Related papers: Eigenvalues of GUE Minors
We present equalities in law between the spectra of the minors of a GUE matrix and some maximal functionals of independent Brownian motions. In turn, these results allow to recover the limiting shape (properly centered and scaled) of the…
We obtain a tail bound for the least non-zero singular value of $A-z$ when $A$ is a random matrix and $z$ is an eigenvalue of $A$ in a neighbourhood of a given point $z_0$ in the bulk of the spectrum. The argument relies on a resolvent…
For a locally finite point set $\Lambda \subset \mathbb{R}$, consider the collection of exponential functions given by $\mathcal{E}_{\Lambda}:= \{e^{i \lambda x} : \lambda \in L \}$. We examine the question whether $\mathcal{E}_{\Lambda}$…
Two-term asymptotic formulae for the probability distribution functions for the smallest eigenvalue of the Jacobi $ \beta $-Ensembles are derived for matrices of large size in the r\'egime where $ \beta > 0 $ is arbitrary and one of the…
This article presents maximum likelihood estimators (MLEs) and log-likelihood ratio (LLR) tests for the eigenvalues and eigenvectors of Gaussian random symmetric matrices of arbitrary dimension, where the observations are independent…
We consider the eigenvectors of symmetric matrices with independent heavy tailed entries, such as matrices with entries in the domain of attraction of $\alpha$-stable laws, or adjacencymatrices of Erdos-Renyi graphs. We denote by…
We study the orthogonal polynomials and the Hankel determinants associated with Gaussian weight with two jump discontinuities. When the degree $n$ is finite, the orthogonal polynomials and the Hankel determinants are shown to be connected…
We establish large deviation principles for the extremal eigenvalues of the Ginibre ensembles with good rate functions. In contrast to the typical estimates for the extremal eigenvalues, the large deviations for the real Ginibre ensemble…
This paper studies the asymptotic behavior of eigenvalues of random abelian G-circulant matrices, that is, matrices whose structure is related to a finite abelian group G in a way that naturally generalizes the relationship between…
This article focuses on linear eigenvalue statistics of Hankel matrices with independent entries. Using the convergence of moments we show that the linear eigenvalue statistics of Hankel matrices for odd degree monomials with degree greater…
Chatterjee (2016) proved, as an application of his general framework relating superconcentration and chaos, that after the entries of an $n \times n$ matrix drawn from the Gaussian unitary ensemble undergo an entrywise Ornstein-Uhlenbeck…
We consider the eigenvectors of the principal minor of dimension $n< N$ of the Dyson Brownian motion in $\mathbb{R}^{N}$ and investigate their asymptotic overlaps with the eigenvectors of the full matrix in the limit of large dimension. We…
In this paper, we prove the edge universality of largest eigenvalues for separable covariance matrices of the form $\mathcal Q :=A^{1/2}XBX^*A^{1/2}$. Here $X=(x_{ij})$ is an $n\times N$ random matrix with $x_{ij}=N^{-1/2}q_{ij}$, where…
This paper is aimed at deriving the universality of the largest eigenvalue of a class of high-dimensional real or complex sample covariance matrices of the form $\mathcal{W}_N=\Sigma^{1/2}XX^*\Sigma ^{1/2}$. Here, $X=(x_{ij})_{M,N}$ is an…
In this note, we present a systematic method to explicitly compute the determinants and inverses for some generalized Hilbert matrices associated with orthogonal systems with explicit representations. We expressed the determinant, the…
We study the asymptotic limit for large matrix dimension N of the partition function of the unitary ensemble with weight exp(-z^2/2x^2 + t/x - x^2/2). We compute the leading order term of the partition function and of the coefficients of…
We review the connections between the octahedral recurrence, $\lambda$-determinants and tiling problems. This provides in particular a direct combinatorial interpretation of the $\lambda$-determinant (and generalizations thereof) of an…
We give a method for taking microscopic limits of normal matrix ensembles. We apply this method to study the behaviour near certain types of singular points on the boundary of the droplet. Our investigation includes ensembles without…
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…
Akemann, Ipsen and Kieburg recently showed that the squared singular values of products of M rectangular random matrices with independent complex Gaussian entries are distributed according to a determinantal point process with a correlation…