Related papers: Harold Widom's work in random matrix theory
In this article, we have surveyed the result of Ze\'ev Rudnick and Peter Sarnak on the Zeros of principal L-function and Random Matrix Theory
We review the development of random-matrix theory (RMT) during the last decade. We emphasize both the theoretical aspects, and the application of the theory to a number of fields. These comprise chaotic and disordered systems, the…
Random matrix theory of the transition strengths is applied to transport in the strongly localized regime. The crossover distribution function between the different ensembles is derived and used to predict quantitatively the {\sl universal}…
Patterned random matrices such as the reverse circulant, the symmetric circulant, the Toeplitz and the Hankel matrices and their almost sure limiting spectral distribution (LSD), have attracted much attention. Under the assumption that the…
In this survey, we discuss some basic problems concerning random matrices with discrete distributions. Several new results, tools and conjectures will be presented.
The Aldous--Broder algorithm provides a way of sampling a uniformly random spanning tree for finite connected graphs using simple random walk. Namely, start a simple random walk on a connected graph and stop at the cover time. The tree…
We propose a novel method for analysis of experimental data obtained at relativistic nucleus-nucleus collisions. The method, based on the ideas of Random Matrix Theory, is applied to detect systematic errors that occur at measurements of…
In these lecture notes I will give a pedagogical introduction to some common aspects of 4 different problems: (i) random matrices (ii) the longest increasing subsequence problem (also known as the Ulam problem) (iii) directed polymers in…
It is described how one comes to the Wigner-Dyson random matrix theory (RMT) starting from a model of a disordered metal. The lectures start with a historical introduction where basic ideas of the RMT and theory of disordered metals are…
This review article provides an overview of random matrix theory (RMT) with a focus on its growing impact on the formulation and inference of statistical models and methodologies. Emphasizing applications within high-dimensional statistics,…
Some tools and ideas are interchanged between random matrix theory and multivariate statistics. In the context of the random matrix theory, classes of spherical and generalised Wishart random matrix ensemble, containing as particular cases…
Matrix perturbation inequalities, such as Weyl's theorem (concerning the singular values) and the Davis-Kahan theorem (concerning the singular vectors), play essential roles in quantitative science; in particular, these bounds have found…
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…
The properties of the spectrum of the overlap Dirac operator and their relation to random matrix theory are studied. In particular, the predictions from chiral random matrix theory in topologically non-trivial gauge field sectors are…
The Tracy-Widom distributions are among the most famous laws in probability theory, partly due to their connection with Wigner matrices. In particular, for $A=\frac{1}{\sqrt{n}}(a_{ij})_{1 \leq i,j \leq n} \in \mathbb{R}^{n \times n}$…
These lecture notes are a concise introduction of recent techniques to prove local spectral universality for a large class of random matrices. The general strategy is presented following the recent book with H.T. Yau. We extend the scope of…
We show that the operatorial framework developed by Voiculescu for free random variables can be extended to arrays of random variables whose multiplication imitates matricial multiplication. The associated notion of independence, called…
In this paper, we survey some recent progress on rigorously establishing the universality of various spectral statistics of Wigner Hermitian random matrix ensembles, focusing on the Four Moment Theorem and its refinements and applications,…
The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…
Airy and Pearcey-like kernels and generalizations arising in random matrix theory are expressed as double integrals of ratios of exponentials, possibly multiplied with a rational function. In this work it is shown that such kernels are…