Eigenvalue distribution of large random matrices

Research exposition (monographs, survey articles) pertaining to linear algebra (15-02) Random matrices (algebraic aspects) (15B52) Hermitian, skew-Hermitian, and related matrices (15B57) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)

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Spectral analysis of large dimensional random matrices
On spectral measures of random Jacobi matrices
Interlacing adjacent levels of \(\beta\)-Jacobi corners processes
Global fluctuations for 1D log-gas dynamics
Gaussian and non-Gaussian fluctuations for mesoscopic linear statistics in determinantal processes
Isotropic self-consistent equations for mean-field random matrices
A random matrix approach to neural networks
Stochastic Airy semigroup through tridiagonal matrices
Central limit theorem for linear eigenvalue statistics for a tensor product version of sample covariance matrices
Mesoscopic fluctuations for the thinned circular unitary ensemble
A short proof of the Marchenko-Pastur theorem
On bulk singularities in the random normal matrix model
Optimal soft edge scaling variables for the Gaussian and Laguerre even \(\beta\) ensembles
Stability of the matrix Dyson equation and random matrices with correlations
Log-gases on quadratic lattices via discrete loop equations and q-boxed plane partitions
Limit theorems for biorthogonal ensembles and related combinatorial identities
No outliers in the spectrum of the product of independent non-Hermitian random matrices with independent entries
Mesoscopic fluctuations for unitary invariant ensembles
Matrix product ensembles of Hermite type and the hyperbolic Harish-Chandra-Itzykson-Zuber integral
Fluctuations of particle systems determined by Schur generating functions
LLN for quadratic forms of long memory time series and its applications in random matrix theory
Semicircle law for generalized Curie-Weiss matrix ensembles at subcritical temperature
Asymptotic expansion of \(\beta \) matrix models in the one-cut regime
On \(\beta\)-matrix models with singular potential
Non-Hermitian random matrices with a variance profile. I: Deterministic equivalents and limiting esds
Proof of a conjecture on the infinite dimension limit of a unifying model for random matrix theory
Beta Laguerre processes in a high temperature regime
A functional CLT for partial traces of random matrices
Differential identities for the structure function of some random matrix ensembles
How much can the eigenvalues of a random Hermitian matrix fluctuate?
Inhomogeneous circular law for correlated matrices
Large deviations for extreme eigenvalues of deformed Wigner random matrices
Beta Laguerre ensembles in global regime
Sum rules via large deviations: extension to polynomial potentials and the multi-cut regime
Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series
The Harish-Chandra integral: an introduction with examples
Fluctuations for matrix-valued Gaussian processes
Asymptotics of the inertia moments and the variance conjecture in Schatten balls
SUSY transfer matrix approach for the real symmetric 1d random band matrices
Multiple phases and meromorphic deformations of unitary matrix models
Large deviations for discrete \(\beta\)-ensembles
Fluctuations of the overlap at low temperature in the 2-spin spherical SK model
Intersection of unit balls in classical matrix ensembles
The Dyson equation with linear self-energy: spectral bands, edges and cusps
Narain transform for spectral deformations of random matrix models
Quantifying dip-ramp-plateau for the Laguerre unitary ensemble structure function
Applications of mesoscopic CLTs in random matrix theory
Bulk eigenvalue fluctuations of sparse random matrices
Average characteristic polynomials of determinantal point processes
Quantitative normal approximation of linear statistics of \(\beta \)-ensembles
Concentration of the empirical spectral distribution of random matrices with dependent entries
Stochastic differential equations for eigenvalues and eigenvectors of a \(G\)-Wishart process with drift
A general method for lower bounds on fluctuations of random variables
Incomplete determinantal processes: from random matrix to Poisson statistics
On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries
The random matrix regime of Maronna's M-estimator with elliptically distributed samples
Painlevé II in random matrix theory and related fields
Raney distributions and random matrix theory
On the probability of positive-definiteness in the gGUE via semi-classical Laguerre polynomials
On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices
Gaussian asymptotics of discrete \(\beta \)-ensembles
Edge statistics for a class of repulsive particle systems
On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence
Polynomial ensembles and recurrence coefficients
Embedded random matrix ensembles in quantum physics
Limiting spectral distribution of renormalized separable sample covariance matrices when \(p/n\to 0\)
Regularity conditions in the CLT for linear eigenvalue statistics of Wigner matrices
Random matrix theory in statistics: a review
Distribution of eigenvalues of large Euclidean matrices generated from \(l_p\) ellipsoid
Analogies between random matrix ensembles and the one-component plasma in two-dimensions
Variance inequalities for quadratic forms with applications
Global fluctuations for 1D log-gas dynamics. Covariance kernel and support
On the law of large numbers for the empirical measure process of generalized Dyson Brownian motion
Circular law for sparse random regular digraphs
A review of exact results for fluctuation formulas in random matrix theory
The limiting spectral distribution in terms of spectral density
On the fluctuations of eigenvalues of multiplicative deformed unitary invariant ensembles
Introduction to random matrix theory
Central limit theorems for biorthogonal ensembles and asymptotics of recurrence coefficients
Controlling the least eigenvalue of a random Gram matrix
Bulk universality of general {\(\beta\)}-ensembles with non-convex potential
Singular values for products of complex Ginibre matrices with a source: hard edge limit and phase transition
Asymptotic properties of polynomials orthogonal with respect to varying weights, and related topics of spectral theory
Clique topology reveals intrinsic geometric structure in neural correlations
Hurwitz and the origins of random matrix theory in mathematics
Sum rules and large deviations for spectral measures on the unit circle
Matrix regularizing effects of Gaussian perturbations
Gaussian fluctuations for linear spectral statistics of large random covariance matrices
Eigenvalue distributions of large Euclidean random matrices for waves in random media
Moments of the position of the maximum for GUE characteristic polynomials and for log-correlated Gaussian processes
Fractional Brownian motion with Hurst index \({H = 0}\) and the Gaussian unitary ensemble
Precise deviations results for the maxima of some determinantal point processes: the upper tail
Moments of the Gaussian {\(\beta\)} ensembles and the large-\(N\) expansion of the densities
Semicircle law for a matrix ensemble with dependent entries
Fluctuations of linear statistics of half-heavy-tailed random matrices
On the behavior of large empirical autocovariance matrices between the past and the future
Nonuniversality of fluctuations of outliers for Hermitian polynomials in a complex Wigner matrix and a spiked diagonal matrix
Transfer matrix approach to 1D random band matrices: density of states
The Shannon's mutual information of a multiple antenna time and frequency dependent channel: an ergodic operator approach
Lyapunov exponents for products of complex Gaussian random matrices

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