相关论文: Circular law, Extreme Singular values and Potentia…

We study the effect of highly oscillatory potentials to the eigenvalues of a random matrix. Consider the circular unitary ensembles with an external potential which is periodic with the period comparable to the average spacing of the…

In random matrix theory, Marchenko-Pastur law states that random matrices with independent and identically distributed entries have a universal asymptotic eigenvalue distribution under large dimension limit, regardless of the choice of…

We study the diffusion of an ensemble of overdamped particles sliding over a tilted random poten- tial (produced by the interaction of a particle with a random polymer) with long-range correlations. We found that the diffusion properties of…

Let $ \nu $ be a probability distribution over the linear semi-group $ \mathrm{End}(E) $ for $ E $ a finite dimensional vector space over a locally compact field. We assume that $ \nu $ is proximal, strongly irreducible and that $…

We study the joint laws of a continuous, uniformly integrable martingale, its maximum, and its minimum. In particular, we give explicit martingale inequalities which provide upper and lower bounds on the joint exit probabilities of a…

An application of Levy's continuity theorem and Hankel transform allow us to establish a law limit theorem for the sequence $V_n=f(U)\sin(n U)$, where $U$ is uniformly distributed in $(0,1)$ and $f$ a given function. Further, we investigate…

In this paper, we consider the empirical spectral distribution of the sample correlation matrix and investigate its asymptotic behavior under mild assumptions on the data's distribution, when dimension and sample size increase at the same…

We study sums of a random multiplicative function; this is an example, of number-theoretic interest, of sums of products of independent random variables (chaoses). Using martingale methods, we establish a normal approximation for the sum…

The spectral density of random matrices is studied through a quaternionic generalisation of the Green's function, which precisely describes the mean spectral density of a given matrix under a particular type of random perturbation. Exact…

We study the singular values of certain triangular random matrices. When their elements are i.i.d. standard complex Gaussian random variables, the squares of the singular values form a biorthogonal ensemble, and with an appropriate change…

We consider scattering of a three-dimensional particle on a finite family of delta potentials. For some parameter values the scattering wavenctions exhibit nodal lines in the form of closed loops, which may touch but do not entangle. The…

Let $M_n$ be drawn uniformly from all $\pm 1$ symmetric $n \times n$ matrices. We show that the probability that $M_n$ is singular is at most $\exp(-c(n\log n)^{1/2})$, which represents a natural barrier in recent approaches to this…

We derive exact expressions for the finite-time statistics of extrema (maximum and minimum) of the spatial displacement and the fluctuating entropy flow of biased random walks. Our approach captures key features of extreme events in…

Starting from an n-by-n matrix of zeros, choose uniformly random zero entries and change them to ones, one-at-a-time, until the matrix becomes invertible. We show that with probability tending to one as n tends to infinity, this occurs at…

Using the methods originally developed for Random Matrix Theory we derive an exact mathematical formula for number variance (introduced in [4]) describing a rigidity of particle ensembles with power-law repulsion. The resulting relation is…

This article deals with the limiting spectral distribution and joint convergence of reverse circulant and symmetric circulant matrices with independent entries. These results are already proved in articles Bose and Sen (2008)…

This paper extends a previous bound of order $O(n^{-1})$ of the authors (arXiv:1405.7820[math.PR]), for the rate of convergence in Kolmogorov distance of the expected spectral distribution of a Wigner random matrix ensemble to the…

In this brief paper the probability density of a random real, complex and quaternion determinant is rederived using singular values. The behaviour of suitably rescaled random determinants is studied in the limit of infinite order of the…

We experiment with some topics in elementary number theory. For matrices defined by Gaussian primes we observe a circular spectral law for the eigenvalues. We look at matrices defined by Gaussian primes and look at the growth of the…

We discuss how an eigenvalue perturbation formula for transfer operators of dynamical systems is related to exponential hitting time distributions and extreme value theory for processes generated by chaotic dynamical systems. We also list a…