a polygon in $\mathbb{R}^2$ whose vertices are also integer points. Lattice triangulations have been studied extensively both as geometric objects…
We review recent progress in the analytic study of random matrix models suggested by noncommutative geometry. One considers fuzzy spectral triples where the space of possible Dirac operators is assigned a probability distribution. These…
A Random SubMatrix method (RSM) is proposed to calculate the low-rank decomposition of large-scale matrices with known entry percentage \rho. RSM is very fast as the floating-point operations (flops) required are compared favorably with the…
We study asymptotics of representations of the unitary groups U(n) in the limit as n tends to infinity and we show that in many aspects they behave like large random matrices. In particular, we prove that the highest weight of a random…
We introduce and study `matricial circular systems' of operators which play the role of matricial counterparts of circular operators. They describe the asymptotic joint *-distributions of blocks of independent block-identically distributed…
We study the distribution of entries of a random permutation matrix under a "randomized basis," i.e., we conjugate the random permutation matrix by an independent random orthogonal matrix drawn from Haar measure. It is shown that under…