相关论文: Classical and free infinitely divisible distributi…

We use an extension of the diagrammatic rules in random matrix theory to evaluate spectral properties of finite and infinite products of large complex matrices and large hermitian matrices. The infinite product case allows us to define a…

We consider real symmetric and complex Hermitian random matrices with the additional symmetry $h_{xy}=h_{N-x,N-y}$. The matrix elements are independent (up to the fourfold symmetry) and not necessarily identically distributed. This ensemble…

We study the spectrum of a random multigraph with a degree sequence ${\bf D}_n=(D_i)_{i=1}^n$ and average degree $1 \ll \omega_n \ll n$, generated by the configuration model, and also the spectrum of the analogous random simple graph. We…

We show that the operatorial framework developed by Voiculescu for free random variables can be extended to arrays of random variables whose multiplication imitates matricial multiplication. The associated notion of independence, called…

Given a discrete-time linear switched system $\Sigma(\mathcal A)$ associated with a finite set $\mathcal A$ of matrices, we consider the measures of its asymptotic behavior given by, on the one hand, its deterministic joint spectral radius…

We study the rate of convergence of the empirical spectral distribution of products of independent non-Hermitian random matrices to the power of the Circular Law. The distance to the deterministic limit distribution will be measured in…

We consider $N\times N$ Hermitian or symmetric random matrices with independent entries. The distribution of the $(i,j)$-th matrix element is given by a probability measure $\nu_{ij}$ whose first two moments coincide with those of the…

We show that an independent family of uniformly distributed random permutation matrices is asymptotically *-free from an independent family of square complex Gaussian matrices and from an independent family of complex Wishart matrices, and…

We investigate concentration properties of spectral measures of Hermitian random matrices with partially dependent entries. More precisely, let $X_n$ be a Hermitian random matrix of size $n\times n$ that can be split into independent blocks…

What is the connection of random matrices with integrable systems? Is this connection really useful? Introducing apprpriate times in the distribution of the ensemble of matrices, one shows that the corresponding distribution of the…

We study invertibility of matrices of the form $D+R$ where $D$ is an arbitrary symmetric deterministic matrix, and $R$ is a symmetric random matrix whose independent entries have continuous distributions with bounded densities. We show that…

An exchangeable random matrix is a random matrix with distribution invariant under any permutation of the entries. For such random matrices, we show, as the dimension tends to infinity, that the empirical spectral distribution tends to the…

We study the probability distribution of the ratio of consecutive level spacings for embedded one plus two-body random matrix ensembles with and without spin degree of freedom and for both fermion and boson systems. The agreement between…

We consider random symmetric matrices with independent entries distributed according to the Haar measure on $\mathbb{Z}_p$ for odd primes $p$ and derive the distribution of their canonical form with respect to several equivalence relations.…

Applying the concept of matricial freeness which generalizes freeness in free probability, we have recently studied asymptotic joint distributions of symmetric blocks of Gaussian random matrices (Gaussian Symmetric Block Ensemble). This…

We consider $n\times n$ non-Hermitian random matrices with independent entries and a variance profile, as well as an additive deterministic diagonal deformation. We show that their empirical eigenvalue distribution converges to a limiting…

Be d_{m,n} a generic element in the infinite matrix D, with d_{1, n} defined as the n-th prime number and, for any m>1, d_{m, n} = | d_{m-1, n} - d_{m-1, n+1} | When n>1, after the first few terms the columns in the matrix appear to be…

We consider random $n\times n$ matrices $X$ with independent and centered entries and a general variance profile. We show that the spectral radius of $X$ converges with very high probability to the square root of the spectral radius of the…

We consider large non-Hermitian real or complex random matrices $X$ with independent, identically distributed centred entries. We prove that their local eigenvalue statistics near the spectral edge, the unit circle, coincide with those of…

A class of 2x2 random-matrix models is introduced for which the Brody distribution is the exact eigenvalue spacing distribution. The matrix elements consist of constrained finite sums of an exponential random variable raised to various…