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We consider $n\times n$ real symmetric and hermitian random matrices $H_{n,m}$ equals the sum of a non-random matrix $H_{n}^{(0)}$ matrix and the sum of $m$ rank-one matrices determined by $m$ i.i.d. isotropic random vectors with…

Probability · Mathematics 2007-10-09 Alain Pajor , Leonid Pastur

We consider random systems of equations over the reals, with $m$ equations and $m$ unknowns $P_i(t)+X_i(t)=0$, $t\in\mathbb{R}^m$, $i=1,...,m$, where the $P_i$'s are non-random polynomials having degrees $d_i$'s (the "signal") and the…

Probability · Mathematics 2009-02-09 Diego Armentano , Mario Wschebor

Motivated by the question of whether a random polynomial with integer coefficients is likely to be irreducible, we study the probability that a monic polynomial with integer coefficients has a low-degree factor over the integers, which is…

Probability · Mathematics 2018-05-23 Sean O'Rourke , Philip Matchett Wood

Random matrix theory (RMT) provides a framework to study the spectral fluctuations in physical systems. RMT is capable of making predictions for the fluctuations only after the removal of the secular properties of the spectrum. Spectral…

Statistical Mechanics · Physics 2018-03-02 Sherif M. Abuelenin

We investigate joint spectral characteristics of a family of matrices $\mathcal F $, associated with products in the semigroup generated by $\mathcal F$. In the literature, extremal measures such as the well-known joint spectral radius and…

Dynamical Systems · Mathematics 2026-04-27 Francesco Paolo Maiale , Anastasiia Trofimova , Nicola Guglielmi

We study largest singular values of large random matrices, each with mean of a fixed rank $K$. Our main result is a limit theorem as the number of rows and columns approach infinity, while their ratio approaches a positive constant. It…

Probability · Mathematics 2021-03-02 Wlodek Bryc , Jack W. Silverstein

In this paper we consider random block matrices, which generalize the general beta ensembles, which were recently investigated by Dumitriu and Edelmann (2002, 2005). We demonstrate that the eigenvalues of these random matrices can be…

Probability · Mathematics 2008-09-29 Holger Dette , Bettina Reuther

We generalize some previous results on random polynomials in several complex variables. A standard setting is to consider random polynomials $H_n(z):=\sum_{j=1}^{m_n} a_jp_j(z)$ that are linear combinations of basis polynomials $\{p_j\}$…

Complex Variables · Mathematics 2024-01-29 Turgay Bayraktar , Tom Bloom , Norm Levenberg

We consider the eigenvalues of a fixed, non-normal matrix subject to a small additive perturbation. In particular, we consider the case when the fixed matrix is a banded Toeplitz matrix, where the bandwidth is allowed to grow slowly with…

Probability · Mathematics 2022-08-29 Sean O'Rourke , Philip Matchett Wood

Consider a real diagonal deterministic matrix $X_n$ of size $n$ with spectral measure converging to a compactly supported probability measure. We perturb this matrix by adding a random finite rank matrix, with delocalized eigenvectors. We…

Probability · Mathematics 2011-06-21 Florent Benaych-Georges , Alice Guionnet , Mylène Maïda

This survey revolves around the question how the roots of a monic polynomial (resp. the spectral decomposition of a linear operator), whose coefficients depend in a smooth way on parameters, depend on those parameters. The parameter…

Functional Analysis · Mathematics 2024-10-23 Adam Parusiński , Armin Rainer

We obtain decay rates of probabilities of tails of polynomials in several independent random variables with heavy tails and derive stable limit theorems for nonconventional sums of such polynomials

Probability · Mathematics 2016-08-26 Yuri Kifer , S. R. S. Varadhan

We construct deterministic solutions to the Helmholtz equation in $\mathbb{R}^m$ which behave accordingly to the Random Wave Model. We then find the number of their nodal domains, their nodal volume and the topologies and nesting trees of…

Analysis of PDEs · Mathematics 2022-06-16 Álvaro Romaniega , Andrea Sartori

In this paper, we investigate the eigenvalue distribution of a class of kernel random matrices whose $(i,j)$-th entry is $f(X_i,X_j)$ where $f$ is a symmetric function belonging to the Paley-Wiener space $\mathcal{B}_c$ and $(X_i)_{1\leq i…

Statistics Theory · Mathematics 2025-07-22 Jebalia Mohamed , Ahmed Souabni

Some years ago, the harmonic polynomial was introduced in order to understand better the harmonic topological index; for instance, it allows to obtain bounds of the harmonic index of the main products of graphs. Here, we obtain several…

Combinatorics · Mathematics 2023-02-06 Walter Carballosa , Juan E. Nápoles , J. M Rodríguez , Omar Rosario , J. M. Sigarreta

We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These…

Statistical Mechanics · Physics 2011-06-28 Z. Burda , A. Jarosz , G. Livan , M. A. Nowak , A. Swiech

Number theorists have studied extensively the connections between the distribution of zeros of the Riemann $\zeta$-function, and of some generalizations, with the statistics of the eigenvalues of large random matrices. It is interesting to…

Mathematical Physics · Physics 2009-10-31 E. Brezin , S. Hikami

The paper discusses progress in understanding statistical properties of complex eigenvalues (and corresponding eigenvectors) of weakly non-unitary and non-Hermitian random matrices. Ensembles of this type emerge in various physical…

Chaotic Dynamics · Physics 2009-11-07 Yan V Fyodorov , H. -J Sommers

We investigate average gradient degree of normal random polynomials of fixed algebraic degree n. In particular, for polynomials of two variables, asymptotics of the average gradient degree for large values of n is determined.

High Energy Physics - Theory · Physics 2007-05-23 George Khimshiashvili , Alexander Ushveridze

We study the number of real roots of a Kostlan random polynomial of degree $d$ in one variable. More generally, we are interested in the distribution of the counting measure of the set of real roots of such a polynomial. We compute the…

Algebraic Geometry · Mathematics 2021-12-09 Michele Ancona , Thomas Letendre