Related papers: Random matrix statistics and zeroes of $L$-functio…
We consider a non-Hermitian random matrix $A$ whose distribution is invariant under the left and right actions of the unitary group. The so-called Single Ring Theorem, proved by Guionnet, Krishnapur and Zeitouni, states that the empirical…
The curious connection between the spacings of the eigenvalues of random matrices and the corresponding spacings of the non trivial zeros of the Riemann zeta function is analyzed on the basis of the geometric dynamical global program of…
We develop the basic theory of eigenvalues of $p$-adic random matrices, analogous to the classical theory for random matrices over $\mathbb{R}$ and $\mathbb{C}$. Such eigenvalue statistics were proposed as a model for the zeroes of $p$-adic…
Random matrix theory allows for the deduction of stability criteria for complex systems using only a summary knowledge of the statistics of the interactions between components. As such, results like the well-known elliptical law are…
This is a tutorial on some basic non-asymptotic methods and concepts in random matrix theory. The reader will learn several tools for the analysis of the extreme singular values of random matrices with independent rows or columns. Many of…
Number theorists have studied extensively the connections between the distribution of zeros of the Riemann $\zeta$-function, and of some generalizations, with the statistics of the eigenvalues of large random matrices. It is interesting to…
A family of random variables $\mathbf{X}(s)$, depending on a real parameter $s>-\frac{1}{2}$, appears in the asymptotics of the joint moments of characteristic polynomials of random unitary matrices and their derivatives, in the ergodic…
Let (\rho_\lambda)_{\lambda\in \Lambda} be a holomorphic family of representations of a finitely generated group G into PSL(2,C), parameterized by a complex manifold \Lambda . We define a notion of bifurcation current in this context, that…
One of the major themes of random matrix theory is that many asymptotic properties of traditionally studied distributions of random matrices are universal. We probe the edges of universality by studying the spectral properties of random…
The "loop equations" of random matrix theory are a hierarchy of equations born of attempts to obtain explicit formulae for generating functions of map enumeration problems. These equations, originating in the physics of 2-dimensional…
Consider a $N\times n$ random matrix $Y_n=(Y_{ij}^{n})$ where the entries are given by $Y_{ij}^{n}=\frac{\sigma(i/N,j/n)}{\sqrt{n}} X_{ij}^{n}$, the $X_{ij}^{n}$ being centered i.i.d. and $\sigma:[0,1]^2 \to (0,\infty)$ being a continuous…
In deriving large n probability distribution function of the rightmost eigenvalue from the classical Random Matrix Theory Ensembles, one is faced with que question of finding large n asymptotic of certain coupled set of functions. This…
If the prime numbers are pseudo-randomly distributed, then analogy with quantum systems suggests that counting primes might be modeled by a non-homogeneous Poisson process. Consequently, postulating underlying gamma statistics, more-or-less…
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…
We consider random symmetric matrices with independent entries distributed according to the Haar measure on $\mathbb{Z}_p$ for odd primes $p$ and derive the distribution of their canonical form with respect to several equivalence relations.…
We study random matrices acting on tensor product spaces which have been transformed by a linear block operation. Using operator-valued free probability theory, under some mild assumptions on the linear map acting on the blocks, we compute…
This paper first surveys the connection of integrable systems of the Painleve type to various distribution functions appearing in Wigner-Dyson random matrix theory. A short discussion is then given of the appearance of these same…
We consider the probability theory, and in particular the moment problem and universality theorems, for random groups of the sort of that arise or are conjectured to arise in number theory, and in related situations in topology and…
Voiculescu's notion of asymptotic free independence applies to a wide range of random matrices, including those that are independent and unitarily invariant. In this work, we generalize this notion by considering random matrices with a…
The Bercovici-Pata bijection maps the set of classical infinitely divisible distributions to the set of free infinitely divisible distributions. The purpose of this work is to study random matrix models for free infinitely divisible…