Popa, Mihai; Szpojankowski, Kamil; Tseng, Pei-Lun Asymptotic free independence and entry permutations for Gaussian random matrices. II: Infinitesimal freeness. (English) Zbl 07960002 Electron. J. Probab. 29, Paper No. 168, 28 p. (2024). MSC: 46L54 60B20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gorin, Vadim; Xu, Jiaming Random sorting networks: edge limit. (English. French summary) Zbl 1546.05138 Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 2, 1025-1047 (2024). MSC: 05C82 05C80 60B20 60B15 60C05 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Erdős, László; McKenna, Benjamin Extremal statistics of quadratic forms of GOE/GUE eigenvectors. (English) Zbl 1537.60011 Ann. Appl. Probab. 34, No. 1B, 1623-1662 (2024). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60B20 15B52 60G70 60B15 81Q50 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Mészáros, András; Virág, Bálint Eigenvectors of the square grid plus GUE. (English) Zbl 1534.60011 Commun. Math. Phys. 405, No. 1, Paper No. 2, 49 p. (2024). Reviewer: Weiping Li (Guanghan) MSC: 60B20 15B52 81Q10 37A25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fahs, Benjamin; Krasovsky, Igor Sine-kernel determinant on two large intervals. (English) Zbl 1528.60011 Commun. Pure Appl. Math. 77, No. 3, 1958-2029 (2024). MSC: 60B20 15B52 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Yang, Di GUE via Frobenius manifolds. I: From matrix gravity to topological gravity and back. (English) Zbl 1530.53086 Acta Math. Sin., Engl. Ser. 40, No. 1, 383-405 (2024). MSC: 53D45 53Z05 81T45 83C60 15B52 37K10 14N35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Najnudel, Joseph; Paquette, Elliot; Simm, Nick Secular coefficients and the holomorphic multiplicative chaos. (English) Zbl 1518.60011 Ann. Probab. 51, No. 4, 1193-1248 (2023). MSC: 60B20 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Erdős, László; Xu, Yuanyuan Small deviation estimates for the largest eigenvalue of Wigner matrices. (English) Zbl 1518.15040 Bernoulli 29, No. 2, 1063-1079 (2023). Reviewer: Ali Bereyhi (Erlangen) MSC: 15B52 60B20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Katori, Makoto Elliptic extensions in statistical and stochastic systems. (English) Zbl 1535.60003 SpringerBriefs in Mathematical Physics 47. Singapore: Springer (ISBN 978-981-19-9526-2/pbk; 978-981-19-9527-9/ebook). xiv, 125 p. (2023). Reviewer: Lalit Mohan Upadhyaya (Dehradun) MSC: 60-02 60K35 33E05 82C22 44A05 44A10 44A20 44A30 44A45 44A99 × Cite Format Result Cite Review PDF Full Text: DOI
Fukuda, Motohisa; Hasebe, Takahiro; Sato, Shinya Additivity violation of quantum channels via strong convergence to semi-circular and circular elements. (English) Zbl 1538.81005 Random Matrices Theory Appl. 11, No. 1, Article ID 2250012, 36 p. (2022). MSC: 81P45 46L54 60B20 81P47 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Akemann, G.; Gorski, V.; Kieburg, M. Consecutive level spacings in the chiral Gaussian unitary ensemble: from the hard and soft edge to the bulk. (English) Zbl 1506.60009 J. Phys. A, Math. Theor. 55, No. 19, Article ID 194002, 34 p. (2022). MSC: 60B20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lupu, Titus Topological expansion in isomorphism theorems between matrix-valued fields and random walks. (English. French summary) Zbl 1492.60089 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 2, 695-721 (2022). MSC: 60G15 60J55 60B20 81T18 81T25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Forrester, Peter J. Global and local scaling limits for the \(\beta=2\) Stieltjes-Wigert random matrix ensemble. (English) Zbl 1501.15028 Random Matrices Theory Appl. 