相关论文: Gap probabilities in the finite and scaled Cauchy …

We study a family of distributions that arise in critical unitary random matrix ensembles. They are expressed as Fredholm determinants and describe the limiting distribution of the largest eigenvalue when the dimension of the random…

We study the geometry of infinite random Boltzmann planar maps having weight of polynomial decay of order $k^{-2}$ for each vertex of degree $k$. These correspond to the dual of the discrete "stable maps" of Le Gall and Miermont [Scaling…

In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter $\theta>0$) by replacing the entries equal to one by…

We study the overlaps between right and left eigenvectors for random matrices of the spherical and truncated unitary ensembles. Conditionally on all eigenvalues, diagonal overlaps are shown to be distributed as a product of independent…

We show that in the point process limit of the bulk eigenvalues of $\beta$-ensembles of random matrices, the probability of having no eigenvalue in a fixed interval of size $\lambda$ is given by \[\bigl(\…

We express the gap probabilities of the tacnode process as the ratio of two Fredholm determinants; the denominator is the standard Tracy-Widom distribution, while the numerator is the Fredholm determinant of a very explicit kernel…

In this paper, we are interested in the asymptotic properties for the largest eigenvalue of the Hermitian random matrix ensemble, called the Generalized Cauchy ensemble $GCy$, whose eigenvalues PDF is given by…

We consider rectangular random matrices of size $p\times n$ belonging to the real Wishart-Laguerre ensemble also known as the chiral Gaussian orthogonal ensemble. This ensemble appears in many applications like QCD, mesoscopic physics, and…

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 consider a family of random normal matrix models whose eigenvalues tend to occupy lemniscate type droplets as the size of the matrix increases. Under the insertion of a point charge, we derive the scaling limit at the singular boundary…

We present a random-matrix realization of a two-dimensional percolation model with the occupation probability $p$. We find that the behavior of the model is governed by the two first extreme eigenvalues. While the second extreme eigenvalue…

It has been shown recently [10] that Cauchy transforms of orthogonal polynomials appear naturally in general correlation functions containing ratios of characteristic polynomials of random NxN Hermitian matrices. Our main goal is to…

It is known that the bulk scaling limit of the real eigenvalues for the real Ginibre ensemble is equal in distribution to the rescaled $t \to \infty$ limit of the annihilation process $A + A \to \emptyset$. Furthermore, deleting each…

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…

We study Fredholm determinants related to a family of kernels which describe the edge eigenvalue behavior in unitary random matrix models with critical edge points. The kernels are natural higher order analogues of the Airy kernel and are…

The Freud ensemble of random matrices is the unitary invariant ensemble corresponding to the weight $\exp(-n |x|^{\beta})$, $\beta>0$, on the real line. We consider the local behaviour of eigenvalues near zero, which exhibits a transition…

We consider those Gaussian Unitary Ensembles where the eigenvalues have prescribed multiplicities, and obtain joint probability density for the eigenvalues. In the simplest case where there is only one multiple eigenvalue t, this leads 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…

In a previous work a random matrix average for the Laguerre unitary ensemble, generalising the generating function for the probability that an interval $ (0,s) $ at the hard edge contains $ k $ eigenvalues, was evaluated in terms of a…

Scaling level-spacing distribution functions in the ``bulk of the spectrum'' in random matrix models of $N\times N$ hermitian matrices and then going to the limit $N\to\infty$, leads to the Fredholm determinant of the sine kernel…