Related papers: Painleve formulas of the limiting distributions fo…
We analyse the limiting behavior of the eigenvalue and singular value distribution for random convolution operators on large (not necessarily Abelian) groups, extending the results by M. Meckes for the Abelian case. We show that for regular…
With $<\cdot>$ denoting an average with respect to the eigenvalue PDF for the Laguerre unitary ensemble, the object of our study is $ \tilde{E}_N(I;a,\mu) := < \prod_{l=1}^N \chi_{(0,\infty)\backslash I}^{(l)} (\lambda - \lambda_l)^\mu>$…
We analyze complete spectra of the lattice Dirac operator in SU(2) gauge theory and demonstrate that the distribution of low-lying eigenvalues is described by random matrix theory. We present possible practical applications of this…
We study the adjacency matrix of the Linial-Meshulam complex model, which is a higher-dimensional generalization of the Erd\H{o}s-R\'enyi graph model. Recently, Knowles and Rosenthal proved that the empirical spectral distribution of the…
Invariant ensemble, which are characterised by the joint distribution of eigenvalues $P(\lambda_1,\ldots,\lambda_N)$, play a central role in random matrix theory. We consider the truncated linear statistics $L_K = \sum_{n=1}^K f(\lambda_n)$…
The theory of orthogonal polynomials on the unit circle is developed for a general class of weights leading to systems of recurrence relations and derivatives of the polynomials and their associated functions, and to functional-difference…
Representation theory and the theory of symmetric functions have played a central role in Random Matrix Theory in the computation of quantities such as joint moments of traces and joint moments of characteristic polynomials of matrices…
We construct approximate transport maps for perturbative several-matrix models. As a consequence, we deduce that local statistics have the same asymptotic as in the case of independent GUE or GOE matrices, i.e., they are given by the…
We consider general Gaussian latent tree models in which the observed variables are not restricted to be leaves of the tree. Extending related recent work, we give a full semi-algebraic description of the set of covariance matrices of any…
We recast the persistence probability for the spin located at the origin of a half-space arbitrarily $m$-magnetized Glauber-Ising chain as a Fredholm Pfaffian gap probability generating function with a sech-kernel. This is then spelled out…
Versions of Tracy-Widom (TW) and Adler-Shiota-van Moerbeke (ASvM) approaches are applied to derive various partial differential equations (PDE) satisfied by joint eigenvalue spacing probabilities of two coupled Gaussian Hermitian matrices…
We prove universality of local eigenvalue statistics in the bulk of the spectrum for orthogonal invariant matrix models with real analytic potentials with one interval limiting spectrum. Our starting point is the Tracy-Widom formula for the…
In this article, we investigate how the entrywise application of a non-linear function to symmetric orthogonally invariant random matrix ensembles alters the spectral distribution. We treat also the multivariate case where we apply…
We introduce a family of coefficients based on U-statistics that generalize the notion of correlation and explore their properties in the large dimensional multivariate case, showing that in the null case of uncorrelated variables, the…
Bayesian inference for models with intractable likelihood functions represents a challenging suite of problems in modern statistics. In this work we analyse the Conway-Maxwell-Poisson (COM-Poisson) distribution, a two parameter…
The probability that an interval $I$ is free of eigenvalues in a matrix ensemble with unitary symmetry is given by a Fredholm determinant. When the weight function in the matrix ensemble is a classical weight function, and the interval $I$…
In this paper we study the gap probability problem in the Gaussian Unitary Ensembles of $n$ by $n$ matrices : The probability that the interval $J := (-a,a)$ is free of eigenvalues. In the works of Tracy and Widom, Adler and Van Moerbeke…
We present two complementary methods, each applicable in a different range, to evaluate the distribution of the lowest eigenvalue of random matrices in a Jacobi ensemble. The first method solves an associated Painleve VI nonlinear…
The paper develops new methods of non-parametric estimation a compound Poisson distribution. Such a problem arise, in particular, in the inference of a Levy process recorded at equidistant time intervals. Our key estimator is based on…
We evaluate the total integral from negative infinity to positive infinity of all global solutions to the Painleve II equation on the real line. The method is based on the interplay between one of the equations of the associated Lax pair…