Random Matrices: Theory and Applications

 Short Title: Random Matrices Theory Appl. Publisher: World Scientific, Singapore ISSN: 2010-3263; 2010-3271/e Online: https://www.worldscientific.com/worldscinet/rmta Comments: Indexed cover-to-cover
 Documents Indexed: 226 Publications (since 2012) References Indexed: 222 Publications with 6,522 References.
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Authors

 12 Bose, Arup 10 Forrester, Peter J. 6 Filipuk, Galina V. 5 Saha, Koushik 4 Bai, Zhi-Dong 4 Claeys, Tom 4 das Neves Rebocho, Maria 4 Edelman, Alan Stuart 4 Götze, Friedrich 4 Hazra, Rajat Subhra 4 Miller, Steven J. 4 Rouault, Alain 4 Vu, Van H. 3 Adhikari, Kartick 3 Basor, Estelle L. 3 Benaych-Georges, Florent 3 Charlier, Christophe 3 Chen, Yang 3 Hachem, Walid 3 Koev, Plamen 3 Kuijlaars, Arno B. J. 3 Loubaton, Philippe 3 Nagel, Jan 3 Nechita, Ion 3 Neuschel, Thorsten 3 Peligrad, Costel 3 Peligrad, Magda 3 Sen, Priyanka 3 Silverstein, Jack W. 3 Speicher, Roland 3 Tikhomirov, Alexander Nikolaevich 3 Yao, Jianfeng 2 Adamczak, Radosław 2 Akemann, Gernot 2 Banerjee, Debapratim 2 Bertola, Marco 2 Bleher, Pavel M. 2 Cafasso, Mattia 2 Chakrabarty, Arijit 2 Collins, Benoît 2 Cotti, Giordano 2 Dai, Dan 2 Ding, Xue 2 Donati-Martin, Catherine 2 Dumitriu, Ioana 2 Erdős, László 2 Gamboa, Fabrice 2 Guzzetti, Davide 2 Hu, Jiang 2 Huang, Zhensheng 2 Ipsen, Jesper R. 2 Jiang, Tiefeng 2 Kan, Raymond 2 Kieburg, Mario 2 Kösters, Holger 2 La Croix, Michael A. 2 Lin, Jinguan 2 Liu, Dangzheng 2 Lubinsky, Doron S. 2 Mañas-Mañas, Juan F. 2 Marchal, Olivier 2 Matsumoto, Sho 2 Meckes, Elizabeth S. 2 Merlevède, Florence 2 Mestre, Xavier 2 Mukherjee, Soumendu Sundar 2 Nadakuditi, Raj Rao 2 Najim, Jamal 2 Naumov, Alekseĭ Aleksandrovich 2 Olver, Sheehan Shakiban 2 O’Rourke, Sean D. 2 Paquette, Elliot 2 Soshnikov, Alexander B. 2 Stevens, Marco 2 Strahov, Eugene 2 Tao, Terence 2 van Peski, Roger 2 Wang, Dong 2 Wang, Zhaojun 2 Yang, Guangren 2 Yin, Yanqing 2 Zhang, Lun 2 Zheng, Shurong 2 Zhou, Wang 2 Zou, Changliang 1 Adler, Mark 1 Allez, Romain 1 Ammar, Aymen 1 Arizmendi, Octavio 1 Assiotis, Theodoros 1 Aubrun, Guillaume 1 Banna, Marwa 1 Barbarino, Giovanni 1 Barone, Piero 1 Basak, Anirban 1 Basu, Riddhipratim 1 Beffara, Vincent 1 Bekerman, Florent 1 Bergère, Michel 1 Bhattacharjee, Monika ...and 237 more Authors
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Fields

 166 Probability theory and stochastic processes (60-XX) 126 Linear and multilinear algebra; matrix theory (15-XX) 47 Statistics (62-XX) 32 Special functions (33-XX) 18 Functional analysis (46-XX) 16 Combinatorics (05-XX) 15 Harmonic analysis on Euclidean spaces (42-XX) 14 Ordinary differential equations (34-XX) 9 Quantum theory (81-XX) 9 Statistical mechanics, structure of matter (82-XX) 8 Operator theory (47-XX) 8 Numerical analysis (65-XX) 7 Partial differential equations (35-XX) 6 Functions of a complex variable (30-XX) 6 Dynamical systems and ergodic theory (37-XX) 6 Approximations and expansions (41-XX) 4 Number theory (11-XX) 4 Abstract harmonic analysis (43-XX) 4 Information and communication theory, circuits (94-XX) 3 General and overarching topics; collections (00-XX) 3 Measure and integration (28-XX) 2 Topological groups, Lie groups (22-XX) 2 Difference and functional equations (39-XX) 2 Convex and discrete geometry (52-XX) 2 Biology and other natural sciences (92-XX) 1 History and biography (01-XX) 1 Mathematical logic and foundations (03-XX) 1 Algebraic geometry (14-XX) 1 Group theory and generalizations (20-XX) 1 Real functions (26-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Differential geometry (53-XX) 1 Operations research, mathematical programming (90-XX)