11, No. 2, Article ID 2250020, 26 p. (2022). Reviewer: Martín Argerami (Regina) MSC: 15B52 60B20 33D90 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dimitrov, Evgeni; Rychnovsky, Mark GUE corners process in boundary-weighed six-vertex models. (English) Zbl 1519.60021 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 1, 188-219 (2022). Reviewer: Carlo Sempi (Lecce) MSC: 60E05 60B10 82C20 82C23 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhang, Lin; Jiang, Yanjun; Luo, Laizhen; Jing, Yangping Revisiting uncertainty relation via random observables. (English) Zbl 1528.81173 Int. J. Theor. Phys. 60, No. 7, 2473-2487 (2021). MSC: 81S07 × Cite Format Result Cite Review PDF Full Text: DOI
Claeys, T.; Fahs, B.; Lambert, G.; Webb, C. How much can the eigenvalues of a random Hermitian matrix fluctuate? (English) Zbl 1467.60006 Duke Math. J. 170, No. 9, 2085-2235 (2021). MSC: 60B20 35Q15 47B35 60G15 60G57 15A18 15B52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Song, Jian; Xiao, Yimin; Yuan, Wangjun On collision of multiple eigenvalues for matrix-valued Gaussian processes. (English) Zbl 1510.60005 J. Math. Anal. Appl. 502, No. 2, Article ID 125261, 22 p. (2021). Reviewer: Zakhar Kabluchko (Münster) MSC: 60B20 15B52 60G15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Najnudel, Joseph; Virág, Bálint The bead process for beta ensembles. (English) Zbl 1465.60041 Probab. Theory Relat. Fields 179, No. 3-4, 589-647 (2021). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G55 60B20 60F05 60J05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Jaramillo, Arturo; Nualart, David Collision of eigenvalues for matrix-valued processes. (English) Zbl 1456.60021 Random Matrices Theory Appl. 9, No. 4, Article ID 2030001, 26 p. (2020). MSC: 60B20 60G15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chafaï, Djalil; Lehec, Joseph On Poincaré and logarithmic Sobolev inequalities for a class of singular Gibbs measures. (English) Zbl 1459.60047 Klartag, Bo’az (ed.) et al., Geometric aspects of functional analysis. Israel seminar (GAFA) 2017–2019. Volume 1. Cham: Springer. Lect. Notes Math. 2256, 219-246 (2020). Reviewer: Michael Voit (Dortmund) MSC: 60E15 60B20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dimitrov, Evgeni Six-vertex models and the GUE-corners process. (English) Zbl 1439.82025 Int. Math. Res. Not. 2020, No. 6, 1794-1881 (2020). MSC: 82C20 82C23 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Janjigian, Christopher Upper tail large deviations in Brownian directed percolation. (English) Zbl 1481.60065 Electron. Commun. Probab. 24, Paper No. 45, 10 p. (2019). MSC: 60F10 60K35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Chhaibi, Reda; Hovhannisyan, Emma; Najnudel, Joseph; Nikeghbali, Ashkan; Rodgers, Brad The limiting characteristic polynomial of classical random matrix ensembles. (English) Zbl 1414.15046 Ann. Henri Poincaré 20, No. 4, 1093-1119 (2019). Reviewer: Dominique Lépingle (Orléans) MSC: 15B52 60B20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Burkhardt, Paula; Cohen, Peter; DeWitt, Jonathan; Hlavacek, Max; Miller, Steven J.; Sprunger, Carsten; Vu, Yen Nhi Truong; Peski, Roger Van; Yang, Kevin Random matrix ensembles with split limiting behavior. (English) Zbl 1402.60007 Random Matrices Theory Appl. 7, No. 3, Article ID 1850006, 39 p. (2018). MSC: 60B20 15B52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bothner, Thomas; Deift, Percy; Its, Alexander; Krasovsky, Igor The sine process under the influence of a varying potential. (English) Zbl 1404.60010 J. Math. Phys. 59, No. 9, 091414, 6 p. (2018). MSC: 60B20 60G55 15B52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Johansson, Kurt; Lambert, Gaultier Gaussian and non-Gaussian fluctuations for mesoscopic linear statistics in determinantal processes. (English) Zbl 1429.60011 Ann. Probab. 