Related papers: Asymptotic correlations for Gaussian and Wishart m…

We study pair correlation functions for planar Coulomb systems in the pushed phase, near a ring-shaped impenetrable wall. We assume coupling constant $\Gamma=2$ and that the number $n$ of particles is large. We find that the correlation…

We consider various asymptotic scaling limits $N\to\infty$ for the $2N$ complex eigenvalues of non-Hermitian random matrices in the symmetry class of the symplectic Ginibre ensemble. These are known to be integrable, forming Pfaffian point…

We study the asymptotics of certain measures on partitions (the so-called z-measures and their relatives) in two different regimes: near the diagonal of the corresponding Young diagram and in the intermediate zone between the diagonal and…

This paper studies network information theory problems where the external noise is Gaussian distributed. In particular, the Gaussian broadcast channel with coherent fading and the Gaussian interference channel are investigated. It is shown…

The spectral form factor of random matrix theory plays a key role in the description of disordered and chaotic quantum systems. While its moments are known to be approximately Gaussian, corrections subleading in the matrix dimension, $D$,…

This paper is concerned with the interplay between statistical asymmetry and spectral methods. Suppose we are interested in estimating a rank-1 and symmetric matrix $\mathbf{M}^{\star}\in \mathbb{R}^{n\times n}$, yet only a randomly…

Reliable prediction of protein variant effects is crucial for both protein optimization and for advancing biological understanding. For practical use in protein engineering, it is important that we can also provide reliable uncertainty…

We give a summary of the results from Parts I-V (math.RT/9804086, math.RT/9804087, math.RT/9804088, math.RT/9810013, math.RT/9810014). Our work originated from harmonic analysis on the infinite symmetric group. The problem of spectral…

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…

The Gaussian and Laguerre orthogonal ensembles are fundamental to random matrix theory, and the marginal eigenvalue distributions are basic observable quantities. Notwithstanding a long history, a formulation providing high precision…

Some properties that nominally involve the eigenvalues of Gaussian Unitary Ensemble (GUE) can instead be phrased in terms of singular values. By discarding the signs of the eigenvalues, we gain access to a surprising decomposition: the…

We call "Dyson process" any process on ensembles of matrices in which the entries undergo diffusion. We are interested in the distribution of the eigenvalues (or singular values) of such matrices. In the original Dyson process it was the…

We consider the complex eigenvalues of a Wishart type random matrix model $X=X_1 X_2^*$, where two rectangular complex Ginibre matrices $X_{1,2}$ of size $N\times (N+\nu)$ are correlated through a non-Hermiticity parameter $\tau\in[0,1]$.…

Starting from a Hermitian operator with two distinct eigenvalues, we construct a non-Hermitian bipartite system in Gaussian orthogonal ensemble according to random matrix theory, where we introduce the off-diagonal fluctuations through…

We study the asymptotic behaviour of Bessel functions associated of root systems of type $A_{n-1}$ and type $B_n$ with positive multiplicities as the rank $n$ tends to infinity. In both cases, we characterize the possible limit functions…

In this paper, we consider the singular values and singular vectors of finite, low rank perturbations of large rectangular random matrices. Specifically, we prove almost sure convergence of the extreme singular values and appropriate…

We consider the eigenvalues of symplectic elliptic Ginibre matrices which are known to form a Pfaffian point process whose correlation kernel can be expressed in terms of the skew-orthogonal Hermite polynomials. We derive the scaling limits…

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…

Let $(G(X_j))_{j\geq1}$ be a multivariate subordinated Gaussian process, which exhibits long-range dependence. We study the asymptotic behaviour of the corresponding sequential empirical process under two different types of subordination.…

We study Hermitian random matrix models with an external source matrix which has equispaced eigenvalues, and with an external field such that the limiting mean density of eigenvalues is supported on a single interval as the dimension tends…