相关论文: Boundary conditions associated with the Painlev\'e…

We prove bounds of the form $\sum_{e\in I\cap\sigma_\di (H)} \dist (e,\sigma_\e (H))^{1/2} \leq L^1$-norm of a perturbation, where $I$ is a gap. Included are gaps in continuum one-dimensional periodic Schr\"odinger operators and finite gap…

The aim of this paper is to give a precise asymptotic description of some eigenvalue statistics stemming from random matrix theory. More precisely, we consider random determinants of the GUE, Laguerre, Uniform Gram and Jacobi beta ensembles…

This expository article written for the Notices of the American Mathematical Society provides an overview of transcendental functions arising as solutions of the discrete Painlev\'e equations, for which the developments of the last two…

There are given sufficient conditions under which mixtures of dilations of L\'evy spectral measures, on a Hilbert space, are L\'evy measures again. We introduce some random integrals with respect to infinite dimensional L\'evy processes,…

We study the Hankel determinant generated by a deformed Hermite weight with one jump $w(z,t,\gamma)=e^{-z^2+tz}|z-t|^{\gamma}(A+B\theta(z-t))$, where $A\geq 0$, $A+B\geq 0$, $t\in\textbf{R}$, $\gamma>-1$ and $z\in\textbf{R}$. By using the…

A recently formulated conjecture of Gamayun, Iorgov and Lisovyy gives an asymptotic expansion of the Jimbo--Miwa--Ueno isomonodromic $\tau$-function for certain Painlev\'e transcendents. The coefficients in this expansion are given in terms…

We consider the symmetric gap probability distributions of certain Freud unitary ensembles. This problem is related to the Hankel determinants generated by the Freud weights supported on the complement of a symmetric interval. By using Chen…

I present here some results on the statistical behaviour of large random matrices in an ensemble where the probability distribution is not a function of the eigenvalues only. The perturbative expansion can be cast in a closed form and the…

Random matrix ensembles with orthogonal and unitary symmetry correspond to the cases of real symmetric and Hermitian random matrices respectively. We show that the probability density function for the corresponding spacings between…

We derive the mean eigenvalue density for symmetric Gaussian random N x N matrices in the limit of large N, with a constraint implying that the row sum of matrix elements should vanish. The result is shown to be equivalent to a result found…

This work prepares new probability bounds for sums of random, independent, Hermitian tensors. These probability bounds characterize large-deviation behavior of the extreme eigenvalue of the sums of random tensors. We extend Lapalace…

We consider a Wigner-type ensemble, i.e. large hermitian $N\times N$ random matrices $H=H^*$ with centered independent entries and with a general matrix of variances $S_{xy}=\mathbb E|H_{xy}|^2$. The norm of $H$ is asymptotically given by…

Biggins [Uniform convergence of martingales in the branching random walk. {\em Ann. Probab.}, 20(1):137--151, 1992] proved local uniform convergence of additive martingales in $d$-dimensional supercritical branching random walks at complex…

We analyze statistical properties of the complex system with conditions which manifests through specific constraints on the column/row sum of the matrix elements. The presence of additional constraints besides symmetry leads to new…

We study a sequence of polynomials orthogonal with respect to a one parameter family of weights $$ w(x):=w(x,t)=\rex^{-t/x}\:x^{\al}(1-x)^{\bt},\quad t\geq 0, $$ defined for $x\in[0,1].$ If $t=0,$ this reduces to a shifted Jacobi weight.…

In this article, we study microscopic properties of a two-dimensional eigenvalue ensemble near a conical singularity arising from insertion of a point charge in the bulk of the support of eigenvalues. In particular, we characterize all…

This article focuses on linear eigenvalue statistics of Hankel matrices with independent entries. Using the convergence of moments we show that the linear eigenvalue statistics of Hankel matrices for odd degree monomials with degree greater…

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 consider the random matrix ensemble with an external source \[ \frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM \] defined on $n\times n$ Hermitian matrices, where $A$ is a diagonal matrix with only two eigenvalues $\pm a$ of equal…

The squared singular values of the product of $M$ complex Ginibre matrices form a biorthogonal ensemble, and thus their distribution is fully determined by a correlation kernel. The kernel permits a hard edge scaling to a form specified in…