46, No. 3, 1201-1278 (2018). MSC: 60B20 15B52 60G55 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Forrester, Peter J.; Trinh, Allan K. Functional form for the leading correction to the distribution of the largest eigenvalue in the GUE and LUE. (English) Zbl 1407.60007 J. Math. Phys. 59, No. 5, 053302, 18 p. (2018). MSC: 60B20 60G15 15B52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lambert, Gaultier; Ostrovsky, Dmitry; Simm, Nick Subcritical multiplicative chaos for regularized counting statistics from random matrix theory. (English) Zbl 1434.60031 Commun. Math. Phys. 360, No. 1, 1-54 (2018). Reviewer: Zakhar Kabluchko (Münster) MSC: 60B20 15B52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wu, Xiao-Bo; Xu, Shuai-Xia; Zhao, Yu-Qiu Gaussian unitary ensemble with boundary spectrum singularity and \(\sigma\)-form of the Painlevé II equation. (English) Zbl 1388.60033 Stud. Appl. Math. 140, No. 2, 221-251 (2018). MSC: 60B20 34M55 15B52 30E25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Truong, K.; Ossipov, A. Statistical properties of eigenvectors and eigenvalues of structured random matrices. (English) Zbl 1383.15036 J. Phys. A, Math. Theor. 51, No. 6, Article ID 065001, 12 p. (2018). MSC: 15B52 15A18 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Mkrtchyan, Sevak; Petrov, Leonid GUE corners limit of \(q\)-distributed lozenge tilings. (English) Zbl 1386.60035 Electron. J. Probab. 22, Paper No. 101, 24 p. (2017). MSC: 60C05 60B20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Szymański, Konrad; Collins, Benoit; Szarek, Tomasz; Życzkowski, Karol Convex set of quantum states with positive partial transpose analysed by hit and run algorithm. (English) Zbl 1370.81037 J. Phys. A, Math. Theor. 50, No. 25, Article ID 255206, 12 p. (2017). MSC: 81P40 81P16 68W25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Deaño, Alfredo; Simm, Nicholas J. On the probability of positive-definiteness in the gGUE via semi-classical Laguerre polynomials. (English) Zbl 1373.82064 J. Approx. Theory 220, 44-59 (2017). MSC: 82C35 60B20 15B52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Figalli, Alessio; Guionnet, Alice Universality in several-matrix models via approximate transport maps. (English) Zbl 1402.60009 Acta Math. 217, No. 1, 81-176 (2016). Reviewer: Dominique Lepingle (Orléans) MSC: 60B20 49Q20 15B52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lubinsky, D. S. Gaussian fluctuations of eigenvalues of random Hermitian matrices associated with fixed and varying weights. (English) Zbl 1354.15026 Random Matrices Theory Appl. 5, No. 3, Article ID 1650009, 31 p. (2016). Reviewer: Francisco Marcellán (Leganes) MSC: 15B52 42C05 60B20 15A18 15B57 × Cite Format Result Cite Review PDF Full Text: DOI
Fyodorov, Y. V.; Simm, N. J. On the distribution of the maximum value of the characteristic polynomial of GUE random matrices. (English) Zbl 1350.15020 Nonlinearity 29, No. 9, 2837-2855 (2016). MSC: 15B52 60B20 60G15 60G57 60G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fyodorov, Yan V.; Le Doussal, Pierre Moments of the position of the maximum for GUE characteristic polynomials and for log-correlated Gaussian processes. (English) Zbl 1347.60059 J. Stat. Phys. 164, No. 1, 190-240 (2016). MSC: 60G70 60G15 60G22 60B20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bornemann, Folkmar On the scaling limits of determinantal point processes with kernels induced by Sturm-Liouville operators. (English) Zbl 1347.15041 SIGMA, Symmetry Integrability Geom. Methods Appl. 12, Paper 083, 20 p. (2016). MSC: 15B52 34B24 33C45 60B20 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lee, Ji Oon; Schnelli, Kevin Extremal eigenvalues and eigenvectors of deformed Wigner matrices. (English) Zbl 1338.15071 Probab. Theory Relat. Fields 164, No. 1-2, 165-241 (2016). Reviewer: Francisco Marcellán (Leganes) MSC: 15B52 60B20 82B44 15A18 60F99 × Cite Format Result Cite Review PDF Full Text: DOI
