Related papers: On the rightmost eigenvalue of non-Hermitian rando…

Random Hermitian matrices are used to model complex systems without time-reversal invariance. Adding an external source to the model can have the effect of shifting some of the matrix eigenvalues, which corresponds to shifting some of the…

Accuracy of a relativistic weak-coupling expansion procedure for solving the Hamiltonian bound-state eigenvalue problem in theories with asymptotic freedom is measured using a well-known matrix model. The model is exactly soluble and simple…

We consider two $n\times n$ non-Hermitian random matrices such that the $ij$th entry of one matrix is correlated with the $ij$th entry of the other matrix. However, the entries of any particular matrix are i.i.d. random variables. We study…

Consider a $n\times n$ sparse non-Hermitian random matrix $X_n$ defined as the Hadamard product between a random matrix with centered independent and identically distributed entries and a sparse Bernoulli matrix with success probability…

We present some review material relating to the topic of optimal asymptotic expansions of correlation functions and associated observables for $\beta$ ensembles in random matrix theory. We also give an introduction to a related line of…

The largest eigenvalue of a matrix is always larger or equal than its largest diagonal entry. We show that for a large class of random Laplacian matrices, this bound is essentially tight: the largest eigenvalue is, up to lower order terms,…

Let $X_1,X_2, \ldots $ be a sequence of $i.i.d$ real (complex) $d \times d $ invertible random matrices with common distribution $\mu$ and $\sigma_1(n), \sigma_2(n), \ldots , \sigma_d(n)$ be the singular values, $\lambda_1(n), \lambda_2(n),…

We prove that the local eigenvalue statistics in the bulk for complex random matrices with independent entries whose $r$-th absolute moment decays as $N^{-1-(r-2)\epsilon}$ for some $\epsilon>0$ are universal. This includes sparse matrices…

We consider Steklov eigenvalues of nearly hyperspherical domains in $\mathbb{R}^{d + 1}$ with $d\ge 3$. In previous work, treating such domains as perturbations of the ball, we proved that the Steklov eigenvalues are analytic functions of…

We give an algorithm to compute the asymptotics of the eigenvalue distribution of quite general matricial central limit theorems. The central limits are the so called free deterministic equivalents, which in turn are operators whose Cauchy…

We provide a perturbative expansion for the empirical spectral distribution of a Hermitian matrix with large size perturbed by a random matrix with small operator norm whose entries in the eigenvector basis of the first one are independent…

This article studies some numerical approximations of the homogenized matrix for stochastic linear elliptic partial differential equations in divergence form. We focus on the case when the underlying random field is a small perturbation of…

We consider the real eigenvalues of an $(N \times N)$ real elliptic Ginibre matrix whose entries are correlated through a non-Hermiticity parameter $\tau_N\in [0,1]$. In the almost-Hermitian regime where $1-\tau_N=\Theta(N^{-1})$, we obtain…

We study alternating minimization for matrix completion in the simplest possible setting: completing a rank-one matrix from a revealed subset of the entries. We bound the asymptotic convergence rate by the variational characterization of…

We establish a new asymptotic formula for the number of polynomials of degree $n$ with $k$ prime factors over a finite field $\mathbb{F}_q$. The error term tends to $0$ uniformly in $n$ and in $q$, and $k$ can grow beyond $\log n$.…

We find the exponential exact two-terms non-asymptotic expression for the maximum and minimum distribution of a non-Gaussian, in general case, random vector.

This paper deals with the asymptotic distribution of Wishart matrix and its application to the estimation of the population matrix parameter when the population eigenvalues are block-wise infinitely dispersed. We show that the appropriately…

We introduce three universality classes of chiral random matrix ensembles with a nonzero chemical potential and real, complex or quaternion real matrix elements. In the thermodynamic limit we find that the distribution of the eigenvalues in…

We consider words $G_{i_1} \cdots G_{i_m}$ involving i.i.d. complex Ginibre matrices, and study tracial expressions of their eigenvalues and singular values. We show that the limit distribution of the squared singular values of every word…

Statistical properties of eigenvectors in non-Hermitian random matrix ensembles are discussed, with an emphasis on correlations between left and right eigenvectors. Two approaches are described. One is an exact calculation for Ginibre's…