Citations contained in zbMATH Open

146 Publications have been cited 1,041 times in 841 Documents Cited by Year
The Kardar-Parisi-Zhang equation and universality class. Zbl 1247.82040
Corwin, Ivan
2012
Random matrices: universal properties of eigenvectors. Zbl 1248.15031
Tao, Terence; Vu, Van
2012
Singular values of products of random matrices and polynomial ensembles. Zbl 1303.15045
Kuijlaars, Arno B. J.; Stivigny, Dries
2014
Global fluctuations for linear statistics of $${\beta}$$-Jacobi ensembles. Zbl 1268.60009
Dumitriu, Ioana; Paquette, Elliot
2012
Partial transposition of random states and non-centered semicircular distributions. Zbl 1239.60002
Aubrun, Guillaume
2012
Exact relation between singular value and eigenvalue statistics. Zbl 1375.60020
Kieburg, Mario; Kösters, Holger
2016
Random matrix minor processes related to percolation theory. Zbl 1298.60014
Adler, Mark; van Moerbeke, Pierre; Wang, Dong
2013
Random matrices: sharp concentration of eigenvalues. Zbl 1296.15022
Tao, Terence; Vu, Van
2013
On finite rank deformations of Wigner matrices. II: Delocalized perturbations. Zbl 1296.60008
Renfrew, David; Soshnikov, Alexander
2013
Hurwitz and the origins of random matrix theory in mathematics. Zbl 1398.11119
Diaconis, Persi; Forrester, Peter J.
2017
Meet Andréief, Bordeaux 1886, and Andreev, Kharkov 1882–1883. Zbl 1421.15003
Forrester, Peter J.
2019
Estimation of spiked eigenvalues in spiked models. Zbl 1251.15037
Bai, Zhidong; Ding, Xue
2012
On determining the number of spikes in a high-dimensional spiked population model. Zbl 1244.62028
Passemier, Damien; Yao, Jian-Feng
2012
No eigenvalues outside the support of the limiting spectral distribution of information-plus-noise type matrices. Zbl 1248.15028
Bai, Zhidong; Silverstein, Jack W.
2012
Random covariance matrices: universality of local statistics of eigenvalues up to the edge. Zbl 1288.15047
Wang, Ke
2012
Plancherel-Rotach formulae for average characteristic polynomials of products of Ginibre random matrices and the Fuss-Catalan distribution. Zbl 1288.30033
Neuschel, Thorsten
2014
The singular values of the gue (less is more). Zbl 1330.15042
Edelman, Alan; La Croix, Michael
2014
Thinning and conditioning of the circular unitary ensemble. Zbl 1386.60025
Charlier, Christophe; Claeys, Tom
2017
The spectrum of random inner-product kernel matrices. Zbl 06249061
Cheng, Xiuyuan; Singer, Amit
2013
Analysis of the limiting spectral measure of large random matrices of the separable covariance type. Zbl 1305.15078
Couillet, Romain; Hachem, Walid
2014
Central limit theorem for linear statistics of eigenvalues of band random matrices. Zbl 1287.60012
Li, Lingyun; Soshnikov, Alexander
2013
Probability densities and distributions for spiked and general variance Wishart $$\beta$$-ensembles. Zbl 1281.15042
Forrester, Peter J.
