Related papers: Random Matrices and Random Permutations

In this paper, we consider the universality of the local eigenvalue statistics of random matrices. Our main result shows that these statistics are determined by the first four moments of the distribution of the entries. As a consequence, we…

In a recent work, R. Pandharipande, J. P. Solomon and the second author have initiated a study of the intersection theory on the moduli space of Riemann surfaces with boundary. They conjectured that the generating series of the intersection…

We study multiplicative statistics for the eigenvalues of unitarily-invariant Hermitian random matrix models. We consider one-cut regular polynomial potentials and a large class of multiplicative statistics. We show that in the large matrix…

The probabilities for gaps in the eigenvalue spectrum of finite $ N\times N $ random unitary ensembles on the unit circle with a singular weight, and the related hermitian ensembles on the line with Cauchy weight, are found exactly. The…

It has been shown recently [10] that Cauchy transforms of orthogonal polynomials appear naturally in general correlation functions containing ratios of characteristic polynomials of random NxN Hermitian matrices. Our main goal is to…

We prove that a uniform rooted plane map with n edges converges in distribution after a suitable normalization to the Brownian map for the Gromov-Hausdorff topology. A recent bijection due to Ambj{\o}rn and Budd allows to derive this result…

We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…

We prove sandwich theorems and a Tauberian theorem in the space of compact metric measure spaces, endowed with the Gromov-Hausdorff-Prokhorov (GHP) topology. These results hold with respect to a close relative of Gromov's Lipschitz order.…

The distribution of products of random matrices chosen from fixed spherical classes is determined for classical rank 1 symmetric spaces. It is observed that $n\to\infty$ limit behaves approximately as in the abelian case. A theorem on the…

For a given complex square matrix $A$ with constant row sum, we establish two new eigenvalue inclusion sets. Using these bounds, first we derive bounds for the second largest and smallest eigenvalues of adjacency matrices of $k$-regular…

A hermitian matrix can be parametrized by a set consisting of its determinant and the eigenvalues of its submatrices. We established a group of equations which connect these variables with the mixing parameters of diagonalization. These…

We study the asymptotic behavior of the partition function and the correlation kernel in random matrix ensembles of the form $\frac{1}{Z_n} \big|\det \big( M^2-tI \big)\big|^{\alpha} e^{-n\operatorname{Tr} V(M)}dM$, where $M$ is an $n\times…

We study Wronskians of Appell polynomials indexed by integer partitions. These families of polynomials appear in rational solutions of certain Painlev\'e equations and in the study of exceptional orthogonal polynomials. We determine their…

Given two positive integers $n$ and $k$ and a parameter $t\in (0,1)$, we choose at random a vector subspace $V_{n}\subset \mathbb{C}^{k}\otimes\mathbb{C}^{n}$ of dimension $N\sim tnk$. We show that the set of $k$-tuples of singular values…

If $A$ is an $n\times n$ matrix whose $n$ eigenvalues are ordered in terms of decreasing modules, $|\lambda_1 | \geq |\lambda_2| \geq ... |\lambda_n|$, it is often of interest to estimate $\frac{|\lambda_2|}{|\lambda_1|}$. If $A$ is a row…

Consider a deterministic self-adjoint matrix X_n with spectral measure converging to a compactly supported probability measure, the largest and smallest eigenvalues converging to the edges of the limiting measure. We perturb this matrix by…

Consider d uniformly random permutation matrices on n labels. Consider the sum of these matrices along with their transposes. The total can be interpreted as the adjacency matrix of a random regular graph of degree 2d on n vertices. We…

We prove universality at the edge for rescaled correlation functions of Wigner random matrices in the limit $n\to +\infty$. As a corollary, we show that, after proper rescaling, the 1st, 2nd, 3rd, etc. eigenvalues of Wigner random hermitian…

Analogously to the space of virtual permutations, we define projective limits of isometries: these sequences of unitary operators are natural in the sense that they minimize the rank norm between successive matrices of increasing sizes. The…

We consider pairs of anti-commuting $2p$-by-$2p$ Hermitian matrices that are chosen randomly with respect to a Gaussian measure. Generically such a pair decomposes into the direct sum of $2$-by-$2$ blocks on which the first matrix has…