An introduction to random matrices
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(only showing first 100 items - show all)- Dynamics of a planar Coulomb gas
- Lower bounds for the smallest singular value of structured random matrices
- Asymptotics of random domino tilings of rectangular Aztec diamonds
- Large deviations and sum rules for spectral theory: a pedagogical approach
- On spectral measures of random Jacobi matrices
- Large deviations and the Lukic conjecture
- Random Hermitian matrices and Gaussian multiplicative chaos
- Interlacing adjacent levels of \(\beta\)-Jacobi corners processes
- A convergent \({\frac{1}{N}}\) expansion for GUE
- On the separability of unitarily invariant random quantum states: the unbalanced regime
- Global fluctuations for 1D log-gas dynamics
- Convergence to equilibrium in the free Fokker-Planck equation with a double-well potential
- On the large deviations of traces of random matrices
- Gaussian and non-Gaussian fluctuations for mesoscopic linear statistics in determinantal processes
- On global fluctuations for non-colliding processes
- Isotropic self-consistent equations for mean-field random matrices
- Singular values for products of two coupled random matrices: hard edge phase transition
- Intertwinings of beta-Dyson Brownian motions of different dimensions
- Expected number of critical points of random holomorphic sections over complex projective space
- Semiclassical asymptotics of \(\mathrm {GL}_N(\mathbb C)\) tensor products and quantum random matrices
- Stochastic Airy semigroup through tridiagonal matrices
- A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices
- The phase transition in the ultrametric ensemble and local stability of Dyson Brownian motion
- Propagation of singular behavior for Gaussian perturbations of random matrices
- Mesoscopic fluctuations for the thinned circular unitary ensemble
- The geometry of the Gibbs measure of pure spherical spin glasses
- Distribution of singular values of random band matrices; Marchenko-Pastur law and more
- Approximation of eigenvalues of spot cross volatility matrix with a view toward principal component analysis
- On Wright's generalized Bessel kernel
- Random quantum correlations are generically non-classical
- Complex outliers of Hermitian random matrices
- Triangular random matrices and biorthogonal ensembles
- Universality for random matrix flows with time-dependent density
- Expected Riesz energy of some determinantal processes on flat tori
- Equidistribution of jellium energy for Coulomb and Riesz interactions
- Complete random matrix classification of SYK models with \( \mathcal{N} = 0, 1\) and 2 supersymmetry
- Sum rules and large deviations for spectral matrix measures
- Local incompressibility estimates for the Laughlin phase
- Identification of the point sources in some stochastic wave equations
- Delocalization and limiting spectral distribution of Erdős-Rényi graphs with constant expected degree
- Bulk universality for generalized Wigner matrices with few moments
- A very simple proof of the LSI for high temperature spin systems
- Simulating Coulomb and log-gases with hybrid Monte Carlo algorithms
- The limiting characteristic polynomial of classical random matrix ensembles
- Matrix liberation process. I: Large deviation upper bound and almost sure convergence
- A smooth transition from Wishart to GOE
- Dynamical bulk scaling limit of Gaussian unitary ensembles and stochastic differential equation gaps
- Asymptotic expansion of spherical integral
- Second-order matrix concentration inequalities
- Asymptotics for Hankel determinants associated to a Hermite weight with a varying discontinuity
- Limit theorems for biorthogonal ensembles and related combinatorial identities
- Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to y(0,\infty)\)
- Tightness results for infinite-slit limits of the chordal Loewner equation
- Asymptotic properties of the density of particles in \(\beta \)-ensembles
- Discrete approximations of determinantal point processes on continuous spaces: tree representations and tail triviality
- Mesoscopic fluctuations for unitary invariant ensembles
- Contiguity and non-reconstruction results for planted partition models: the dense case
- Circular law for the sum of random permutation matrices
- Estimating tail probabilities of the ratio of the largest eigenvalue to the trace of a Wishart matrix
- Random Laplacian matrices and convex relaxations
- Hydrodynamic limit of multiple SLE
- Loop models, random matrices and planar algebras
- The (q, t)-Gaussian process
- The Curie-Weiss model with complex temperature: phase transitions
- Book review of: A. Bose, Patterned random matrices
- \(W\)-entropy formulas on super Ricci flows and Langevin deformation on Wasserstein space over Riemannian manifolds
- Fluctuations of particle systems determined by Schur generating functions
- Quantitative estimates of propagation of chaos for stochastic systems with \(W^{-1,\infty}\) kernels
- A law of the iterated logarithm for directed last passage percolation
- Semicircle law for generalized Curie-Weiss matrix ensembles at subcritical temperature
- Optimality and sub-optimality of PCA. I: Spiked random matrix models
- Roots of random polynomials with coefficients of polynomial growth
- The norm of polynomials in large random and deterministic matrices
- A concentration inequality and a local law for the sum of two random matrices
- Large deviations of the extreme eigenvalues of random deformations of matrices
- Support convergence in the single ring theorem
- Continuum statistics of the Airy\(_{2}\) process
- Asymptotic expansion of \(\beta \) matrix models in the one-cut regime
- Universality properties of Gelfand-Tsetlin patterns
- On the maximal size of large-average and ANOVA-fit submatrices in a Gaussian random matrix
- The moment convergence rates for largest eigenvalues of ensembles
- On finite rank deformations of Wigner matrices
- Supremum of the \(\mathrm{Airy}_{2}\) process minus a parabola on a half line
- Gaussian multiplicative chaos for symmetric isotropic matrices
- Eigenvector distribution of Wigner matrices
- Markov processes of infinitely many nonintersecting random walks
- Concentration and convergence rates for spectral measures of random matrices
- Random matrices: Universality of local eigenvalue statistics up to the edge
- Empirical spectral distributions of sparse random graphs
- Malliavin calculus for non-colliding particle systems
- Three-parametric Marcenko-Pastur density
- Traffic distributions of random band matrices
- A random walk approach to linear statistics in random tournament ensembles
- On the limiting spectral density of random matrices filled with stochastic processes
- Two-dimensional elliptic determinantal point processes and related systems
- Small gaps of GOE
- A rate of convergence for the circular law for the complex Ginibre ensemble
- Sharp asymptotics for Fredholm pfaffians related to interacting particle systems and random matrices
- Phase transitions for products of characteristic polynomials under Dyson Brownian motion
- Eigenvectors distribution and quantum unique ergodicity for deformed Wigner matrices
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