2013
From random matrices to long range dependence. Zbl 1381.60019
Chakrabarty, Arijit; Hazra, Rajat Subhra; Sarkar, Deepayan
2016
Correlation kernels for sums and products of random matrices. Zbl 1330.15040
Claeys, Tom; Kuijlaars, Arno B. J.; Wang, Dong
2014
Efficient computation of limit spectra of sample covariance matrices. Zbl 1330.65029
Dobriban, Edgar
2014
Sum rules and large deviations for spectral measures on the unit circle. Zbl 1361.60020
Gamboa, Fabrice; Nagel, Jan; Rouault, Alain
2017
The circular law for random regular digraphs with random edge weights. Zbl 1370.05078
Cook, Nicholas
2017
Eigenvector dynamics under free addition. Zbl 1301.60008
Allez, Romain; Bouchaud, Jean-Philippe
2014
PDEs satisfied by extreme eigenvalues distributions of GUE and LUE. Zbl 1288.60003
Basor, Estelle; Chen, Yang; Zhang, Lun
2012
The absolute positive partial transpose property for random induced states. Zbl 1260.60014
Collins, Benoit; Nechita, Ion; Ye, Deping
2012
Right tail asymptotic expansion of Tracy-Widom beta laws. Zbl 1266.60047
2012
Asymptotic spectra of matrix-valued functions of independent random matrices and free probability. Zbl 1331.60019
Götze, F.; Kösters, H.; Tikhomirov, A.
2015
Sampling unitary ensembles. Zbl 1333.65010
Olver, Sheehan; Nadakuditi, Raj Rao; Trogdon, Thomas
2015
Universality of local eigenvalue statistics in random matrices with external source. Zbl 1314.60030
O’Rourke, Sean; Vu, Van
2014
Permanental processes from products of complex and quaternionic induced Ginibre ensembles. Zbl 1304.15025
Akemann, Gernot; Ipsen, Jesper R.; Strahov, Eugene
2014
Free deterministic equivalents, rectangular random matrix models, and operator-valued free probability theory. Zbl 1263.46053
Speicher, Roland; Vargas, Carlos
2012
Random right eigenvalues of Gaussian quaternionic matrices. Zbl 1245.15035
Benaych-Georges, Florent; Chapon, François
2012
Finite $$N$$ corrections to the limiting distribution of the smallest eigenvalue of Wishart complex matrices. Zbl 1381.15031
Perret, Anthony; Schehr, Grégory
2016
Some remarks on the Dozier-Silverstein theorem for random matrices with dependent entries. Zbl 1282.60006
2013
Weingarten calculus for matrix ensembles associated with compact symmetric spaces. Zbl 1280.15020
Matsumoto, Sho
2013
On minimal singular values of random matrices with correlated entries. Zbl 1348.15023
Götze, F.; Naumov, A.; Tikhomirov, A.
2015
The spectrum of random kernel matrices: universality results for rough and varying kernels. Zbl 1273.15039
Do, Yen; Vu, Van
2013
Large information plus noise random matrix models and consistent subspace estimation in large sensor networks. Zbl 1248.15029
Hachem, Walid; Loubaton, Philippe; Mestre, Xavier; Najim, Jamal; Vallet, Pascal
2012
Spectra of overlapping Wishart matrices and the Gaussian free field. Zbl 1392.60010
Dumitriu, Ioana; Paquette, Elliot
2018
The gap probabilities of the tacnode, Pearcey and Airy point processes, their mutual relationship and evaluation. Zbl 1274.60154
Bertola, M.; Cafasso, M.
2013
Eigenvalue variance bounds for Wigner and covariance random matrices. Zbl 1252.60011
Dallaporta, S.
2012
Analytic geometry of semisimple coalescent Frobenius structures. Zbl 1383.53064
Cotti, Giordano; Guzzetti, Davide
2017
Eigenvalue distributions of beta-Wishart matrices. Zbl 1306.15033
Edelman, Alan; Koev, Plamen
2014
The singular values of the GOE. Zbl 1348.15022
Bornemann, Folkmar; La Croix, Michael
2015
Separability probability formulas and their proofs for generalized two-qubit X-matrices endowed with Hilbert-Schmidt and induced measures. Zbl 1330.15041
Dunkl, Charles F.; Slater, Paul B.
2014
Dynamical correlation functions for products of random matrices. Zbl 1330.15043
Strahov, Eugene
2014
The sine-law gap probability, Painlevé 5, and asymptotic expansion by the topological recursion. Zbl 1314.15027
Marchal, O.; Eynard, B.; Bergère, M.
