Related papers: Finite-rank complex deformations of random band ma…

Using the standard concepts of free random variables, we show that for a large class of nonhermitean random matrix models, the support of the eigenvalue distribution follows from their hermitean analogs using a conformal transformation. We…

In this article, we establish a limiting distribution for eigenvalues of a class of auto-covariance matrices. The same distribution has been found in the literature for a regularized version of these auto-covariance matrices. The original…

The purpose of this paper is to establish universality of the fluctuations of the largest eigenvalue of some non necessarily Gaussian complex Deformed Wigner Ensembles. The real model is also considered. Our approach is close to the one…

We consider $n\times n$ real symmetric and hermitian random matrices $H_{n,m}$ equals the sum of a non-random matrix $H_{n}^{(0)}$ matrix and the sum of $m$ rank-one matrices determined by $m$ i.i.d. isotropic random vectors with…

We consider the limiting location and limiting distribution of the largest eigenvalue in real symmetric ($\beta$ = 1), Hermitian ($\beta$ = 2), and Hermitian self-dual ($\beta$ = 4) random matrix models with rank 1 external source. They are…

Assume a finite set of complex random variables form a determinantal point process, we obtain a theorem on the limit of the empirical distribution of these random variables. The result is applied to %We study the limits of the empirical…

We study the spectrum of an asymmetric random matrix with block structured variances. The rows and columns of the random square matrix are divided into $D$ partitions with arbitrary size (linear in $N$). The parameters of the model are the…

We consider $N\times N$ non-Hermitian random matrices of the form $X+A$, where $A$ is a general deterministic matrix and $\sqrt{N}X$ consists of independent entries with zero mean, unit variance, and bounded densities. For this ensemble, we…

We reformulate the zero-dimensional hermitean one-matrix model as a (nonlocal) collective field theory, for finite~$N$. The Jacobian arising by changing variables from matrix eigenvalues to their density distribution is treated {\it…

Let $A$ be a $n\times n$ complex Hermitian matrix and let $\lambda(A)=(\lambda_1,\ldots,\lambda_n)\in \mathbb{R}^n$ denote the eigenvalues of $A$, counting multiplicities and arranged in non-increasing order. Motivated by problems arising…

The paper arXiv:2510.04255 shows that the asymptotic behavior of the second correlation function of characteristic polynomials of the $N\times N$ non-Hermitian random band matrices with a bandwidth $W$ exhibits the transition at $W\sim…

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…

We consider unitary ensembles of Hermitian NxN matrices H with a confining potential NV where V is analytic and uniformly convex. From work by Zinn-Justin, Collins, and Guionnet and Maida it is known that the large-N limit of the…

We consider $N\times N$ Hermitian random matrices with independent identical distributed entries. The matrix is normalized so that the average spacing between consecutive eigenvalues is of order 1/N. Under suitable assumptions on the…

We study the special case of $n\times n$ 1D Gaussian Hermitian random band matrices, when the covariance of the elements is determined by the matrix $J=(-W^2\triangle+1)^{-1}$. Assuming that $n\ge CW\log W\gg 1$, we prove that the averaged…

We consider the density of complex eigenvalues, $\rho(z)$, and the associated mean eigenvector self-overlaps, $\mathcal{O}(z)$, at the spectral edge of $N \times N$ real and complex elliptic Ginibre matrices, as $N \to \infty$. Two…

Considered are the large $N$, or large intensity, forms of the distribution of the length of the longest increasing subsequences for various models. Earlier work has established that after centring and scaling, the limit laws for these…

We consider random Hermitian matrices made of complex or real $M\times N$ rectangular blocks, where the blocks are drawn from various ensembles. These matrices have $N$ pairs of opposite real nonvanishing eigenvalues, as well as $M-N$ zero…

We study Hermitian non-commutative quadratic polynomials of multiple independent Wigner matrices. We prove that, with the exception of some specific reducible cases, the limiting spectral density of the polynomials always has a square root…

We review our recent results on pseudo-hermitian random matrix theory which were hitherto presented in various conferences and talks. (Detailed accounts of our work will appear soon in separate publications.) Following an introduction of…