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Let $f=(f_1,\ldots,f_n)$ be a system of $n$ complex homogeneous polynomials in $n$ variables of degree $d$. We call $\lambda\in\mathbb{C}$ an eigenvalue of $f$ if there exists $v\in\mathbb{C}^n\backslash\{0\}$ with $f(v)=\lambda v$,…
Stochastic dominance of a random variable by a convex combination of its independent copies has recently been shown to hold within the relatively narrow class of distributions with concave odds function, and later extended to broader…
We propose a generalization of the random matrix theory following the basic prescription of the recently suggested concept of superstatistics. Spectral characteristics of systems with mixed regular-chaotic dynamics are expressed as weighted…
We consider a Gaussian rotationally invariant ensemble of random real totally symmetric tensors with independent normally distributed entries, and estimate the largest eigenvalue of a typical tensor in this ensemble by examining the rate of…
In this paper, we concentrate on counting and testing dominant polynomials with integer coefficients. A polynomial is called dominant if it has a simple root whose modulus is strictly greater than the moduli of its remaining roots. In…
Gaps (or spacings) between consecutive eigenvalues are a central topic in random matrix theory. The goal of this paper is to study the tail distribution of these gaps in various random matrix models. We give the first repulsion bound for…
We study the average condition number for polynomial eigenvalues of collections of matrices drawn from various random matrix ensembles. In particular, we prove that polynomial eigenvalue problems defined by matrices with Gaussian entries…
A sum of a large-dimensional random matrix polynomial and a fixed low-rank matrix polynomial is considered. The main assumption is that the resolvent of the random polynomial converges to some deterministic limit. A formula for the limit of…
The eigenvalue spacing of a uniformly chosen random finite unipotent matrix in its permutation action on lines is studied. We obtain bounds for the mean number of eigenvalues lying in a fixed arc of the unit circle and offer an approach…
Many statistics of roots of random polynomials have been studied in the literature, but not much is known on the concentration aspect. In this note we present a systematic study of this question, aiming towards nearly optimal bounds to some…
We study the limiting behavior of smooth linear statistics of the spectrum of random permutation matrices in the mesoscopic regime, when the permutation follows one of the Ewens measures on the symmetric group. If we apply a smooth enough…
In this article we study the fluctuation of linear statistics of eigenvalues of circulant, symmetric circulant, reverse circulant and Hankel matrices. We show that the linear spectral statistics of these matrices converges to the Gaussian…
{Recently, we found that the correlation between the eigenvalues of random hermitean matrices exhibits universal behavior. Here we study this universal behavior and develop a diagrammatic approach which enables us to extend our previous…
The paper presents methods of eigenvalue localisation of regular matrix polynomials, in particular, stability of matrix polynomials is investigated. For this aim a stronger notion of hyperstability is introduced and widely discussed. Matrix…
The purpose of this note is twofold: firstly to improve the known results on variation of extreme eigenvalues of birth and death matrices and random walk matrices; and secondly to progress towards the solution of a thirty years old open…
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…
We analyze the asymptotic fluctuations of linear eigenvalue statistics of random centrosymmetric matrices with i.i.d. entries. We prove that for a complex analytic test function, the centered and normalized linear eigenvalue statistics of…
It has been observed that the statistical distribution of the eigenvalues of random matrices possesses universal properties, independent of the probability law of the stochastic matrix. In this article we find the correlation functions of…
We compute averages of products and ratios of characteristic polynomials associated with Orthogonal, Unitary, and Symplectic Ensembles of Random Matrix Theory. The pfaffian/determinantal formulas for these averages are obtained, and the…
We consider sequences of random variables whose probability generating functions are polynomials all of whose roots lie on the unit circle. The distribution of such random variables has only been sporadically studied in the literature. We…