相关论文: Distribution functions for largest eigenvalues and…

This paper discusses certain properties of heterogeneous hypergeometric functions with two matrix arguments. These functions are newly defined but have already appeared in statistical literature and are useful when dealing with the…

Two-term asymptotic formulae for the probability distribution functions for the smallest eigenvalue of the Jacobi $ \beta $-Ensembles are derived for matrices of large size in the r\'egime where $ \beta > 0 $ is arbitrary and one of the…

We derive exact analytic expressions for the distributions of eigenvalues and singular values for the product of an arbitrary number of independent rectangular Gaussian random matrices in the limit of large matrix dimensions. We show that…

We compute the limiting distributions of the largest eigenvalue of a complex Gaussian sample covariance matrix when both the number of samples and the number of variables in each sample become large. When all but finitely many, say $r$,…

We review the recent developments in the theory of normal, normal self-dual and general complex random matrices. The distribution and correlations of the eigenvalues at large scales are investigated in the large $N$ limit. The 1/N expansion…

We consider matrix-valued processes described as solutions to stochastic differential equations of very general form. We study the family of the empirical measure-valued processes constructed from the corresponding eigenvalues. We show that…

This paper is concerned with the explicit computation of the limiting distribution function of the largest real eigenvalue in the real Ginibre ensemble when each real eigenvalue has been removed independently with constant likelihood. We…

Bivariate partial-sums discrete probability distributions are defined. The question of the existence of a limit distribution for iterated partial summations is solved for finite-support bivariate distributions which satisfy conditions under…

We propose to use eigenvalue densities of unitary random matrix ensembles as mass distributions in gravitational lensing. The corresponding lens equations reduce to algebraic equations in the complex plane which can be treated analytically.…

In this article, we obtain an equation for the high-dimensional limit measure of eigenvalues of generalized Wishart processes, and the results is extended to random particle systems that generalize SDEs of eigenvalues. We also introduce a…

The top eigenvalues of rank $r$ spiked real Wishart matrices and additively perturbed Gaussian orthogonal ensembles are known to exhibit a phase transition in the large size limit. We show that they have limiting distributions for…

We review recent progress in limit laws for the one-dimensional asymmetric simple exclusion process (ASEP) on the integer lattice. The limit laws are expressed in terms of a certain Painlev\'e II function. Furthermore, we take this…

We relate the distribution of eigenvalues of a random symmetric matrix in the Gaussian Orthogonal Ensemble to the distribution of critical values of a random linear combination of eigenfunctions of the Laplacian on a compact Riemann…

Some properties that nominally involve the eigenvalues of Gaussian Unitary Ensemble (GUE) can instead be phrased in terms of singular values. By discarding the signs of the eigenvalues, we gain access to a surprising decomposition: the…

We consider an ensemble which interpolates the Laguerre orthogonal ensemble and the Laguerre symplectic ensemble. This interpolating ensemble was introduced earlier by the author and Rains in connection with a last passage percolation model…

We obtain bounds on the distribution of normalized gaps of eigenvalues of $N \times N$ GUE matrix in the bulk, that do not lose logarithmic factors of $N$ in the limit $N \to \infty$. As an application, we obtain fixed index universality…

An interesting line of research is the investigation of the laws of random variables known as Dirichlet means. However, there is not much information on interrelationships between different Dirichlet means. Here, we introduce two…

Using a systematic approach to evaluate Fredholm determinants numerically, we provide convincing evidence that the Airy_1-process, arising as a limit law in stochastic surface growth, is not the limit law for the evolution of the largest…

The distribution of the largest eigenvalue for the three classical unitary ensembles -- GUE, LUE, and JUE -- admits two complementary exact descriptions: (i) as Fredholm determinants of their orthogonal polynomial correlation kernels and…

The eigenvalue distribution is investigated for matrix models related via the localization to Chern-Simons-matter theories. An integral representation of the planar resolvent is used to derive the positions of the branch points of the…