Related papers: Harold Widom's work in random matrix theory
This note treats a simple minded question: what does a typical random matrix range look like? We study the relationship between various modes of convergence for tuples of operators, on the one hand, and continuity of matrix ranges with…
We construct a random Schrodinger operator on a subset of the hexagonal lattice and study its smallest positive eigenvalues. Using an asymptotic mapping, we relate them to the partition function of the directed polymer model on the square…
We study discretization effects of the Wilson and staggered Dirac operator with $N_{\rm c}>2$ using chiral random matrix theory (chRMT). We obtain analytical results for the joint probability density of Wilson-chRMT in terms of a…
We use a Hamiltonian (transition matrix) description of height-restricted Dyck paths on the plane in which generating functions for the paths arise as matrix elements of the propagator to evaluate the length and area generating function for…
Random Matrix Theory (RMT) is a powerful statistical tool to model spectral fluctuations. This approach has also found fruitful application in Quantum Chromodynamics (QCD). Importantly, RMT provides very efficient means to separate…
The decomposition of nonlocal operators (and of their matrix elements) into an (infinite) series w.r.t. geometric twist is used to introduce (new) parton distributions, generalized parton distributions and hadron wave functions of definite…
The classical random matrix theory is mostly focused on asymptotic spectral properties of random matrices as their dimensions grow to infinity. At the same time many recent applications from convex geometry to functional analysis to…
In this paper we introduce a new combinatorial approach to analyze the trace of large powers of Wigner matrices. Our approach is motivated from the paper by \citet{sosh}. However the counting approach is different. We start with classical…
It has become an increasingly common practice for scientists in modern science and engineering to collect samples of multiple network data in which a network serves as a basic data object. The increasing prevalence of multiple network data…
The paper contains an exposition of recent as well as old enough results on determinantal random point fields. We start with some general theorems including the proofs of the necessary and sufficient condition for the existence of the…
Let $(-A,B,C)$ be a linear system in continuous time $t>0$ with input and output space ${\bf C}$ and state space $H$. The function $\phi_{(x)}(t)=Ce^{-(t+2x)A}B$ determines a Hankel integral operator $\Gamma_{\phi_{(x)}}$ on $L^2((0, \infty…
In these lectures we discuss some elementary concepts in connection with the theory of symmetric spaces applied to ensembles of random matrices. We review how the relationship between random matrix theory and symmetric spaces can be used in…
This paper considers random (non-Hermitian) circulant matrices, and proves several results analogous to recent theorems on non-Hermitian random matrices with independent entries. In particular, the limiting spectral distribution of a random…
WWe define the notion of a random metric space and prove that with probability one such a space is isometricto the Urysohn universal metric space. The main technique is the study of universal and random distance matrices; we relate the…
We present an alternative procedure to eliminate irregular contributions in the perturbation expansion of c=0-matrix models representing the sum over triangulations of random surfaces, thereby reproducing the results of Tutte [1] and Brezin…
We consider the statistics of extreme eigenvalues of random $d$-regular graphs, with $N^{\mathfrak c}\leq d\leq N^{1/3-{\mathfrak c}}$ for arbitrarily small ${\mathfrak c}>0$. We prove that in this regime, the fluctuations of extreme…
After proper rescaling and under some technical assumptions, the smallest eigenvalue of a sample covariance matrix with aspect ratio bounded away from 1 converges to the Tracy--Widom distribution. This complements the results on the largest…
In 2005 Janson, extending earlier work of Mahmoud, Smythe, and Szyma\'nski, established the joint asymptotic normality of the outdegrees of a random plane recursive tree. In particular, he gave an explicit description of the limiting…
In a seminal 2005 paper, Haagerup and Thorbj{\o}rnsen discovered that the norm of any noncommutative polynomial of independent complex Gaussian random matrices converges to that of a limiting family of operators that arises from…
In spite of its simplicity, the central limit theorem captures one of the most outstanding phenomena in mathematical physics, that of universality. While this classical result is well understood it is still not very clear what happens to…