Related papers: Thouless formula for random non-Hermitian Jacobi m…

The Mallows measure is a probability measure on $S_n$ where the probability of a permutation $\pi$ is proportional to $q^{l(\pi)}$ with $q > 0$ being a parameter and $l(\pi)$ the number of inversions in $\pi$. We show the convergence of the…

Jacobi permutations, introduced by Viennot in the context of Jacobi elliptic functions, are counted by the Euler numbers $E_{n}$ appearing in the series expansion $\sec x+\tan x=\sum_{n=0}^{\infty}E_{n}x^{n}/n!$. We conduct a systematic…

We develop a thermodynamic formalism for a strongly dissipative H\'enon-like map at the first bifurcation parameter at which the uniform hyperbolicity is destroyed by the formation of tangencies inside the limit set. For any $t\in\mathbb R$…

We consider banded block Toeplitz matrices $T_n$ with $n$ block rows and columns. We show that under certain technical assumptions, the normalized eigenvalue counting measure of $T_n$ for $n\to\infty$ weakly converges to one component of…

We study the Gibbs measure of the nonhierarchical versions of the Generalized Random Energy Models introduced in previous work. We prove that the ultrametricity holds only provided some nondegeneracy conditions on the hamiltonian are met.

In this paper we prove the global convergence of the complex Jacobi method for Hermitian matrices for a large class of generalized serial pivot strategies. For a given Hermitian matrix $A$ of order $n$ we find a constant $\gamma<1$…

Let H=A+UBU* where A and B are two N-by-N Hermitian matrices and U is a Haar-distributed random unitary matrix, and let \mu_H, \mu_A, and \mu_B be empirical measures of eigenvalues of matrices H, A, and B, respectively. Then, it is known…

We consider the real eigenvalues of an $(N \times N)$ real elliptic Ginibre matrix whose entries are correlated through a non-Hermiticity parameter $\tau_N\in [0,1]$. In the almost-Hermitian regime where $1-\tau_N=\Theta(N^{-1})$, we obtain…

Consider a totally irregular measure $\mu$ in $\mathbb{R}^{n+1}$, that is, the upper density $\limsup_{r\to0}\frac{\mu(B(x,r))}{(2r)^n}$ is positive $\mu$-a.e.\ in $\mathbb{R}^{n+1}$, and the lower density…

We study the asymptotic behavior of the appropriately scaled and possibly perturbed spectral measure $\mu$ of large random real symmetric matrices with heavy tailed entries. Specifically, consider the N by N symmetric matrix $Y_N^\sigma$…

We consider random matrices of the form $H_N=A_N+U_N B_N U^*_N$, where $A_N$, $B_N$ are two $N$ by $N$ deterministic Hermitian matrices and $U_N$ is a Haar distributed random unitary matrix. We establish a universal Central Limit Theorem…

Any sequence of uniformly bounded $N\times N$ Hermitian Toeplitz matrices $\{\boldsymbol{H}_N\}$ is asymptotically equivalent to a certain sequence of $N\times N$ circulant matrices $\{\boldsymbol{C}_N\}$ derived from the Toeplitz matrices…

Consider random symmetric Toeplitz matrices $T_{n}=(a_{i-j})_{i,j=1}^{n}$ with matrix entries $a_{j}, j=0,1,2,...,$ being independent real random variables such that \be \mathbb{E}[a_{j}]=0, \ \ \mathbb{E}[|a_{j}|^{2}]=1 \ \ \textrm{for}\,\…

In this paper we consider the (weighted) spectral measure $\mu_n$ of a $n\times n$ random matrix, distributed according to a classical Gaussian, Laguerre or Jacobi ensemble, and show a moderate deviation principle for the standardised…

A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…

We continue the study of the Hermitian random matrix ensemble with external source $\frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM$ where $A$ has two distinct eigenvalues $\pm a$ of equal multiplicity. This model exhibits a phase transition for…

Let $G$ be a real Lie group, $\Lambda<G$ a lattice and $H<G$ a connected semisimple subgroup without compact factors and with finite center. We define the notion of $H$-expanding measures $\mu$ on $H$ and, applying recent work of…

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…

Pseudo-hermitian matrices are matrices hermitian with respect to an indefinite metric. They can be thought of as the truncation of pseudo-hermitian operators, defined over some Krein space, together with the associated metric, to a finite…

Let $\mu$ be a probability measure on $\mathbb C$, and let $P_n$ be the random polynomial whose zeros are sampled independently from $\mu$. We study the asymptotic distribution of zeros of high-order derivatives of $P_n$. We show that, for…