Adler, Mark; van Moerbeke, Pierre Coupled GUE-minor processes and domino tilings. (English) Zbl 1384.60020 Int. Math. Res. Not. 2015, No. 21, 10987-11044 (2015). MSC: 60B20 60C05 05B45 60G35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Webb, Christian The characteristic polynomial of a random unitary matrix and Gaussian multiplicative chaos – the \(L^2\)-phase. (English) Zbl 1328.15052 Electron. J. Probab. 20, Paper No. 104, 21 p. (2015). MSC: 15B52 60B20 60G57 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bornemann, Folkmar; La Croix, Michael The singular values of the GOE. (English) Zbl 1348.15022 Random Matrices Theory Appl. 4, No. 2, Article ID 1550009, 32 p. (2015). Reviewer: Martin Plešinger (Liberec) MSC: 15B52 15A18 60B20 60F05 62E15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Panova, Greta Lozenge tilings with free boundaries. (English) Zbl 1323.05032 Lett. Math. Phys. 105, No. 11, 1551-1586 (2015). MSC: 05B45 05A15 82B20 60C05 60F05 05E05 60B20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Benaych-Georges, F.; Houdré, C. GUE minors, maximal Brownian functionals and longest increasing subsequences in random words. (English) Zbl 1328.15047 Markov Process. Relat. Fields 21, No. 1, 109-126 (2015). Reviewer: Costică Moroşanu (Iaşi) MSC: 15B52 60F05 60B20 60J65 × Cite Format Result Cite Review PDF
Su, Zhonggen Random matrices and random partitions. Normal convergence. (English) Zbl 1351.60002 World Scientific Series on Probability Theory and Its Applications 1. Hackensack, NJ: World Scientific (ISBN 978-981-4612-22-7/hbk; 978-981-4612-24-1/ebook). xii, 271 p. (2015). Reviewer: Zakhar Kabluchko (Münster) MSC: 60-01 60B20 60F05 11P81 × Cite Format Result Cite Review PDF Full Text: DOI
Armentano, Diego; Cucker, Felipe A randomized homotopy for the Hermitian eigenpair problem. (English) Zbl 1317.65096 Found. Comput. Math. 15, No. 1, 281-312 (2015). Reviewer: Constantin Popa (Constanţa) MSC: 65F15 15B52 65Y20 × Cite Format Result Cite Review PDF Full Text: DOI
Brightmore, L.; Mezzadri, F.; Mo, M. Y. A matrix model with a singular weight and Painlevé III. (English) Zbl 1316.15040 Commun. Math. Phys. 333, No. 3, 1317-1364 (2015). Reviewer: Ctirad Matonoha (Prague) MSC: 15B52 33E17 34M50 34M55 34M56 35F21 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Edelman, Alan; La Croix, Michael The singular values of the gue (less is more). (English) Zbl 1330.15042 Random Matrices Theory Appl. 4, No. 4, Article ID 1550021, 37 p. (2014). MSC: 15B52 60B20 60F05 15A18 15A12 15A15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Claeys, Tom; Kuijlaars, Arno B. J.; Wang, Dong Correlation kernels for sums and products of random matrices. (English) Zbl 1330.15040 Random Matrices Theory Appl. 4, No. 4, Article ID 1550017, 31 p. (2014). MSC: 15B52 60B20 15A18 33C60 42C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Baik, Jinho; Wang, Dong On a relationship between high rank cases and rank one cases of Hermitian random matrix models with external source. (English) Zbl 1328.15045 Deift, Percy (ed.) et al., Random matrix theory, interacting particle systems and integrable systems. New York, NY: Cambridge University Press (ISBN 978-1-107-07992-2/hbk). Mathematical Sciences Research Institute Publications 65, 25-38 (2014). Reviewer: Francisco Marcellán (Leganes) MSC: 15B52 15B57 60B20 15A18 15A03 × Cite Format Result Cite Review PDF Full Text: arXiv
