Related papers: Characteristic polynomials of sparse non-Hermitian…
Suppose $\{ X_k \}_{k \in \mathbb{Z}}$ is a sequence of bounded independent random matrices with common dimension $d\times d$ and common expectation $\mathbb{E}[ X_k ]= X$. Under these general assumptions, the normalized random matrix…
We study certain symmetric polynomials, which as very special cases include polynomials related to the supersymmetric eight-vertex model, and other elliptic lattice models with $\Delta=\pm 1/2$. In this paper, which is the first part of a…
In the first part we study critical points of random polynomials. We choose two deterministic sequences of complex numbers,whose empirical measures converge to the same probability measure in complex plane. We make a sequence of polynomials…
We consider orthogonal polynomials $\{p_{n,N}(x)\}_{n=0}^{\infty}$ on the real line with respect to a weight $w(x)=e^{-NV(x)}$ and in particular the asymptotic behaviour of the coefficients $a_{n,N}$ and $b_{n,N}$ in the three term…
We consider the Bernoulli polynomials of the second kind, which can be related to the generalised Bernoulli polynomials $B_n^{(n)}(z)$. The asymptotic expansions of the scaled polynomials $B_n^{(n)}(nz)$ are obtained as $n\to\infty$ when…
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…
Polynomial ensembles are a sub-class of probability measures within determinantal point processes. Examples include products of independent random matrices, with applications to Lyapunov exponents, and random matrices with an external…
We investigate the strong asymptotics of Heine-Stieltjes polynomials - polynomial solutions of a second order differential equations with complex polynomial coefficients. The solution is given in terms of critical measures (saddle points of…
This note presents some equalities in law for $Z_N:=\det(\Id-G)$, where $G$ is an element of a subgroup of the set of unitary matrices of size $N$, endowed with its unique probability Haar measure. Indeed, under some general conditions,…
We calculate the autocorrelation function for the characteristic polynomial of a random matrix in the microscopic scaling regime. While results fitting this description have be proved before, we will cover all values of inverse temperature…
In this paper, we investigate the invertibility of sparse symmetric matrices. We show that for an $n\times n$ sparse symmetric random matrix $A$ with $A_{ij} = \delta_{ij} \xi_{ij}$ is invertible with high probability. Here, $\delta_{ij}$s,…
Non-Hermitian random matrices with statistical spectral characteristics beyond the standard Ginibre ensembles have recently emerged in the description of dissipative quantum many-body systems as well as in non-ergodic wave transport in…
Given a selfadjoint polynomial $P(X,Y)$ in two noncommuting selfadjoint indeterminates, we investigate the asymptotic eigenvalue behavior of the random matrix $P(A\_N,B\_N)$, where $A\_N$ and $B\_N$ are independent Hermitian random matrices…
In the past 20 years, the study of real eigenvalues of non-symmetric real random matrices has seen important progress. Notwithstanding, central questions still remain open, such as the characterization of their asymptotic statistics and the…
We study a family of monic orthogonal polynomials which are orthogonal with respect to the varying, complex valued weight function, $\exp(nsz)$, over the interval $[-1,1]$, where $s\in\mathbb{C}$ is arbitrary. This family of polynomials…
We consider a class of sparse random matrices, which includes the adjacency matrix of Erd\H{o}s-R\'enyi graphs $\mathcal G(N,p)$ for $p \in [N^{\varepsilon-1},N^{-\varepsilon}]$. We identify the joint limiting distributions of the…
In this note, we study the asymptotic of spherical integrals, which are analytical extension in index of the normalized Schur polynomials for $\beta =2$ , and of Jack symmetric polynomials otherwise. Such integrals are the multiplicative…
We consider Gaussian elliptic random matrices $X$ of a size $N \times N$ with parameter $\rho$, i.e., matrices whose pairs of entries $(X_{ij}, X_{ji})$ are mutually independent Gaussian vectors, $E X_{ij} = 0$, $E X^2_{ij} = 1$ and $E…
Motivated by the study of the asymptotic behavior of Jacobi polynomials $\left( P_{n}^{(nA,nB)}\right) _{n}$ with $A\in \mathbb C$ and $B>0$ we establish the global structure of trajectories of the related rational quadratic differential on…
Sample covariance matrices from multi-population typically exhibit several large spiked eigenvalues, which stem from differences between population means and are crucial for inference on the underlying data structure. This paper…