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We consider $N$ particles in the plane influenced by a general external potential that are subject to the Coulomb interaction in two dimensions at inverse temperature $\beta$. At large temperature, when scaling $\beta=2c/N$ with some fixed…

Mathematical Physics · Physics 2019-06-18 Gernot Akemann , Sung-Soo Byun

In this paper, we discuss possible qualitative approaches to the problem of KPZ universality. Throughout the paper, our point of view is based on the geometrical and dynamical properties of minimisers and shocks forming interlacing…

Mathematical Physics · Physics 2018-03-14 Yuri Bakhtin , Konstantin Khanin

In this paper, we study the convergence of the spectral embeddings obtained from the leading eigenvectors of certain similarity matrices to their population counterparts. We opt to study this convergence in a uniform (instead of average)…

Statistics Theory · Mathematics 2023-04-26 Ruofei Zhao , Songkai Xue , Yuekai Sun

We present a new method for obtaining norm bounds for random matrices, where each entry is a low-degree polynomial in an underlying set of independent real-valued random variables. Such matrices arise in a variety of settings in the…

Probability · Mathematics 2024-12-12 Madhur Tulsiani , June Wu

With the help of hyper-ideal circle pattern theory, we have developed a discrete version of the classical uniformization theorems for surfaces represented as finite branched covers over the Riemann sphere as well as compact polyhedral…

Metric Geometry · Mathematics 2017-08-25 Alexander Bobenko , Nikolay Dimitrov , Stefan Sechelmann

We consider planar Coulomb systems consisting of a large number $n$ of repelling point charges in the low temperature regime, where the inverse temperature $\beta$ grows at least logarithmically in $n$ as $n \longrightarrow \infty$, i.e.,…

Probability · Mathematics 2022-01-19 Yacin Ameur , José Luis Romero

We consider random geometric graphs on the plane characterized by a non-uniform density of vertices. In particular, we introduce a graph model where $n$ vertices are independently distributed in the unit disc with positions, in polar…

Disordered Systems and Neural Networks · Physics 2022-04-06 C. T. Martinez-Martinez , J. A. Mendez-Bermudez , Francisco A. Rodrigues , Ernesto Estrada

We consider large random matrices with a general slowly decaying correlation among its entries. We prove universality of the local eigenvalue statistics and optimal local laws for the resolvent away from the spectral edges, generalizing the…

Probability · Mathematics 2020-06-01 László Erdős , Torben Krüger , Dominik Schröder

It is a result of Ginibre that the normalized bulk $k$-point correlation functions of a complex $n\times n$ Gaussian matrix with independent entries of mean zero and unit variance are asymptotically given by the determinantal point process…

Probability · Mathematics 2024-05-28 Terence Tao , Van Vu

Inter-relations between random matrix ensembles with different symmetry types provide inter-relations between generating functions for the gap probabilites at the spectrum edge. Combining these in the scaled limit with the exact evaluation…

Mathematical Physics · Physics 2007-05-23 P. J. Forrester

Kernel methods have been widely applied to machine learning and other questions of approximating an unknown function from its finite sample data. To ensure arbitrary accuracy of such approximation, various denseness conditions are imposed…

Machine Learning · Statistics 2013-10-25 Benxun Wang , Haizhang Zhang

Universality properties of the distribution of the generalized eigenvalues of a pencil of random Hankel matrices, arising in the solution of the exponential interpolation problem of a complex discrete stationary process, are proved under…

Probability · Mathematics 2014-04-17 Piero Barone

For random integer matrices $M_1,\ldots,M_k \in \operatorname{Mat}_n(\mathbb{Z})$ with independent entries, we study the distribution of the cokernel $\operatorname{cok}(M_1 \cdots M_k)$ of their product. We show that this distribution…

Probability · Mathematics 2023-12-01 Hoi H. Nguyen , Roger Van Peski

We derive necessary and sufficient conditions for universality limits for orthogonal polynomials on the real line and related systems. One of our results is that the Christoffel-Darboux kernel has sine kernel asymptotics at a point $\xi$,…

Classical Analysis and ODEs · Mathematics 2024-09-27 Benjamin Eichinger , Milivoje Lukić , Harald Woracek

Akemann, Ipsen and Kieburg recently showed that the squared singular values of products of M rectangular random matrices with independent complex Gaussian entries are distributed according to a determinantal point process with a correlation…

Mathematical Physics · Physics 2015-06-16 Arno B. J. Kuijlaars , Lun Zhang

Nourdin et al. [9] established the following universality result: if a sequence of off-diagonal homogeneous polynomial forms in i.i.d. standard normal random variables converges in distribution to a normal, then the convergence also holds…

Probability · Mathematics 2015-05-15 Shuyang Bai , Murad S. Taqqu

The empirical eigenvalue distribution of the elliptic random matrix ensemble tends to the uniform measure on an ellipse in the complex plane as its dimension tends to infinity. We show this convergence on all mesoscopic scales slightly…

Probability · Mathematics 2021-02-08 Johannes Alt , Torben Krüger

Scattering thresholds and their associated spectral square root branch points are ubiquitous in photonics. In this Letter, we show that the scattering matrix has a simple universal behavior near scattering thresholds. We use unitarity,…

Optics · Physics 2022-01-12 Charles C. Wojcik , Haiwen Wang , Meir Orenstein , Shanhui Fan

We consider Hermite and Laguerre $\beta$-ensembles of large $N\times N$ random matrices. For all $\beta$ even, corrections to the limiting global density are obtained, and the limiting density at the soft edge is evaluated. We use the…

Mathematical Physics · Physics 2012-08-13 Patrick Desrosiers , Peter J. Forrester

The universality phenomenon asserts that the distribution of the eigenvalues of random matrix with i.i.d. zero mean, unit variance entries does not depend on the underlying structure of the random entries. For example, a plot of the…

Probability · Mathematics 2012-10-11 Philip Matchett Wood