Sabri, H.; Hashemi, Sh. S.; Maleki, B. R.; Jafarizadeh, M. A. Generalization of Brody distribution for statistical investigation. (English) Zbl 06382425 Random Matrices Theory Appl. 3, No. 4, Article ID 1450017, 16 p. (2014). MSC: 62H12 81Q50 × Cite Format Result Cite Review PDF Full Text: DOI
Knowles, Antti; Yin, Jun The outliers of a deformed Wigner matrix. (English) Zbl 1306.15034 Ann. Probab. 42, No. 5, 1980-2031 (2014). Reviewer: Francisco Marcellán (Leganes) MSC: 15B52 60B20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Gorin, Vadim From alternating sign matrices to the Gaussian unitary ensemble. (English) Zbl 1303.15038 Commun. Math. Phys. 332, No. 1, 437-447 (2014). Reviewer: Adhemar Bultheel (Leuven) MSC: 15B35 05B20 15B52 60B20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Shcherbina, Tatyana On the second mixed moment of the characteristic polynomials of 1D band matrices. (English) Zbl 1292.15036 Commun. Math. Phys. 328, No. 1, 45-82 (2014). Reviewer: A. Arvanitoyeorgos (Patras) MSC: 15B52 60B20 15A18 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Shamis, Mira Density of states for Gaussian unitary ensemble, Gaussian orthogonal ensemble, and interpolating ensembles through supersymmetric approach. (English) Zbl 1288.82003 J. Math. Phys. 54, No. 11, 113505, 14 p. (2013). MSC: 82B05 81Q60 60B20 15B52 15A18 × Cite Format Result Cite Review PDF Full Text: DOI
Narayanan, Rajendran; Wells, Martin T. On the maximal domain of attraction of Tracy-Widom distribution for Gaussian unitary ensembles. (English) Zbl 1288.60006 Stat. Probab. Lett. 83, No. 10, 2364-2371 (2013). MSC: 60B20 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Khorunzhiy, Oleksiy On correlation function of high moments of large Wigner random matrices. (English) Zbl 1281.15043 Random Oper. Stoch. Equ. 21, No. 4, 345-374 (2013). MSC: 15B52 60B20 15A18 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Rodgers, Brad Macroscopic pair correlation of the Riemann zeroes for smooth test functions. (English) Zbl 1372.11091 Q. J. Math. 64, No. 4, 1197-1219 (2013). MSC: 11M26 11M06 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ben Arous, Gérard; Bourgade, Paul Extreme gaps between eigenvalues of random matrices. (English) Zbl 1282.60008 Ann. Probab. 41, No. 4, 2648-2681 (2013). Reviewer: Zakhar Kabluchko (Ulm) MSC: 60B20 62G30 62G32 11M50 11M26 15B52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Zeng, Xingyuan; Hou, Zhenting Precise asymptotics for beta ensembles. (English) Zbl 1276.15020 Indian J. Pure Appl. Math. 44, No. 3, 383-404 (2013). Reviewer: Václav Burjan (Praha) MSC: 15B52 60B20 15A42 × Cite Format Result Cite Review PDF Full Text: DOI
Akemann, Gernot; Kieburg, Mario; Wei, Lu Singular value correlation functions for products of Wishart random matrices. (English) Zbl 1271.15022 J. Phys. A, Math. Theor. 46, No. 27, Article ID 275205, 22 p. (2013). MSC: 15B52 15A18 33C20 33C45 33C60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Shcherbina, T. On the correlation functions of the characteristic polynomials of the Hermitian sample covariance matrices. (English) Zbl 1279.15032 Probab. Theory Relat. Fields 156, No. 1-2, 449-482 (2013). Reviewer: Václav Burjan (Praha) MSC: 15B52 15B57 60B20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bohigas, O.; Pato, M. P. Transition between Hermitian and non-Hermitian Gaussian ensembles. (English) Zbl 1267.15031 J. Phys. A, Math. Theor. 46, No. 11, Article ID 115001, 11 p. (2013). MSC: 15B52 15B57 × Cite Format Result Cite Review PDF Full Text: DOI Link
