相关论文: Diffusion processes and the asymptotic bulk gap pr…

We consider the complex Elliptic Ginibre Ensemble, a family of random matrix models introduced by Girko that interpolates between the Ginibre Ensemble and the Gaussian Unitary Ensemble and such that its empirical spectral measure converges…

The tacnode process is a universal determinantal point process arising from non-intersecting particle systems and tiling problems. It is the aim of this work to explore the integrable structure and large gap asymptotics for the gap…

The hard edge Pearcey process is universal in random matrix theory and many other stochastic models. This paper deals with the gap probability for the thinned/unthinned hard edge Pearcey process over the interval $(0,s)$ by working on the…

This paper studies the extreme gaps between eigenvalues of random matrices. We give the joint limiting law of the smallest gaps for Haar-distributed unitary matrices and matrices from the Gaussian unitary ensemble. In particular, the kth…

We study the product $P_m$ of $m$ real Ginibre matrices with Gaussian elements of size $N$, which has received renewed interest recently. Its eigenvalues, which are either real or come in complex conjugate pairs, become all real with…

We apply the operation of random independent thinning on the eigenvalues of $n\times n$ Haar distributed unitary random matrices. We study gap probabilities for the thinned eigenvalues, and we study the statistics of the eigenvalues of…

A quantum statistical system with energy dissipation is studied. Its statisitics is governed by random complex-valued non-Hermitean Hamiltonians belonging to complex Ginibre ensemble. The eigenenergies are shown to form stable structure in…

The conjectured three generic local bulk statistics amongst all non-Hermitian random matrix symmetry classes have recently been extended to three generic local edge statistics. We study analytically and numerically complex spacing ratios…

We study averages of multiplicative eigenvalue statistics in ensembles of orthogonal Haar distributed matrices, which can alternatively be written as Toeplitz+Hankel determinants. We obtain new asymptotics for symbols with Fisher-Hartwig…

In observational studies with time-to-event outcomes, the g-formula can be used to estimate a treatment effect in the presence of confounding factors. However, the asymptotic distribution of the corresponding stochastic process is…

This article presents a limit theorem for the gaps $\widehat{G}_{i:n}:= X_{n-i+1:n} - X_{n-i:n}$ between order statistics $X_{1:n} \le \cdots \le X_{n:n}$ of a sample of size $n$ from a random discrete distribution on the positive integers…

We consider the real eigenvalues of an $(N \times N)$ real elliptic Ginibre matrix whose entries are correlated through a non-Hermiticity parameter $\tau_N\in [0,1]$. In the almost-Hermitian regime where $1-\tau_N=\Theta(N^{-1})$, we obtain…

We study the Ginibre ensemble of $N \times N$ complex random matrices and compute exactly, for any finite $N$, the full distribution as well as all the cumulants of the number $N_r$ of eigenvalues within a disk of radius $r$ centered at the…

We study the Fredholm determinant of an integrable operator acting on the interval $(0,s)$ whose kernel is constructed out of a hierarchy of higher order analogues to the Painlev\'{e} III equation. This Fredholm determinant describes the…

The probability for the exclusion of eigenvalues from an interval $(-x,x)$ symmetrical about the origin for a scaled ensemble of Hermitian random matrices, where the Fredholm kernel is a type of Bessel kernel with parameter $ a $ (a…

We study unitary random matrix ensembles in the critical case where the limiting mean eigenvalue density vanishes quadratically at an interior point of the support. We establish universality of the limits of the eigenvalue correlation…

We consider the circular unitary ensemble with a Fisher-Hartwig singularity of both jump type and root type at $z=1$. A rescaling of the ensemble at the Fisher-Hartwig singularity leads to the confluent hypergeometric kernel. By studying…

The Ginibre point process is one of the main examples of deter- minantal point processes on the complex plane. It forms a recurring model in stochastic matrix theory as well as in pratical applications. However, this model has mostly been…

The goal of this article is to rederive the connection between the Painlev\'e $5$ integrable system and the universal eigenvalues correlation functions of double-scaled hermitian matrix models, through the topological recursion method. More…

The integrable structure of Ginibre's Orthogonal Ensemble of random matrices is looked at through the prism of the probability "p_{n,k}" to find exactly "k" real eigenvalues in the spectrum of an "n" by "n" real asymmetric Gaussian random…