Related papers: Global and local limits for products of rectangula…
For the deformed complex Ginibre ensemble with a mean normal matrix, under certain assumptions on the mean matrix we prove that the same bulk statistics holds as in the complex Ginibre matrix bulk. This is the continuation of the previous…
We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These…
The real Ginibre ensemble refers to the family of $n\times n$ matrices in which each entry is an independent Gaussian random variable of mean zero and variance one. Our main result is that the appropriately scaled spectral radius converges…
We study an "inner-product kernel" random matrix model, whose empirical spectral distribution was shown by Xiuyuan Cheng and Amit Singer to converge to a deterministic measure in the large $n$ and $p$ limit. We provide an interpretation of…
We give a new proof of universality properties in the bulk of spectrum of the hermitian matrix models, assuming that the potential that determines the model is globally $C^{2}$ and locally $C^{3}$ function (see Theorem \ref{t:U.t1}). The…
We prove edge universality of local eigenvalue statistics for orthogonal invariant matrix models with real analytic potentials and one interval limiting spectrum. Our starting point is the result of \cite{S:08} on the representation of the…
We study the spectral properties of infinitely smooth multivariate kernel matrices when the nodes form a single cluster. We show that the geometry of the nodes plays an important role in the scaling of the eigenvalues of these kernel…
The Ginibre unitary ensemble (GinUE) consists of $N \times N$ random matrices with independent complex standard Gaussian entries. This was introduced in 1965 by Ginbre, who showed that the eigenvalues form a determinantal point process with…
We develop a unified approach to universality of local scaling limits for eigenvalues of random normal matrices, or equivalently for planar Coulomb gases at inverse temperature $\beta=2$. The approach is direct in that it does not rely on…
We study the joint probability density of the eigenvalues of a product of rectangular real, complex or quaternion random matrices in a unified way. The random matrices are distributed according to arbitrary probability densities, whose only…
Starting from exact analytical results on singular values and complex eigenvalues of products of independent Gaussian complex random $N\times N$ matrices also called Ginibre ensemble we rederive the Lyapunov exponents for an infinite…
We calculate eigenvector statistics in an ensemble of non-Hermitian matrices describing open quantum systems [F. Haake et al., Z. Phys. B 88, 359 (1992)] in the limit of large matrix size. We show that ensemble-averaged eigenvector…
We analyse the limiting behavior of the eigenvalue and singular value distribution for random convolution operators on large (not necessarily Abelian) groups, extending the results by M. Meckes for the Abelian case. We show that for regular…
We develop a method to calculate left-right eigenvector correlations of the product of $m$ independent $N\times N$ complex Ginibre matrices. For illustration, we present explicit analytical results for the vector overlap for a couple of…
For the complex Ginibre ensemble subjected to an additive perturbation by a deterministic normal matrix $X_0$, we establish that under specific spectral conditions on $X_0$, only two distinct types of local spectral statistics emerge at the…
We address the question of how the celebrated universality of local correlations for the real eigenvalues of Hermitian random matrices of size NxN can be extended to complex eigenvalues in the case of random matrices without symmetry.…
We consider $N\times N$ Hermitian random matrices with independent identically distributed entries (Wigner matrices). We assume that the distribution of the entries have a Gaussian component with variance $N^{-3/4+\beta}$ for some positive…
We evaluate averages involving characteristic polynomials, inverse characteristic polynomials and ratios of characteristic polynomials for a $N\times N$ random matrix taken from a $L$-deformed Chiral Gaussian Unitary Ensemble with an…
Products of $M$ i.i.d. non-Hermitian random matrices of size $N \times N$ relate Gaussian fluctuation of Lyapunov and stability exponents in dynamical systems (finite $N$ and large $M$) to local eigenvalue universality in random matrix…
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…