Witte, N. S.; Forrester, P. J. On the variance of the index for the Gaussian unitary ensemble. (English) Zbl 1268.15034 Random Matrices Theory Appl. 1, No. 4, Paper No. 1250010, 25 p. (2012). Reviewer: Václav Burjan (Praha) MSC: 15B52 60K35 62E15 33C45 33E17 60B20 15A18 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Male, Camille The norm of polynomials in large random and deterministic matrices. (English) Zbl 1269.15039 Probab. Theory Relat. Fields 154, No. 3-4, 477-532 (2012). Reviewer: Edgar Pereira (Natal) MSC: 15B52 46L54 15A60 60B20 15A18 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tao, Terence; Vu, Van A central limit theorem for the determinant of a Wigner matrix. (English) Zbl 1248.60011 Adv. Math. 231, No. 1, 74-101 (2012). MSC: 60B20 15B52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kieburg, Mario Mixing of orthogonal and skew-orthogonal polynomials and its relation to Wilson RMT. (English) Zbl 1244.15025 J. Phys. A, Math. Theor. 45, No. 20, Article ID 205203, 45 p. (2012). MSC: 15B52 33D45 42C05 60B20 81V05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Haagerup, Uffe; Thorbjørnsen, Steen Asymptotic expansions for the Gaussian unitary ensemble. (English) Zbl 1262.60009 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 15, No. 1, 1250003, 41 p. (2012). Reviewer: Zakhar Kabluchko (Ulm) MSC: 60B20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lou, Taishan; Guo, Tiexin Determinantal results for correlations of characteristic polynomials of random matrices. (Chinese. English summary) Zbl 1240.15055 Appl. Math., Ser. A (Chin. Ed.) 26, No. 2, 195-200 (2011). MSC: 15B52 15A15 60B20 × Cite Format Result Cite Review PDF
Shcherbina, Tatyana On the correlation function of the characteristic polynomials of the Hermitian Wigner ensemble. (English) Zbl 1232.15028 Commun. Math. Phys. 308, No. 1, 1-21 (2011). Reviewer: Václav Burjan (Praha) MSC: 15B52 15B57 60B20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Yi-Ting; Liu, Dang-Zheng; Sun, Xin; Wang, Zheng-Dong A note on eigenvalues of random block Toeplitz matrices with slowly growing bandwidth. (English) Zbl 1228.60016 Stat. Probab. Lett. 81, No. 12, 2026-2029 (2011). MSC: 60B20 15B05 15B52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gamboa, Fabrice; Rouault, Alain Large deviations for random spectral measures and sum rules. (English) Zbl 1261.60008 AMRX, Appl. Math. Res. Express 2011, 281-307 (2011). Reviewer: Michael Stolz (Bochum) MSC: 60B20 60F10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Erdős, László; Schlein, Benjamin; Yau, Horng-Tzer Universality of random matrices and local relaxation flow. (English) Zbl 1225.15033 Invent. Math. 185, No. 1, 75-119 (2011). Reviewer: Václav Burjan (Praha) MSC: 15B52 60B20 15A18 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Breton, Jean-Christophe; Houdré, Christian Asymptotics for random Young diagrams when the word length and alphabet size simultaneously grow to infinity. (English) Zbl 1248.60009 Bernoulli 16, No. 2, 471-492 (2010). MSC: 60B20 60C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Bianchi, Pascal; Debbah, Mérouane; Najim, Jamal Asymptotic independence in the spectrum of the Gaussian unitary ensemble. (English) Zbl 1225.15031 Electron. Commun. Probab. 15, 376-395 (2010). MSC: 15B52 60B20 15A18 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv EMIS
Su, Zhonggen On the second-order correlation of characteristic polynomials of Hermite \(\beta \) ensembles. (English) Zbl 1204.15046 Stat. Probab. Lett. 80, No. 19-20, 1500-1507 (2010). Reviewer: Václav Burjan (Praha) MSC: 15B52 60B20 × Cite Format Result Cite Review PDF Full Text: DOI