2014
$$k$$-extendibility of high-dimensional bipartite quantum states. Zbl 1346.60005
Lancien, Cécilia
2016
A study of two high-dimensional likelihood ratio tests under alternative hypotheses. Zbl 1485.62070
Chen, Huijun; Jiang, Tiefeng
2018
The hard edge tacnode process and the hard edge pearcey process with non-intersecting squared Bessel paths. Zbl 1327.60185
Delvaux, Steven; Vető, Bálint
2015
Central limit theorems for the real eigenvalues of large Gaussian random matrices. Zbl 1378.60054
Simm, N. J.
2017
On the limit of the spectral distribution of large-dimensional random quaternion covariance matrices. Zbl 1377.15022
Yin, Yanqing; Hu, Jiang
2017
A universality result for the global fluctuations of the eigenvectors of Wigner matrices. Zbl 1266.15046
Benaych-Georges, Florent
2012
Inverse of the flow and moments of the free Jacobi process associated with one projection. Zbl 1392.60009
Demni, Nizar; Hamdi, Tarek
2018
On properties of a deformed Freud weight. Zbl 1426.33035
Zhu, Mengkun; Chen, Yang
2019
General moments of matrix elements from circular orthogonal ensembles. Zbl 1255.15043
Matsumoto, Sho
2012
Transport maps for $$\beta$$-matrix models in the multi-cut regime. Zbl 1390.60028
Bekerman, Florent
2018
Painlevé V, Painlevé XXXIV and the degenerate Laguerre unitary ensemble. Zbl 1440.15038
Min, Chao; Chen, Yang
2020
The beta-MANOVA ensemble with general covariance. Zbl 1291.62114
Dubbs, Alexander; Edelman, Alan
2014
Selberg integrals, super-hypergeometric functions and applications to $$\beta$$-ensembles of random matrices. Zbl 1328.15049
Desrosiers, Patrick; Liu, Dang-Zheng
2015
Spectrum of large random Markov chains: heavy-tailed weights on the oriented complete graph. Zbl 06794803
Bordenave, Charles; Caputo, Pietro; Chafaï, Djalil; Piras, Daniele
2017
On the spectral distribution of large weighted random regular graphs. Zbl 1305.15079
Goldmakher, Leo; Khoury, Cap; Miller, Steven J.; Ninsuwan, Kesinee
2014
A CLT for information-theoretic statistics of non-centered Gram random matrices. Zbl 1262.15039
Hachem, Walid; Kharouf, Malika; Najim, Jamal; Silverstein, Jack W.
2012
Truncations of Haar distributed matrices, traces and bivariate Brownian bridges. Zbl 1247.15031
Donati-Martin, Catherine; Rouault, Alain
2012
Exact solution of the six-vertex model with domain wall boundary conditions: critical line between disordered and antiferroelectric phases. Zbl 1266.82026
Bleher, Pavel; Bothner, Thomas
2012
Large deviations for a non-centered Wishart matrix. Zbl 1271.60015
Hardy, Adrien; Kuijlaars, Arno B. J.
2013
Low entropy output states for products of random unitary channels. Zbl 1270.15023
Collins, Benoît; Fukuda, Motohisa; Nechita, Ion
2013
Results on the extension of isomonodromy deformations to the case of a resonant irregular singularity. Zbl 1425.34109
Cotti, Giordano; Guzzetti, Davide
2018
The generating function for the Bessel point process and a system of coupled Painlevé V equations. Zbl 1422.60013
Charlier, Christophe; Doeraene, Antoine
2019
Boundaries of sine kernel universality for Gaussian perturbations of Hermitian matrices. Zbl 1423.60015
Claeys, Tom; Neuschel, Thorsten; Venker, Martin
2019
The recurrence coefficients of a semi-classical Laguerre polynomials and the large $$n$$ asymptotics of the associated Hankel determinant. Zbl 1376.33017
Han, Pengju; Chen, Yang
2017
Orthogonal and symplectic Harish-Chandra integrals and matrix product ensembles. Zbl 1444.60012
Forrester, Peter J.; Ipsen, Jesper R.; Liu, Dang-Zheng; Zhang, Lun
2019
Detection of weak signals in high-dimensional complex-valued data. Zbl 1291.94026
Onatski, Alexei
2014
Limiting spectral measures for random matrix ensembles with a polynomial link function. Zbl 1348.15025
Miller, Steven J.; Swanson, Kirk; Tor, Kimsy; Winsor, Karl
2015
On singular values distribution of a matrix large auto-covariance in the ultra-dimensional regime. Zbl 1330.15044
Wang, Qinwen; Yao, Jianfeng
2014
Symmetries of the Feinberg-Zee random hopping matrix. Zbl 1408.47010
Hagger, Raffael
2014
Tensor products of random unitary matrices. Zbl 1262.60010
Tkocz, Tomasz; Smaczyński, Marek; Kuś, Marek; Zeitouni, Ofer; Życzkowski, Karol
2012
On the variance of the index for the Gaussian unitary ensemble. Zbl 1268.15034
Witte, N. S.; Forrester, P. J.
