Related papers: Shape Fluctuations and Random Matrices
Let $N(L)$ be the number of eigenvalues, in an interval of length $L$, of a matrix chosen at random from the Gaussian Orthogonal, Unitary or Symplectic ensembles of ${\cal N}$ by ${\cal N}$ matrices, in the limit ${\cal…
We relate the distribution of eigenvalues of a random symmetric matrix in the Gaussian Orthogonal Ensemble to the distribution of critical values of a random linear combination of eigenfunctions of the Laplacian on a compact Riemann…
A multifractal analysis is performed on the universality classes of random matrices and the transition ones.Our results indicate that the eigenvector probability distribution is a linear sum of two chi-squared distribution throughout the…
We studied universality of Wishart ensembles whose covariance matrix has 2 distinct eigenvalues and the number of each of these eigenvalue goes to infinity in the asymptotic limit. In this case, the limiting eigenvalue distribution can be…
The geometry of multi-parameter families of quantum states is important in numerous contexts, including adiabatic or nonadiabatic quantum dynamics, quantum quenches, and the characterization of quantum critical points. Here, we discuss the…
We study a class of random matrices that appear in several communication and signal processing applications, and whose asymptotic eigenvalue distribution is closely related to the reconstruction error of an irregularly sampled bandlimited…
We analyse in a systematic way the occurrences of a remarkable structure in the theory of integrable probability that we call a ``max-independence structure'', when random variables are constructed as a maximum of a sequence of independent…
We introduce a variation of the classic ballistic deposition model in which vertically falling blocks can only stick to the top or the upper right corner of growing columns. We establish that fluctuations of the height function at points…
The distribution function of the free energy fluctuations in one-dimensional directed polymers with $\delta$-correlated random potential is studied by mapping the replicated problem to a many body quantum boson system with attractive…
A vast literature over the past fifteen years has been devoted to the study of the geometric properties of Gaussian random waves. In this work, we investigate the geometric behavior of \emph{uniform random waves}, a much less studied…
Recently, the supersymmetry method was extended from Gaussian ensembles to arbitrary unitarily invariant matrix ensembles by generalizing the Hubbard-Stratonovich transformation. Here, we complete this extension by including arbitrary…
Random-matrix theory is used to study the mesoscopic fluctuations of the excitation gap in a metal grain or quantum dot induced by the proximity to a superconductor. We propose that the probability distribution of the gap is a universal…
We consider the fragmentation process with mass loss and discuss self-similar properties of the arising structure both in time and space focusing on dimensional analysis. This exhibits a spectrum of mass exponents $\theta$, whose exact…
We study the limiting behavior of the $k$-th eigenvalue $x_k$ of unitary invariant ensembles with Freud-type and uniform convex potentials. As both $k$ and $n-k$ tend to infinity, we obtain Gaussian fluctuations for $x_k$ in the bulk and…
We consider the asymptotic behaviour of a family of unidimensional lattice fermion models, which are in exact correspondence with certain probability laws on partitions and on unitary matrices. These models exhibit limit shapes, and in the…
We investigate the statistical properties of translation invariant random fields (including point processes) on Euclidean spaces (or lattices) under constraints on their spectrum or structure function. An important class of models that…
The aim of this note is to prove that fluctuations of uniformly random alternating sign matrices (equivalently, configurations of the six-vertex model with domain wall boundary conditions) near the boundary are described by the Gaussian…
Relying on random matrix theory (RMT), this paper studies asymmetric order-$d$ spiked tensor models with Gaussian noise. Using the variational definition of the singular vectors and values of (Lim, 2005), we show that the analysis of the…
We consider a class of sparse random matrices, which includes the adjacency matrix of Erd\H{o}s-R\'enyi graphs $\mathcal G(N,p)$ for $p \in [N^{\varepsilon-1},N^{-\varepsilon}]$. We identify the joint limiting distributions of the…
In recent studies of many-body localization in nonintegrable quantum systems, the distribution of the ratio of two consecutive energy level spacings, $r_n=(E_{n+1}-E_n)/(E_{n}-E_{n-1})$ or $\tilde{r}_n=\min(r_n,r_n^{-1})$, has been used as…