相关论文: Gaussian unitary ensemble with jump discontinuitie…

We derive Painlev\'e--type expressions for the distribution of the $m^{th}$ largest eigenvalue in the Gaussian Orthogonal and Symplectic Ensembles in the edge scaling limit. This work generalizes to general $m$ the $m=1$ results of Tracy…

This article focuses on linear eigenvalue statistics of Hankel matrices with independent entries. Using the convergence of moments we show that the linear eigenvalue statistics of Hankel matrices for odd degree monomials with degree greater…

Krall-type polynomials are orthogonal polynomials for a Stieltjes' measure obtained by adding jumps at the boundary of the interval of orthogonality of either the generalized Laguerre polynomials or the Jacobi polynomials. We show that both…

We consider semiclassical orthogonal polynomials on the unit circle associated with a weight function that satisfy a Pearson-type differential equation involving two polynomials of degree at most three. Structure relations and difference…

We elucidate the relation between Painlev\'e equations and four-dimensional rank one ${\cal N= 2}$ theories by identifying the connection associated to Painlev\'e isomonodromic problems with the oper limit of the flat connection of the…

We investigate circuit complexity of unitaries generated by time evolution of randomly chosen strongly interacting Hamiltonians in finite dimensional Hilbert spaces. Specifically, we focus on two ensembles of random generators -- the so…

We study the averaged product of characteristic polynomials of large random matrices in the Gaussian beta-ensemble perturbed by an external source of finite rank. We prove that at the edge of the spectrum, the limiting correlations involve…

Gaussian universality results assert that the properties of many estimators remain unchanged when the input data are replaced by Gaussians. Such results have gained popularity in high-dimensional statistics and machine learning, as…

We find the probability of two gaps of the form $(sc,sb)\cup (sa,+\infty)$, $c<b<a<0$, for large $s>0$, in the edge scaling limit of the Gaussian Unitary Ensemble of random matrices, including the multiplicative constant in the asymptotics.

As a unifying framework for examining several properties that nominally involve eigenvalues, we present a particular structure of the singular values of the Gaussian orthogonal ensemble (GOE): the even-location singular values are…

We study the annealed complexity of a random Gaussian homogeneous polynomial on the $N$-dimensional unit sphere in the presence of deterministic polynomials that depend on fixed unit vectors and external parameters. In particular, we…

Let v be a real polynomial of even degree, and let \rho be the equilibrium probability measure for v with support S; so that v(x)\geq 2\int \log |x-y| \rho (dy)+C_v for some constant C_v with support S. Then S is the union of finitely many…

We study the recurrence coefficients of the orthogonal polynomials with respect to a semi-classical extension of the Krawtchouk weight. We derive a coupled discrete system for these coefficients and show that they satisfy the fifth…

A variational method is discussed, extending the Gaussian effective potential to higher orders. The single variational parameter is replaced by trial unknown two-point functions, with infinite variational parameters to be optimized by the…

Solutions of the discrete Painlev\'e II hierarchy are shown to be in relation with a family of Toeplitz determinants describing certain quantities in multicritical random partitions models, for which the limiting behavior has been recently…

Motivated by problems on random differences in Szemer\'{e}di's theorem and on large deviations for arithmetic progressions in random sets, we prove upper bounds on the Gaussian width of point sets that are formed by the image of the…

In this paper, we are concerned with higher-order analogues of the Tracy-Widom distribution, which describe the eigenvalue distributions in unitary random matrix models near critical edge points. The associated kernels are constructed by…

We develop Gaussian approximations for high-dimensional vectors formed by second-order $U$- and $V$-statistics whose kernels depend on sample size under independent but not identically distributed (i.n.i.d.) sampling. Our results hold…

The remarkable universality of the eigenvalue correlation functions is perhaps one of the most salient findings in random matrix theory. Particularly for short-range separations of the eigenvalues, the correlation functions have been shown…

We consider orthogonal polynomials p_n with respect to an exponential weight function w(x) = exp(-P(x)). The related equations for the recurrence coefficients have been explored by many people, starting essentially with Laguerre [49], in…