Related papers: Lemniscate ensembles with spectral singularity

We prove the Central Limit Theorem for the number of eigenvalues near the spectrum edge for hermitian ensembles of random matrices. To derive our results, we use a general theorem, essentially due to Costin and Lebowitz, concerning the…

In the previous papers \cite{HLWZ,KWZ}, the jump phenomena of the $j$-th eigenvalue were completely characterized for Sturm-Liouville problems. In this paper, we show that the jump number of these eigenvalue branches is exactly the Maslov…

This paper derives exponential tail bounds and polynomial moment inequalities for the spectral norm deviation of a random matrix from its mean value. The argument depends on a matrix extension of Stein's method of exchangeable pairs for…

First, we obtain a new formula for Bremermann type upper envelopes, that arise frequently in convex analysis and pluripotential theory, in terms of the Legendre transform of the convex- or plurisubharmonic-envelope of the boundary data.…

We extend the method of rescaled Ward identities of Ameur-Kang-Makarov to study the distribution of eigenvalues close to a bulk singularity, i.e. a point in the interior of the droplet where the density of the classical equilibrium measure…

The eigenvalue statistics of a pair $(M_1,M_2)$ of $n\times n$ Hermitian matrices taken random with respect to the measure $$\frac{1}{Z_n}\exp\big(-n\Tr (V(M_1)+W(M_2)-\tau M_1M_2)\big) {\rm d}M_1 {\rm d} M_2 $$ can be described in terms of…

In a previous work a random matrix average for the Laguerre unitary ensemble, generalising the generating function for the probability that an interval $ (0,s) $ at the hard edge contains $ k $ eigenvalues, was evaluated in terms of a…

In this manuscript, we study the limiting distribution for the joint law of the largest and the smallest singular values for random circulant matrices with generating sequence given by independent and identically distributed random elements…

We deal with homogeneous Dirichlet and Neumann boundary-value problems for anisotropic elliptic operators of p-Laplace type. They emerge as Euler-Lagrange equations of integral functionals of the Calculus of Variations built upon possibly…

We consider those Gaussian Unitary Ensembles where the eigenvalues have prescribed multiplicities, and obtain joint probability density for the eigenvalues. In the simplest case where there is only one multiple eigenvalue t, this leads to…

The empirical spectral distribution of Hermitian $K \times K$-block random matrices converges to a deterministic density on the real line with a potential atom at the origin as the dimension of the blocks tends to infinity. In this model…

We study a model of random $\mathcal{R}$-enriched trees that is based on weights on the $\mathcal{R}$-structures and allows for a unified treatment of a large family of random discrete structures. We establish distributional limits…

It is well known that isomonodromic deformations admit a Hamiltonian description. These Hamiltonians appear as coefficients of the characteristic equations of their Lax matrices, which define spectral curves for linear systems of…

We consider unitary invariant random matrix ensembles which obey spectral statistics different from the Wigner-Dyson, including unitary ensembles with slowly (~(log x)^2) growing potentials and the finite-temperature fermi gas model. If the…

We consider the eigenvalues of non-Hermitian random matrices in the symmetry class of the symplectic Ginibre ensemble, which are known to form a Pfaffian point process in the plane. It was recently discovered that the limiting correlation…

The limit distribution of the discrete spectrum of the Sturm-Liouville problem with complex-valued polynomial potential on an interval, on a half-axis, and on the entire axis is studied. It is shown that at large parameter values, the…

We consider $n\times n$ non-Hermitian random matrices with independent entries and a variance profile, as well as an additive deterministic diagonal deformation. We show that their empirical eigenvalue distribution converges to a limiting…

We study the asymptotic behaviour of orthogonal polynomials in the complex plane that are associated to a certain normal matrix model. The model depends on a parameter and the asymptotic distribution of the eigenvalues undergoes a…

In this paper we construct a class of random matrix ensembles labelled by a real parameter $\alpha \in (0,1)$, whose eigenvalue density near zero behaves like $|x|^\alpha$. The eigenvalue spacing near zero scales like $1/N^{1/(1+\alpha)}$…

We study a critical behavior for the eigenvalue statistics in the two-matrix model in the quartic/quadratic case. For certain parameters, the eigenvalue distribution for one of the matrices has a limit that vanishes with an exponent 1/2 in…