Related papers: The complex elliptic Ginibre ensemble at weak non-…
Modeling and understanding multivariate extreme events is challenging, but of great importance in various applications - e.g. in biostatistics, climatology, and finance. The separating Hill estimator can be used in estimating the extreme…
We consider the Neumann-Poincar'e (double layer potential) operator in 3D elasicity on a smooth closed surface. Its essential spectrum consists of 3 points. We find the asymptotics of sequences of eigenvalues converging to these three…
The partly symmetric real Ginibre ensemble consists of matrices formed as linear combinations of real symmetric and real anti-symmetric Gaussian random matrices. Such matrices typically have both real and complex eigenvalues. For a fixed…
We study the dissipative spectral form factor (DSFF) at complex time $T e^{i\theta}$ for the complex elliptic Ginibre ensemble with non-Hermiticity parameter $\tau \in [0,1)$. As the matrix dimension $N \to \infty$, we consider the natural…
A quantum statistical system with energy dissipation is studied. Its statisitics is governed by random complex-valued non-Hermitean Hamiltonians belonging to complex Ginibre ensemble. The eigenenergies are shown to form stable structure in…
Two-term asymptotic formulae for the probability distribution functions for the smallest eigenvalue of the Jacobi $ \beta $-Ensembles are derived for matrices of large size in the r\'egime where $ \beta > 0 $ is arbitrary and one of the…
We develop a theory of multilevel distributions of eigenvalues which complements the Dyson's threefold $\beta=1,2,4$ approach corresponding to real/complex/quaternion matrices by $\beta=\infty$ point. Our central objects are G$\infty$E…
This paper develops asymptotic theory of integrals of empirical quantile functions with respect to random weight functions, which is an extension of classical $L$-statistics. They appear when sample trimming or Winsorization is applied to…
We study the distribution of the eigenvalue condition numbers $\kappa_i=\sqrt{ (\mathbf{l}_i^* \mathbf{l}_i)(\mathbf{r}_i^* \mathbf{r}_i)}$ associated with real eigenvalues $\lambda_i$ of partially asymmetric $N\times N$ random matrices…
Following the study of complex elliptic-function-type asymptotic behaviours of the Painlev\'e equations by Boutroux and Joshi and Kruskal for $P_I$ and $P_{II}$, we provide new results for elliptic-function-type behaviours admitted by…
We consider the smallest eigenvalue distributions of some Freud unitary ensembles, that is, the probabilities that all the eigenvalues of the Hermitian matrices from the ensembles lie in the interval $(t,\infty)$. This problem is related to…
We consider an ensemble which interpolates the Laguerre orthogonal ensemble and the Laguerre symplectic ensemble. This interpolating ensemble was introduced earlier by the author and Rains in connection with a last passage percolation model…
We consider the extreme value statistics of $N$ independent and identically distributed random variables, which is a classic problem in probability theory. When $N\to\infty$, fluctuations around the maximum of the variables are described by…
We consider the distributions of the lengths of the longest weakly increasing and strongly decreasing subsequences in words of length N from an alphabet of k letters. We find Toeplitz determinant representations for the exponential…
We study the joint density of eigenvalues for products of independent rectangular real, complex and quaternionic Ginibre matrices. In the limit where the number of matrices tends to infinity, it is shown that the joint probability density…
In this article, we derive the asymptotic expansion, up to an arbitrary order in theory, for the solution of a two-dimensional elliptic equation with strongly anisotropic diffusion coefficients along different directions, subject to the…
We compute the leading asymptotics of the maximum of the (centered) logarithm of the absolute value of the characteristic polynomial, denoted $\Psi_N$, of the Ginibre ensemble as the dimension $N$ of the random matrix tends to infinity. The…
We establish the relation between two objects: an integrable system related to Painleve II equation, and the symplectic invariants of a certain plane curve \Sigma_{TW} describing the average eigenvalue density of a random hermitian matrix…
This paper addresses heavy-tailed large deviation estimates for the distribution tail of functionals of a class of spectrally one-sided L\'evy process. Our contribution is to show that these estimates remain valid in a near-critical regime.…
The focus of this paper is on the probability, $E_\beta(0;J)$, that a set $J$ consisting of a finite union of intervals contains no eigenvalues for the finite $N$ Gaussian Orthogonal ($\beta=1$) and Gaussian Symplectic ($\beta=4$) Ensembles…