相关论文: Universality for eigenvalue correlations from the …

Consider a $n \times n$ matrix from the Gaussian Unitary Ensemble (GUE). Given a finite collection of bounded disjoint real Borel sets $(\Delta_{i,n},\ 1\leq i\leq p)$, properly rescaled, and eventually included in any neighbourhood of the…

We consider probability measures on the real line or unit circle with Jacobi or Verblunsky coefficients satisfying an $\ell^p$ condition and a generalized bounded variation condition. This latter condition requires that a sequence can be…

We analyze the eigenvalue density for the Laguerre and Jacobi $\beta$-ensembles in the cases that the corresponding exponents are extensive. In particular, we obtain the asymptotic expansion up to terms $o(1)$, in the large deviation regime…

We studied universality of Wishart ensembles whose covariance matrix has 2 distinct eigenvalues and the number of each of these eigenvalue goes to infinity in the asymptotic limit. In this case, the limiting eigenvalue distribution can be…

For orthogonal polynomials defined by compact Jacobi matrix with exponential decay of the coefficients, precise properties of orthogonality measure is determined. This allows showing uniform boundedness of partial sums of orthogonal…

On unitary compact groups the decomposition of a generic element into product of reflections induces a decomposition of the characteristic polynomial into a product of factors. When the group is equipped with the Haar probability measure,…

Complex Hermitian random matrices with a unitary symmetry can be distinguished by a weight function. When this is even, it is a known result that the distribution of the singular values can be decomposed as the superposition of two…

We consider properties of determinants of some random symmetric matrices issued from multivariate statistics: Wishart/Laguerre ensemble (sample covariance matrices), Uniform Gram ensemble (sample correlation matrices) and Jacobi ensemble…

We calculate perturbatively the multifractality spectrum of wave-functions in critical random matrix ensembles in the regime of weak multifractality. We show that in the leading order the spectrum is universal, while the higher order…

We study local correlations of certain interacting particle systems on the real line which show repulsion similar to eigenvalues of random Hermitian matrices. Although the new particle system does not seem to have a natural spectral or…

The asymptotic behaviour is studied of exponentially bounded sequences of codimensions of identities of algebras with unity. A series of algebras is constructed for which the base of the exponential increases by exactly one when an outer…

The generalized coherent states attached to the Jacobi group realize the squeezed states. Imposing hermitian conjugacy to the generators of the Jacobi algebra, we find out the form of the weight function appearing in the scalar product. We…

We describe an ensemble of (sparse) random matrices whose eigenvalues follow the Gibbs distribution for n particles of the Coulomb gas on the unit circle at inverse temperature beta. Our approach combines elements from the theory of…

We consider the deformed Gaussian Ensemble $H_n=M_n+H^{(0)}_n$ in which $H_n^{(0)}$ is a diagonal Hermitian matrix and $M_n$ is the Gaussian Unitary Ensemble (GUE) random matrix. Assuming that the Normalized Counting Measure of $H_n^{(0)}$…

We consider the eigenvalues of symplectic elliptic Ginibre matrices which are known to form a Pfaffian point process whose correlation kernel can be expressed in terms of the skew-orthogonal Hermite polynomials. We derive the scaling limits…

We calculate eigenvector statistics in an ensemble of non-Hermitian matrices describing open quantum systems [F. Haake et al., Z. Phys. B 88, 359 (1992)] in the limit of large matrix size. We show that ensemble-averaged eigenvector…

For the correlated Gaussian Wishart ensemble we compute the distribution of the smallest eigenvalue and a related gap probability.We obtain exact results for the complex (\beta=2) and for the real case (\beta=1). For a particular set of…

We show asymptotic expansions of the eigenfunctions of certain perturbations of the Jacobi operator in a bounded interval, deducing equiconvergence results between expansions with respect to the associated orthonormal basis and expansions…

Duality identities in random matrix theory for products and powers of characteristic polynomials, and for moments, are reviewed. The structure of a typical duality identity for the average of a positive integer power $k$ of the…

A generalized Wigner matrix perturbed by a finite-rank deterministic matrix is considered. The fluctuations of the largest eigenvalues, which emerge outside the bulk of the spectrum, and the corresponding eigenvectors, are studied. Under…