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We introduce a new method for studying universality of random matrices. Let T_n be the Jacobi matrix associated to the Dyson beta ensemble with uniformly convex polynomial potential. We show that after scaling, T_n converges to the…

Probability · Mathematics 2015-12-29 Manjunath Krishnapur , Brian Rider , Balint Virag

Random matrix models consisting of normal matrices, defined by the sole constraint $[N^{\dag},N]=0$, will be explored. It is shown that cubic eigenvalue repulsion in the complex plane is universal with respect to the probability…

Statistical Mechanics · Physics 2009-10-28 Gary Oas

We develop a new method for deriving local laws for a large class of random matrices. It is applicable to many matrix models built from sums and products of deterministic or independent random matrices. In particular, it may be used to…

Probability · Mathematics 2016-08-05 Antti Knowles , Jun Yin

In continuing the study of harmonic mapping from 2-dimensional Riemannian simplicial complexes in order to construct minimal surfaces with singularity, we obtain an a-priori regularity result concerning the real analyticity of the free…

Differential Geometry · Mathematics 2008-09-24 Chikako Mese , Sumio Yamada

We prove that $\frac{\log n}{n}$ is the sharp threshold for universality of the distribution of cokernels of random matrices over $\mathbb{Z}_p$. More precisely, let $\alpha_n = \frac{c\log n}{n}$ for a constant $c>0$ and let $A(n)$ be an…

Combinatorics · Mathematics 2026-03-16 Jiwan Jung , Jungin Lee , Myungjun Yu

This article is concerned with random holomorphic polynomials and their generalizations to algebraic and symplectic geometry. A natural algebro-geometric generalization studied in our prior work involves random holomorphic sections…

Mathematical Physics · Physics 2007-05-23 Pavel Bleher , Bernard Shiffman , Steve Zelditch

We are interested in the kernel of one-dimensional diffusion equations with continuous coefficients as evaluated by means of explicit discretization schemes of uniform step $h>0$ in the limit as $h\to0$. We consider both semidiscrete…

Numerical Analysis · Mathematics 2007-11-02 Claudio Albanese

We establish sharp global rigidity upper bounds for universal determinantal point processes describing edge eigenvalues of random matrices. For this, we first obtain a general result which can be applied to general (not necessarily…

Mathematical Physics · Physics 2021-06-02 Christophe Charlier , Tom Claeys

For complex Wigner-type matrices, i.e. Hermitian random matrices with independent, not necessarily identically distributed entries above the diagonal, we show that at any cusp singularity of the limiting eigenvalue distribution the local…

Probability · Mathematics 2024-10-29 László Erdős , Torben Krüger , Dominik Schröder

We analyse the hard edge limit of the Muttalib-Borodin ensembles with general potential, and show that the limiting correlation kernel found in the ensemble with linear potential is universal. We also prove the Plancherel-Rotach type…

Mathematical Physics · Physics 2023-12-25 Dong Wang

We study the universality of the eigenvalue statistics of the covariance matrices $\frac{1}{n}M^* M$ where $M$ is a large $p\times n$ matrix obeying condition $\bf{C1}$. In particular, as an application, we prove a variant of universality…

Probability · Mathematics 2012-05-27 Ke Wang

For a broad class of unitary ensembles of random matrices we demonstrate the universal nature of the Janossy densities of eigenvalues near the spectral edge, providing a different formulation of the probability distributions of the limiting…

Probability · Mathematics 2008-04-08 Brian Rider , Xin Zhou

We describe an approach to universality limits for orthogonal polynomials on the real line which is completely local and uses only the boundary behavior of the Weyl m-function at the point. We show that bulk universality of the…

Classical Analysis and ODEs · Mathematics 2021-08-25 Benjamin Eichinger , Milivoje Lukić , Brian Simanek

The elliptic Ginibre ensemble of complex non-Hermitian random matrices allows to interpolate between the rotational invariant Ginibre ensemble and the Gaussian unitary ensemble of Hermitian random matrices. It corresponds to a…

Mathematical Physics · Physics 2023-02-09 G. Akemann , M. Duits , L. D. Molag

We prove universality at the edge for rescaled correlation functions of Wigner random matrices in the limit $n\to +\infty$. As a corollary, we show that, after proper rescaling, the 1st, 2nd, 3rd, etc. eigenvalues of Wigner random hermitian…

Mathematical Physics · Physics 2009-10-31 Alexander Soshnikov

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.…

Mathematical Physics · Physics 2015-04-20 G. Akemann , M. J. Phillips

As recently proved in generality by Hedenmalm and Wennman, it is a universal behavior of complex random normal matrix models that one finds a complementary error function behavior at the boundary (also called edge) of the droplet as the…

Mathematical Physics · Physics 2025-06-09 L. D. Molag

Consider a random matrix of the form $W_n = M_n + D_n$, where $M_n$ is a Wigner matrix and $D_n$ is a real deterministic diagonal matrix ($D_n$ is commonly referred to as an external source in the mathematical physics literature). We study…

Probability · Mathematics 2014-08-18 Sean O'Rourke , Van Vu

In this paper we consider uniformly random lozenge tilings of arbitrary domains approximating (after suitable normalization) a closed, simply-connected subset of $\mathbb{R}^2$ with piecewise smooth, simple boundary. We show that the local…

Probability · Mathematics 2023-10-02 Amol Aggarwal

We study the normal matrix model, also known as the two-dimensional one-component plasma at a specific temperature, with merging singularity. As the number $n$ of particles tends to infinity we obtain the limiting local correlation kernel…

Mathematical Physics · Physics 2024-11-27 Torben Krüger , Seung-Yeop Lee , Meng Yang