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We consider eigenvalues of a product of n non-Hermitian, independent random matrices. Each matrix in this product is of size N\times N with independent standard complex Gaussian variables. The eigenvalues of such a product form a…

Mathematical Physics · Physics 2015-06-12 Gernot Akemann , Eugene Strahov

We consider $n$ eigenvalues of complex and symplectic induced spherical ensembles, which can be realised as two-dimensional determinantal and Pfaffian Coulomb gases on the Riemann sphere under the insertion of point charges. For both cases,…

Mathematical Physics · Physics 2024-05-02 Sung-Soo Byun , Seongjae Park

We study the moment generating function of the disk counting statistics of a two-dimensional determinantal point process which generalizes the complex Ginibre point process. This moment generating function involves an $n \times n$…

Mathematical Physics · Physics 2022-06-27 Christophe Charlier

The singular values of a product of $M$ independent Ginibre matrices of size $N\times N$ form a determinantal point process. Near the soft edge, as both $M$ and $N$ go to infinity in such a way that $M/N\to \alpha$, $\alpha>0$, a scaling…

Probability · Mathematics 2021-12-21 Sergey Berezin , Eugene Strahov

We consider the symplectic induced Ginibre process, which is a Pfaffian point process on the plane. Let $N$ be the number of points. We focus on the almost-circular regime where most of the points lie in a thin annulus $\mathcal{S}_{N}$ of…

Mathematical Physics · Physics 2022-06-14 Sung-Soo Byun , Christophe Charlier

Let $(g_{n})_{n\geq 1}$ be a sequence of independent identically distributed $d\times d$ real random matrices with Lyapunov exponent $\gamma$. For any starting point $x$ on the unit sphere in $\mathbb R^d$, we deal with the norm $ | G_n x |…

Probability · Mathematics 2019-07-05 Hui Xiao , Ion Grama , Quansheng Liu

We consider particle systems (also known as point processes) on the line and in the plane, and are particularly interested in "hole" events, when there are no particles in a large disk (or some other domain). We survey the extensive work on…

Probability · Mathematics 2018-10-09 Subhro Ghosh , Alon Nishry

We consider the limiting process that arises at the hard edge of Muttalib--Borodin ensembles. This point process depends on $\theta > 0$ and has a kernel built out of Wright's generalized Bessel functions. In a recent paper, Claeys, Girotti…

Mathematical Physics · Physics 2019-07-01 Christophe Charlier , Jonatan Lenells , Julian Mauersberger

We consider the probability that no points lie on $g$ large intervals in the bulk of the Airy point process. We make a conjecture for all the terms in the asymptotics up to and including the oscillations of order $1$, and we prove this…

Probability · Mathematics 2020-12-03 Elliot Blackstone , Christophe Charlier , Jonatan Lenells

In this article we study the large $N$ asymptotics of complex moments of the absolute value of the characteristic polynomial of a $N\times N$ complex Ginibre random matrix with the characteristic polynomial evaluated at a point in the unit…

Probability · Mathematics 2018-12-26 Christian Webb , Mo Dick Wong

We outline an approach recently used to prove formulae for the multiplicative constants in the asymptotics for the sine-kernel and Airy-kernel determinants appearing in random matrix theory and related areas.

Mathematical Physics · Physics 2010-07-08 I. Krasovsky

It is a result of Ginibre that the normalized bulk $k$-point correlation functions of a complex $n\times n$ Gaussian matrix with independent entries of mean zero and unit variance are asymptotically given by the determinantal point process…

Probability · Mathematics 2024-05-28 Terence Tao , Van Vu

We look at the eigenvalues of the complex Ginibre Ensemble of random matrices consisting of $N$ eigenvalues. We study the event that for $ {c \in [0,1]}$, $\lfloor cN \rfloor$ of the eigenvalues are located outside of a disk of radius $ R…

Probability · Mathematics 2025-11-18 Offer Kopelevitch

It is known that the bulk scaling limit of the real eigenvalues for the real Ginibre ensemble is equal in distribution to the rescaled $t \to \infty$ limit of the annihilation process $A + A \to \emptyset$. Furthermore, deleting each…

Mathematical Physics · Physics 2015-10-09 Peter J. Forrester

We study the characteristic polynomial $p_{n}(x)=\prod_{j=1}^{n}(|z_{j}|-x)$ where the $z_{j}$ are drawn from the Mittag-Leffler ensemble, i.e. a two-dimensional determinantal point process which generalizes the Ginibre point process. We…

Mathematical Physics · Physics 2022-05-24 Sung-Soo Byun , Christophe Charlier

The probabilities for gaps in the eigenvalue spectrum of the finite dimension $ N \times N $ random matrix Hermite and Jacobi unitary ensembles on some single and disconnected double intervals are found. These are cases where a reflection…

Mathematical Physics · Physics 2009-10-31 N. S. Witte , P. J. Forrester , Christopher M. Cosgrove

The Ginibre point process is given by the eigenvalue distribution of a non-hermitian complex Gaussian matrix in the infinite matrix-size limit. This is a determinantal point process (DPP) on the complex plane ${\mathbb{C}}$ in the sense…

Probability · Mathematics 2022-03-18 Makoto Katori

We study a class of radially symmetric Coulomb gas ensembles at inverse temperature $\beta=2$, for which the droplet consists of a number of concentric annuli, having at least one bounded ``gap'' $G$, i.e., a connected component of the…

Mathematical Physics · Physics 2025-09-03 Yacin Ameur , Christophe Charlier , Joakim Cronvall

We study the hole probabilities of the infinite Ginibre ensemble ${\mathcal X}_{\infty}$, a determinantal point process on the complex plane with the kernel $\mathbb K(z,w)= \frac{1}{\pi}e^{z\bar w-\frac{1}{2}|z|^2-\frac{1}{2}|w|^2}$ with…

Probability · Mathematics 2016-10-04 Kartick Adhikari , Nanda Kishore Reddy

We consider the point process \begin{align*} \frac{1}{Z_{n}}\prod_{1 \leq j < k \leq n} |e^{i\theta_{j}}-e^{-i\theta_{k}}|^{\beta}\prod_{j=1}^{n} d\theta_{j}, \qquad \theta_{1},\ldots,\theta_{n} \in (-\pi,\pi], \quad \beta > 0, \end{align*}…

Probability · Mathematics 2026-04-08 Christophe Charlier
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