Related papers: Lemniscate ensembles with spectral singularity
We investigate the eigenvalue statistics of random Bernoulli matrices, where the matrix elements are chosen independently from a binary set with equal probability. This is achieved by initiating a discrete random walk process over the space…
In this paper we studied the double scaling limit of a random unitary matrix ensemble near a singular point where a new cut is emerging from the support of the equilibrium measure. We obtained the asymptotic of the correlation kernel by…
We study expectations of powers and correlation functions for characteristic polynomials of $N \times N$ non-Hermitian random matrices. For the $1$-point and $2$-point correlation function, we obtain several characterizations in terms of…
The six Painlev\'e transcendants which originally appeared in the studies of ordinary differential equations have been found numerous applications in physical problems. The well-known examples among which include symmetry reduction of the…
We study random normal matrix models whose eigenvalues tend to be distributed within a narrow "band" around the unit circle of width proportional to $\frac1n$, where $n$ is the size of matrices. For general radially symmetric potentials…
Level curvature is a measure of sensitivity of energy levels of a disordered/chaotic system to perturbations. In the bulk of the spectrum Random Matrix Theory predicts the probability distributions of level curvatures to be given by…
This paper investigates limiting properties of eigenvalues of multivariate sample spatial-sign covariance matrices when both the number of variables and the sample size grow to infinity. The underlying p-variate populations are general…
The matrix model with a Bethe-tree embedding space (coinciding at large $N$ with the Kazakov-Migdal ``induced QCD'' model \cite{KM}) is investigated. We further elaborate the Riemann-Hilbert approach of \rf{Mig1} assuming certain…
This paper presents a novel approach to characterize the dynamics of the limit spectrum of large random matrices. This approach is based upon the notion we call "spectral dominance". In particular, we show that the limit spectral measure…
We have discussed earlier the correlation functions of the random variables $\det(\la-X)$ in which $X$ is a random matrix. In particular the moments of the distribution of these random variables are universal functions, when measured in the…
We study the phenomenon of "crowding" near the largest eigenvalue $\lambda_{\max}$ of random $N \times N$ matrices belonging to the Gaussian Unitary Ensemble (GUE) of random matrix theory. We focus on two distinct quantities: (i) the…
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…
Consider the ensemble of Real Symmetric Toeplitz Matrices, each entry iidrv from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. The limiting spectral measure (the density of normalized eigenvalues)…
We consider a special scattering experiment with n particles in $\mathbb{R}^{n-3,1}$. The scattering equations in this set-up become the saddle-point equations of a Penner-like matrix model, where in the large $n$ limit, the spectral curve…
We consider the double scaling limit in the random matrix ensemble with an external source $\frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM$ defined on $n\times n$ Hermitian matrices, where $A$ is a diagonal matrix with two eigenvalues $\pm a$ of…
As the main problem, the bi-Laplace equation $\Delta^2u=0 (\Delta=D_x^2+D_y^2)$ in a bounded domain $\Omega \subset \re^2$, with inhomogeneous Dirichlet or Navier-type conditions on the smooth boundary $\partial \Omega$ is considered. In…
We study the spectral properties of a class of random matrices where the matrix elements depend exponentially on the distance between uniformly and randomly distributed points. This model arises naturally in various physical contexts, such…
We introduce random matrix ensembles that correspond to the infinite families of irreducible Riemannian symmetric spaces of type I. In particular, we recover the Circular Orthogonal and Symplectic Ensembles of Dyson, and find other families…
We consider the complex Elliptic Ginibre Ensemble, a family of random matrix models introduced by Girko that interpolates between the Ginibre Ensemble and the Gaussian Unitary Ensemble and such that its empirical spectral measure converges…
The problems on the location of the matrix spectrum inside or outside domains bounded by ellipses or parabolas are studied. Special Lyapunov-type equations are connected with these problems. Theorems about the unique solvability of such…