Related papers: Powers of large random unitary matrices and Toepli…

We demonstrate the convergence of the characteristic polynomial of several random matrix ensembles to a limiting universal function, at the microscopic scale. The random matrix ensembles we treat are classical compact groups and the…

Let $U\in U(N)$ be a random unitary matrix of size $N$, distributed with respect to the Haar measure on $U(N)$. Let $P(z)=P_U(z)$ be the characteristic polynomial of $U$. We prove that for $z$ close to the unit circle, $ \frac{P'}{P}(z) $…

We obtain a Szeg\"o limit theorem for a family of Toeplitz operators defined on the weighted Bergman space of the unit ball $\mathbb{B}_{n}$. The symbols of these operators are supported on some isotropic or co-isotropic submanifold $\Gamma…

Consider an infinite random matrix $H=(h_{ij})_{0<i,j}$ picked from the Gaussian Unitary Ensemble (GUE). Denote its main minors by $H_i=(h_{rs})_{1\leq r,s\leq i}$ and let the $j$:th largest eigenvalue of $H_i$ be $\mu^i_j$. We show that…

We study the eigenvalues of the Toeplitz quantization of complex-valued functions on the torus subject to small random perturbations given by a complex-valued random matrix whose entries are independent copies of a random variable with mean…

We consider Toeplitz determinants whose symbol has: (i) a one-cut regular potential $V$, (ii) Fisher--Hartwig singularities, and (iii) a smooth function in the background. The potential $V$ is associated with an equilibrium measure that is…

We consider an $N$ by $N$ real symmetric random matrix $X=(x_{ij})$ where $\mathbb{E}x_{ij}x_{kl}=\xi_{ijkl}$. Under the assumption that $(\xi_{ijkl})$ is the discretization of a piecewise Lipschitz function and that the correlation is…

We analyse the convergence of the ergodic formula for Toeplitz matrix-sequences generated by a symbol and we produce explicit bounds depending on the size of the matrix, the regularity of the symbol and the regularity of the test function.

We consider properties of determinants of some random symmetric matrices issued from multivariate statistics: Wishart/Laguerre ensemble (sample covariance matrices), Uniform Gram ensemble (sample correlation matrices) and Jacobi ensemble…

Consider a deterministic self-adjoint matrix X_n with spectral measure converging to a compactly supported probability measure, the largest and smallest eigenvalues converging to the edges of the limiting measure. We perturb this matrix by…

We consider integrals on unitary groups $U_d$ of the form $$\int_{U_d}U_{i_1j_1}... U_{i_qj_q}U^*_{j'_{1}i'_{1}} ... U^*_{j'_{q'}i'_{q'}}dU$$ We give an explicit formula in terms of characters of symmetric groups and Schur functions, which…

We consider the distributions of the lengths of the longest weakly increasing and strongly decreasing subsequences in words of length N from an alphabet of k letters. We find Toeplitz determinant representations for the exponential…

Let $G$ be an $N \times N$ real matrix whose entries are independent identically distributed standard normal random variables $G_{ij} \sim \mathcal{N}(0,1)$. The eigenvalues of such matrices are known to form a two-component system…

We work out a generalization of the Szeg\"o limit theorems on the determinant of large matrices. We focus on matrices with nonzero leading principal minors and elements that decay to zero exponentially fast with the distance from the main…

Patterned random matrices such as the reverse circulant, the symmetric circulant, the Toeplitz and the Hankel matrices and their almost sure limiting spectral distribution (LSD), have attracted much attention. Under the assumption that the…

This article studies the behavior of regularized Tyler estimators (RTEs) of scatter matrices. The key advantages of these estimators are twofold. First, they guarantee by construction a good conditioning of the estimate and second, being a…

We compute the expected normalized trace norm (matrix/graph energy) of random symmetric band circulant matrices and graphs in the limit of large sizes, and obtain explicit bounds on the rate of convergence to the limit, and on the…

Weak convergence of maxima of dependent sequences of identically distributed continuous random variables is studied under normalizing sequences arising as subsequences of the normalizing sequences from an associated iid sequence. This…

We study (asymmetric) $U$-statistics based on a stationary sequence of $m$-dependent variables; moreover, we consider constrained $U$-statistics, where the defining multiple sum only includes terms satisfying some restrictions on the gaps…

We consider the adjacency matrix $A$ of a large random graph and study fluctuations of the function $f_n(z,u)=\frac{1}{n}\sum_{k=1}^n\exp\{-uG_{kk}(z)\}$ with $G(z)=(z-iA)^{-1}$. We prove that the moments of fluctuations normalized by…