Related papers: Hard edge asymptotics of correlation functions bet…

We study the Jacobi unitary ensemble perturbed by an algebraic singularity at $t>1$. For fixed $t$, this is the modified Jacobi ensemble studied by Kuijlaars {\it{et al.}} The main focus here, however, is the case when the algebraic…

We study unitary random matrix ensembles of the form $Z_{n,N}^{-1} |\det M|^{2\alpha} e^{-N \Tr V(M)}dM$, where $\alpha>-1/2$ and $V$ is such that the limiting mean eigenvalue density for $n,N\to\infty$ and $n/N\to 1$ vanishes quadratically…

We study asymptotics of the recurrence coefficients of orthogonal polynomials associated to the generalized Jacobi weight, which is a weight function with a finite number of algebraic singularities on $[-1,1]$. The recurrence coefficients…

The local eigenvalue statistics of large random matrices near a hard edge transitioning into a soft edge are described by the Bessel process associated with a large parameter $\alpha$. For this point process, we obtain 1) exponential moment…

The $\beta$ ensembles are a class of eigenvalue probability densities which generalise the invariant ensembles of classical random matrix theory. In the case of the Gaussian and Laguerre weights, the corresponding eigenvalue densities are…

We study eigenvalue distribution of the adjacency matrix $A^{(N,p, \alpha)}$ of weighted random bipartite graphs $\Gamma= \Gamma_{N,p}$. We assume that the graphs have $N$ vertices, the ratio of parts is $\frac{\alpha}{1-\alpha}$ and the…

We outline a relation between the densities for the $\beta$-ensembles with respect to the Jacobi weight $(1-x)^a(1+x)^b$ supported on the interval $(-1,1)$ and the Cauchy weight $(1-\mathrm{i}x)^{\eta}(1+\mathrm{i}x)^{\bar{\eta}}$ by…

Consider the binomial model $G^{d+1}(n,p)$ of the random $(d+1)$-uniform hypergraph on $n$ vertices, where each edge is present, independently of one another, with probability $p:\mathbb{N}\to[0,1]$. We prove that, for all…

Let $\Delta_k(n)$ denote the simplicial complex of $(k+1)$-crossing-free subsets of edges in $\binom{[n]}{2}$. Here $k,n\in \mathbb N$ and $n\ge 2k+1$. Jonsson (2003) proved that (neglecting the short edges that cannot be part of any…

We consider an ensemble of self-dual matrices with arbitrary complex entries. This ensemble is closely related to a previously defined ensemble of anti-symmetric matrices with arbitrary complex entries. We study the two-level correlation…

For the orthogonal-unitary and symplectic-unitary transitions in random matrix theory, the general parameter dependent distribution between two sets of eigenvalues with two different parameter values can be expressed as a quaternion…

The joint moments of the derivatives of the characteristic polynomial of a random unitary matrix, and also a variant of the characteristic polynomial that is real on the unit circle, in the large matrix size limit, have been studied…

We show that eigenvalue correlations in unitary-invariant ensembles of large random matrices adhere to novel universal laws that only depend on a multicriticality of the bulk density of states near the soft edge of the spectrum. Our…

We study the local asymptotics at the edge for particle systems arising from: (i) eigenvalues of sums of unitarily invariant random Hermitian matrices and (ii) signatures corresponding to decompositions of tensor products of representations…

We obtain the asymptotic distribution of eigenvalues of real symmetric tridiagonal matrices as their dimension increases to infinity and whose diagonal and off-diagonal elements asymptotically change with the index n as J_{nt+i nt+i}\sim…

Complex Hermitian random matrices with a unitary symmetry can be distinguished by a weight function. When this is even, it is a known result that the distribution of the singular values can be decomposed as the superposition of two…

Recent theoretical studies of chaotic scattering have encounted ensembles of random matrices in which the eigenvalue probability density function contains a one-body factor with an exponent proportional to the number of eigenvalues. Two…

The ensemble inter-relations to be considered are special features of classical cases, where the joint eigenvalue probability density can be computed explicitly. Attention will be focussed too on the consequences of these inter-relations,…

$N$-dimensional Bessel and Jacobi processes describe interacting particle systems with $N$ particles and are related to $\beta$-Hermite, $\beta$-Laguerre, and $\beta$-Jacobi ensembles. For fixed $N$ there exist associated weak limit…

We consider the limiting process that arises at the hard edge of Muttalib--Borodin ensembles. This point process depends on $\theta > 0$ and has a kernel built out of Wright's generalized Bessel functions. In a recent paper, Claeys, Girotti…