Bender, Martin Edge scaling limits for a family of non-Hermitian random matrix ensembles. (English) Zbl 1188.60003 Probab. Theory Relat. Fields 147, No. 1-2, 241-271 (2010). MSC: 60B20 60G70 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Eichelsbacher, Peter; Sommerauer, Jens Moderate deviations for traces of words in a mult-matrix model. (English) Zbl 1189.15043 Electron. Commun. Probab. 14, 572-586 (2009). MSC: 15B52 60F05 60F10 × Cite Format Result Cite Review PDF Full Text: DOI EuDML EMIS
Forrester, Peter J.; Nordenstam, Eric The anti-symmetric GUE minor process. (English) Zbl 1191.15032 Mosc. Math. J. 9, No. 4, 749-774 (2009). Reviewer: Václav Burjan (Praha) MSC: 15B52 60G57 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Götze, F.; Kösters, H. On the second-order correlation function of the characteristic polynomial of a Hermitian Wigner matrix. (English) Zbl 1193.15035 Commun. Math. Phys. 285, No. 3, 1183-1205 (2009). Reviewer: Jiří Černý (Zürich) MSC: 15B52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Mezzadri, Francesco; Mo, Man Yue On an average over the Gaussian unitary ensemble. (English) Zbl 1178.15022 Int. Math. Res. Not. 2009, No. 18, 3486-3515 (2009). Reviewer: Václav Burjan (Praha) MSC: 15B52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Khorunzhiy, Oleksiy Estimates for moments of random matrices with Gaussian elements. (English) Zbl 1149.15302 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités XLI. Some papers are selected contributions of the seminars in Nancy 2005 and Luminy 2006. Berlin: Springer (ISBN 978-3-540-77912-4/pbk). Lecture Notes in Mathematics 1934, 51-92 (2008). MSC: 15B52 × Cite Format Result Cite Review PDF Full Text: arXiv
Su, Zhonggen Precise asymptotics for random matrices and random growth models. (English) Zbl 1154.60034 Acta Math. Sin., Engl. Ser. 24, No. 6, 971-982 (2008). Reviewer: Utkir Rozikov (Tashkent) MSC: 60G50 60F15 82B44 × Cite Format Result Cite Review PDF Full Text: DOI
Pérez-Abreu, Víctor; Tudor, Constantin Functional limit theorems for trace processes in a Dyson Brownian motion. (English) Zbl 1157.60089 Commun. Stoch. Anal. 1, No. 3, 415-428 (2007). Reviewer: Achim Klenke (Mainz) MSC: 60K35 60F05 × Cite Format Result Cite Review PDF
Bogomolny, Eugène Riemann zeta function and quantum chaos. (English) Zbl 1167.81017 Nakamura, Katsuhiro (ed.) et al., Quantum mechanics and chaos. Proceedings of the international conference on quantum mechanics and chaos, Osaka, Japan, September 19–21, 2006. Kyoto: Progress of Theoretical Physics. Prog. Theor. Phys. Suppl. 166, 19-36 (2007). MSC: 81Q50 11M50 11M06 81-02 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Guionnet, Alice; Maurel-Segala, Edouard Second order asymptotics for matrix models. (English) Zbl 1129.15020 Ann. Probab. 35, No. 6, 2160-2212 (2007). Reviewer: Václav Burjan (Praha) MSC: 15B52 05C30 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Timushev, D. A. The rate of convergence in probability for spectra of the GUE. (English. Russian original) Zbl 1128.60019 Theory Probab. Appl. 51, No. 3, 546-549 (2007); translation from Teor. Veroyatn. Primen. 51, No. 3, 618-622 (2007). Reviewer: George Stoica (Saint John) MSC: 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Götze, Friedrich; Tikhomirov, Alexander N.; Timushev, Dmitry A. Rate of convergence to the semi-circle law for the deformed Gaussian unitary Ensemble. (English) Zbl 1155.15027 Cent. Eur. J. Math. 5, No. 2, 305-334 (2007). Reviewer: Costică Moroşanu (Iaşi) MSC: 15B52 60F99 41A60 × Cite Format Result Cite Review PDF Full Text: DOI
