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We define a class of "algebraic" random matrices. These are random matrices for which the Stieltjes transform of the limiting eigenvalue distribution function is algebraic, i.e., it satisfies a (bivariate) polynomial equation. The Wigner…
It has been observed that the statistical distribution of the eigenvalues of random matrices possesses universal properties, independent of the probability law of the stochastic matrix. In this article we find the correlation functions of…
We develop an improved version of the stochastic semigroup approach to study the edge of $\beta$-ensembles pioneered by Gorin and Shkolnikov, and later extended to rank-one additive perturbations by the author and Shkolnikov. Our method is…
In a high temperature regime where $\beta N \to 2c$, the empirical distribution of the eigenvalues of Gaussian beta ensembles, beta Laguerre ensembles and beta Jacobi ensembles converges to a limiting measure which is related to associated…
It is well known that the joint probability density of the eigenvalues of Gaussian ensembles of random matrices may be interpreted as a Coulomb gas. We review these classical results for hermitian and complex random matrices, with special…
In this paper, we introduce and analyze a new operation $\circ_{R}$ which mixes two distributions $\Omega$ and $\Omega'$ via a random orthogonal matrix. In particular, we take $\Omega \circ_R \Omega'$ to be the limit as $n \to \infty$ of…
The power-law random banded matrices and the ultrametric random matrices are investigated numerically in the regime where eigenstates are extended but all integer matrix moments remain finite in the limit of large matrix dimensions. Though…
We consider the logarithm of the characteristic polynomial of random permutation matrices, evaluated on a finite set of different points. The permutations are chosen with respect to the Ewens distribution on the symmetric group. We show…
We examine the adjacency matrices of three-regular graphs representing one-face maps. Numerical studies reveal that the limiting eigenvalue statistics of these matrices are the same as those of much larger, and more widely studied classes…
We investigate the asymptotic properties of random polytopes arising as convex hulls of $n$ independent random points sampled from a family of block-beta distributions. Notably, this family includes the uniform distribution on a product of…
We compute the value distributions of the eigenfunctions and spectral determinant of the Schrodinger operator on families of star graphs. The values of the spectral determinant are shown to have a Cauchy distribution with respect both to…
In many applied problems one seeks to identify and count the critical points of a particular eigenvalue of a smooth parametric family of self-adjoint matrices, with the parameter space often being known and simple, such as a torus. Among…
In the last decade there has been increasing interest in the fields of random matrices, interacting particle systems, stochastic growth models, and the connections between these areas. For instance, several objects appearing in the limit of…
It is now believed that the limiting distribution function of the largest eigenvalue in the three classic random matrix models GOE, GUE and GSE describe new universal limit laws for a wide variety of processes arising in mathematical…
The distribution of eigenvalues of N times N random matrices in the limit N to infinity is the solution to a variational principle that determines the ground state energy of a confined fluid of classical unit charges. This fact is a…
Sine-skewed circular distributions are identifiable and have easily-computable trigonometric moments and a simple random number generation algorithm, whereas they are known to have relatively low levels of asymmetry. This study proposes a…
We prove some eigenvalue inequalities for positive semidefinite matrices partitioned into four blocks. The inradius of the numerical range of the off-diagonal block contributes to these estimates. Some related norm inequalities are given…
In this paper we study the eigenvalues of Hermitian Toeplitz matrices with the entries $2,-1,0,\ldots,0,-\alpha$ in the first column. Notice that the generating symbol depends on the order $n$ of the matrix. If $|\alpha|\le 1$, then the…
We compute averages of products and ratios of characteristic polynomials associated with Orthogonal, Unitary, and Symplectic Ensembles of Random Matrix Theory. The pfaffian/determinantal formulas for these averages are obtained, and the…
I study partial identification of distributional parameters in triangular systems. This model consists of a nonparametric outcome equation and a selection equation. This allows for general unobserved heterogeneity and selection on…