Related papers: The rank of a random triangular matrix over $\math…

It is known that in various random matrix models, large perturbations create outlier eigenvalues which lie, asymptotically, in the complement of the support of the limiting spectral density. This paper is concerned with fluctuations of…

Products of random $2\times 2$ matrices exhibit Gaussian fluctuations around almost surely convergent Lyapunov exponents. In this paper, the distribution of the random matrices is supported by a small neighborhood of order $\lambda>0$ of…

The goal of this article is to study how much the eigenvalues of large Hermitian random matrices deviate from certain deterministic locations -- or in other words, to investigate optimal rigidity estimates for the eigenvalues. We do this in…

Consider an ensemble of $N\times N$ non-Hermitian matrices in which all entries are independent identically distributed complex random variables of mean zero and absolute mean-square one. If the entry distributions also possess bounded…

We study the fluctuation of the Atlas model, where a unit drift is assigned to the lowest ranked particle among a semi-infinite ($ \mathbb{Z}_+ $-indexed) system of otherwise independent Brownian particles, initiated according to a Poisson…

Let $Q_n$ denote a random symmetric $n$ by $n$ matrix, whose upper diagonal entries are i.i.d. Bernoulli random variables (which take values 0 and 1 with probability 1/2). We prove that $Q_n$ is non-singular with probability…

Motivated by recent works on statistics of matrices over sets of number theoretic interest, we study matrices with entries from arbitrary finite subsets $\mathcal A$ of finite rank multiplicative groups infields of characteristic zero. We…

We describe a new method that is both physically explicable and quantitatively accurate in describing the multifractal characteristics of intermittent events based on groupings of rank-ordered fluctuations. The generic nature of such…

We extend our recent result [Cipolloni, Erd\H{o}s, Schr\"oder 2019] on the central limit theorem for the linear eigenvalue statistics of non-Hermitian matrices $X$ with independent, identically distributed complex entries to the real…

The notion of fractional minimal rank of a partial matrix is introduced, a quantity that lies between the triangular minimal rank and the minimal rank of a partial matrix. The fractional minimal rank of partial matrices whose bipartite…

We consider the stochastic ranking process with space-time dependent unbounded jump rates for the particles. We prove that the joint empirical distribution of jump rate and scaled position converges almost surely to a deterministic…

Let $A$ be an $n\times n$ random symmetric matrix with independent identically distributed subgaussian entries of unit variance. We prove the following large deviation inequality for the rank of $A$: for all $1\leq k\leq c\sqrt{n}$,…

1. A standard Gaussian random matrix has full rank with probability 1 and is well-conditioned with a probability quite close to 1 and converging to 1 fast as the matrix deviates from square shape and becomes more rectangular. 2. If we…

We obtain estimates on the number $|\mathcal{A}_{\boldsymbol{\lambda}}|$ of elements on a linear family $\mathcal{A}$ of monic polynomials of $\mathbb{F}_q[T]$ of degree $n$ having factorization pattern…

We consider perturbations of a large Jordan matrix, either random and small in norm or of small rank. In both cases we show that most of the eigenvalues of the perturbed matrix are very close to a circle with centre at the origin. In the…

In this paper, we count the number of matrices $A = (A_{i,j} )\in \mathcal{O} \subset Mat_{n\times n}(\mathbb{F}_q[x])$ where $deg(A_{i,j})\leq k, 1\leq i,j\leq n$, $deg(\det A) = t$, and $\mathcal{O}$ a given orbit of…

The classic rank-revealing QR factorization factorizes a matrix $A$ as $AP=QR$ where $P$ permutes the columns of $A$, $Q$ is an orthogonal matrix, and $R$ is upper triangular with non-increasing diagonal entries. This is called…

Let $d$ be a fixed large integer. For any $n$ larger than $d$, let $A_n$ be the adjacency matrix of the random directed $d$-regular graph on $n$ vertices, with the uniform distribution. We show that $A_n$ has rank at least $n-1$ with…

We study the fluctuations of certain random matrix products $\Pi_N=M_N\cdots M_2M_1$ of $\mathrm{SL}(2,\mathbb{R})$, describing localisation properties of the one-dimensional Dirac equation with random mass. In the continuum limit, i.e.…

We study global fluctuations for singular values of $M$-fold products of several right-unitarily invariant $N \times N$ random matrix ensembles. As $N \to \infty$, we show the fluctuations of their height functions converge to an explicit…