相关论文: Integrability, Random Matrices and Painlev\'e Tran…
We consider Fredholm determinants of matrix convolution operators associated to matrix versions of the $n - $th Airy functions. Using the theory of integrable operators, we relate them to a fully noncommutative Painlev\'e II hierarchy,…
We study the universality of the local eigenvalue statistics of Gaussian divisible Hermitian Wigner matrices. These random matrices are obtained by adding an independent GUE matrix to an Hermitian random matrix with independent elements, a…
We consider the one-dimensional totally asymmetric simple exclusion process with an arbitrary initial condition in a spatially periodic domain, and obtain explicit formulas for the multi-point distributions in the space-time plane. The…
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…
Recently we introduced a family of $U(N)$ invariant Random Matrix Ensembles which is characterized by a parameter $\lambda$ describing logarithmic soft-confinement potentials $V(H) \sim [\ln H]^{(1+\lambda)} \:(\lambda>0$). We showed that…
Voiculescu's notion of asymptotic free independence applies to a wide range of random matrices, including those that are independent and unitarily invariant. In this work, we generalize this notion by considering random matrices with a…
Joint distribution function of N eigenvalues of U(N) invariant random-matrix ensemble can be interpreted as a probability density to find N fictitious non-interacting fermions to be confined in a one-dimensional space. Within this picture a…
The aim of the paper is to develop a general theory of solvability of linear inhomogeneous boundary-value problems for systems of ordinary differential equations of arbitrary order in Sobolev spaces. Boundary conditions are allowed to be…
We investigate the eigenvalue statistics of random Bernoulli matrices, where the matrix elements are chosen independently from a binary set with equal probability. This is achieved by initiating a discrete random walk process over the space…
We study expectations of powers and correlation functions for characteristic polynomials of $N \times N$ non-Hermitian random matrices. For the $1$-point and $2$-point correlation function, we obtain several characterizations in terms of…
Random matrices arise in many mathematical contexts, and it is natural to ask about the properties that such matrices satisfy. If we choose a matrix with integer entries at random, for example, what is the probability that it will have a…
We prove multi-dimensional central limit theorems for the spectral moments (of arbitrary degrees) associated with random matrices with real-valued i.i.d. entries, satisfying some appropriate moment conditions. Our techniques rely on a…
The power spectrum is a Fourier series statistic associated with the covariances of the displacement from average positions of the members of an eigen-sequence. When this eigen-sequence has rotational invariance, as for the eigen-angles of…
Conditional on the extended Riemann hypothesis, we show that with high probability, the characteristic polynomial of a random symmetric $\{\pm 1\}$-matrix is irreducible. This addresses a question raised by Eberhard in recent work. The main…
The universality for the eigenvalue spacing statistics of generalized Wigner matrices was established in our previous work \cite{EYY} under certain conditions on the probability distributions of the matrix elements. A major class of…
In this paper, we study the asymptotic behavior of a family of pole-free solutions to the noncommutative Painlev\'e II equation. These particular solutions can be expressed in terms of the Fredholm determinant of the matrix version of the…
Products of $M$ i.i.d. random matrices of size $N \times N$ are related to classical limit theorems in probability theory ($N=1$ and large $M$), to Lyapunov exponents in dynamical systems (finite $N$ and large $M$), and to universality in…
We prove a conjecture of H.Widom stated in [W] (math/0108008) about the reality of eigenvalues of certain infinite matrices arising in asymptotic analysis of large Toeplitz determinants. As a byproduct we obtain a new proof of A.Okounkov's…
A novel approach towards construction of absolutely continuous distributions over the unit interval is proposed. Considering two absolutely continuous random variables with positive support, this method conditions on their convolution to…
We describe a new universality class for unitary invariant random matrix ensembles. It arises in the double scaling limit of ensembles of random $n \times n$ Hermitian matrices $Z_{n,N}^{-1} |\det M|^{2\alpha} e^{-N \Tr V(M)} dM$ with…