Deift, P.; Its, A.; Krasovsky, I.; Zhou, X. The Widom–Dyson constant for the gap probability in random matrix theory. (English) Zbl 1116.15019 J. Comput. Appl. Math. 202, No. 1, 26-47 (2007). Reviewer: Václav Burjan (Praha) MSC: 15B52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Desrosiers, Patrick; Forrester, Peter J. Relationships between \(\tau\)-functions and Fredholm determinant expressions for gap probabilities in random matrix theory. (English) Zbl 1116.15020 Nonlinearity 19, No. 7, 1643-1656 (2006). Reviewer: Václav Burjan (Praha) MSC: 15B52 15A90 34M55 45B05 60A10 82C31 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Choup, Leonard N. Edgeworth expansion of the largest eigenvalue distribution function of GUE and LUE. (English) Zbl 1108.15024 Int. Math. Res. Not. 2006, No. 10, Article ID 61049, 32 p. (2006). Reviewer: Václav Burjan (Praha) MSC: 15B52 15A18 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fyodorov, Yan V. On permanental polynomials of certain random matrices. (English) Zbl 1108.15025 Int. Math. Res. Not. 2006, No. 10, Article ID 61570, 37 p. (2006). Reviewer: Václav Burjan (Praha) MSC: 15B52 15A15 15A18 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Vasilchuk, Vladimir On the Gaussian random matrix ensembles with additional symmetry conditions. (English) Zbl 1128.82009 SIGMA, Symmetry Integrability Geom. Methods Appl. 2, Paper 007, 12 p. (2006). MSC: 82B41 15B52 60A10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv EuDML EMIS
Śniady, Piotr Asymptotics of characters of symmetric groups, genus expansion and free probability. (English) Zbl 1096.20016 Discrete Math. 306, No. 7, 624-665 (2006). Reviewer: John D. Dixon (Ottawa) MSC: 20C30 05E10 60B15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cabanal-Duvillard, Thierry A matrix representation of the Bercovici-Pata bijection. (English) Zbl 1110.15019 Electron. J. Probab. 10, Paper No. 18, 632-661 (2005). MSC: 15B52 46L54 60G51 × Cite Format Result Cite Review PDF Full Text: DOI EuDML
Götze, Friedrich; Tikhomirov, Alexander The rate of convergence for spectra of GUE and LUE matrix ensembles. (English) Zbl 1108.60014 Cent. Eur. J. Math. 3, No. 4, 666-704 (2005). MSC: 60F05 15B52 33C45 82B31 × Cite Format Result Cite Review PDF Full Text: DOI
Aubrun, Guillaume A sharp small deviation inequality for the largest eigenvalue of a random matrix. (English) Zbl 1070.15013 Émery, Michel (ed.) et al., 38th seminar on probability. Dedicated Jacques Azéma on the occasion on his 65th birthday. Berlin: Springer (ISBN 3-540-23973-1/pbk). Lecture Notes in Mathematics 1857, 320-337 (2005). Reviewer: Martín Argerami (Regina) MSC: 15A42 15B52 × Cite Format Result Cite Review PDF
Mehta, Madan Lal Random matrices. 3rd ed. (English) Zbl 1107.15019 Pure and Applied Mathematics (Amsterdam) 142. Amsterdam: Elsevier (ISBN 0-12-088409-7/hbk). xviii, 688 p. (2004). Reviewer: Hiroshi Tamura (Kanazawa) MSC: 15B52 60-01 15-01 60B15 82B41 × Cite Format Result Cite Review PDF Backlinks: MO
Le Caër, Gérard; Delannay, Renaud The distributions of the determinant of fixed-trace ensembles of real-symmetric and of Hermitian random matrices. (English) Zbl 1049.15016 J. Phys. A, Math. Gen. 36, No. 38, 9885-9898 (2003). Reviewer: Martín Argerami (Regina) MSC: 15B52 15A15 × Cite Format Result Cite Review PDF Full Text: DOI
Haagerup, Uffe; Thorbjørnsen, Steen Random matrices with complex Gaussian entries. (English) Zbl 1041.15018 Expo. Math. 21, No. 4, 293-337 (2003). Reviewer: Martín Argerami (Regina) MSC: 15B52 46L54 15A18 × Cite Format Result Cite Review PDF Full Text: DOI