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

We study quantum walks on general graphs from the point of view of scattering theory. For a general finite graph we choose two vertices and attach one half line to each. We are interested in walks that proceed from one half line, through…

The dynamics of a test particle interacting with diffusing impurities in one dimension is investigated analytically and numerically. In the absence of an applied external force, the dynamics of the particle can be characterized by a…

In this paper we study ensembles of random symmetric matrices $\X_n = {X_{ij}}_{i,j = 1}^n$ with dependent entries such that $\E X_{ij} = 0$, $\E X_{ij}^2 = \sigma_{ij}^2$, where $\sigma_{ij}$ may be different numbers. Assuming that the…

Consider the product of $m$ independent $n\times n$ random matrices from the spherical ensemble for $m\ge 1$. The empirical distribution based on the $n$ eigenvalues of the product is called the empirical spectral distribution. Two recent…

The theory of random matrices contains many central limit theorems. We have central limit theorems for eigenvalues statistics, for the log-determinant and log-permanent, for limiting distribution of individual eigenvalues in the bulk, and…

In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…

In random matrix theory, the spectral distribution of the covariance matrix has been well studied under the large dimensional asymptotic regime when the dimensionality and the sample size tend to infinity at the same rate. However, most…

In this note, we show that the limiting spectral distribution of symmetric random matrices with stationary entries is absolutely continuous under some sufficient conditions. This result is applied to obtain sufficient conditions on a…

In this paper we obtain some possibilistic variants of the probabilistic laws of large numbers, different from those obtained by other authors, but very natural extensions of the corresponding ones in probability theory. Our results are…

Let $K_n$ denote the number of distinct values among the first $n$ terms of an infinite exchangeable sequence of random variables $(X_1,X_2,\ldots)$. We prove for $n=3$ that the extreme points of the convex set of all possible laws of $K_3$…

We compute the full probability distribution of the spectral form factor in the self-dual kicked Ising model by providing an exact lower bound for each moment and verifying numerically that the latter is saturated. We show that at large…

We present conditions that allow us to pass from the convergence of probability measures in distribution to the uniform convergence of the associated quantile functions. Under these conditions, one can in particular pass from the asymptotic…

We describe some results of value distribution theory of holomorphic curves and quasiregular maps, which are obtained using potential theory. Among the results discussed are: extensions of Picard's theorems to quasiregular maps between…

Statistical properties of coherent radiation propagating in a quasi - 1D random media is studied in the framework of random matrix theory. Distribution functions for the total transmission coefficient and the angular transmission…

Consider the product of $m$ independent $n\times n$ random matrices from the spherical ensemble for $m\ge 1$. The spectral radius is defined as the maximum absolute value of the $n$ eigenvalues of the product matrix. When $m=1$, the…

We introduce a random matrix model where the entries are dependent across both rows and columns. More precisely, we investigate matrices of the form $\X=(X_{(i-1)n+t})_{it}\in\R^{p\times n}$ derived from a linear process $X_t=\sum_j c_j…

The three-parameter generalized extreme value distribution arises from classical univariate extreme value theory and is in common use for analyzing the far tail of observed phenomena. Curiously, important asymptotic properties of…

We consider the random matrix obtained by picking vectors randomly from a large collection of mutually unbiased bases of $\mathbb{C}^n$, and prove that the spectral distribution converges to the Marchenko-Pastur law. This shows that vectors…

A recent conjecture regarding the average of the minimum eigenvalue of the reduced density matrix of a random complex state is proved. In fact, the full distribution of the minimum eigenvalue is derived exactly for both the cases of a…

The eigenvalues of quantum chaotic systems have been conjectured to follow, in the large energy limit, the statistical distribution of eigenvalues of random ensembles of matrices of size $N\rightarrow\infty$. Here we provide semiclassical…