2012
Local laws for non-Hermitian random matrices and their products. Zbl 1472.60009
Götze, Friedrich; Naumov, Alexey; Tikhomirov, Alexander
2020
Polynomial generalizations of the sample variance-covariance matrix when $$pn^{-1}\to 0$$. Zbl 1356.60013
Bhattacharjee, Monika; Bose, Arup
2016
Painlevé I double scaling limit in the cubic random matrix model. Zbl 1339.30013
Bleher, Pavel; Deaño, Alfredo
2016
Bernstein-type inequality for a class of dependent random matrices. Zbl 1381.60017
Banna, Marwa; Merlevède, Florence; Youssef, Pierre
2016
Random matrix ensembles with split limiting behavior. Zbl 1402.60007
Burkhardt, Paula; Cohen, Peter; DeWitt, Jonathan; Hlavacek, Max; Miller, Steven J.; Sprunger, Carsten; Vu, Yen Nhi Truong; Peski, Roger Van; Yang, Kevin
2018
On the quasi-Ablowitz-Segur and quasi-Hastings-McLeod solutions of the Inhomogeneous Painlevé II equation. Zbl 1416.33029
Dai, Dan; Hu, Weiying
2018
Densities of the extreme eigenvalues of Beta-MANOVA matrices. Zbl 1451.60016
Kan, Raymond; Koev, Plamen
2019
Empirical distributions of Laplacian matrices of large dilute random graphs. Zbl 1252.05199
Jiang, Tiefeng
2012
Time-and-band limiting for matrix orthogonal polynomials of Jacobi type. Zbl 1376.33010
Castro, M.; Grünbaum, F. A.
2017
Complex random matrices have no real eigenvalues. Zbl 1390.60033
Luh, Kyle
2018
Spectra of adjacency and Laplacian matrices of inhomogeneous Erdős-Rényi random graphs. Zbl 1478.05133
Chakrabarty, Arijit; Hazra, Rajat Subhra; den Hollander, Frank; Sfragara, Matteo
2021
On the universality of spectral limit for random matrices with martingale differences entries. Zbl 1316.60032
2015
Bulk behavior of Schur-Hadamard products of symmetric random matrices. Zbl 1306.15032
Bose, Arup; Mukherjee, Soumendu Sundar
2014
On fluctuations for random band Toeplitz matrices. Zbl 1360.60019
Li, Yiting; Sun, Xin
2015
CLT for linear spectral statistics of a rescaled sample precision matrix. Zbl 1330.15045
Zheng, Shurong; Bai, Zhidong; Yao, Jianfeng
2014
On the universality of the distribution of the generalized eigenvalues of a pencil of Hankel random matrices. Zbl 1269.15036
Barone, Piero
2013
Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices. Zbl 1460.60005
Cipolloni, Giorgio; Erdős, László
2020
Spectra of adjacency and Laplacian matrices of inhomogeneous Erdős-Rényi random graphs. Zbl 1478.05133
Chakrabarty, Arijit; Hazra, Rajat Subhra; den Hollander, Frank; Sfragara, Matteo
2021
Fine asymptotics for models with Gamma type moments. Zbl 1477.60017
Eichelsbacher, Peter; Knichel, Lukas
2021
Spiked sample covariance matrices with possibly multiple bulk components. Zbl 1480.15041
Ding, Xiucai
2021
Moments of the ground state density for the $$d$$-dimensional Fermi gas in an harmonic trap. Zbl 1483.81172
Forrester, Peter J.
2021
Moments of moments of characteristic polynomials of random unitary matrices and lattice point counts. Zbl 1482.15035
Assiotis, Theodoros; Keating, Jonathan P.
2021
Large deviations and a new sum rule for spectral matrix measures of the Jacobi ensemble. Zbl 1479.60058
Gamboa, Fabrice; Nagel, Jan; Rouault, Alain
2021
Symmetries of the quaternionic Ginibre ensemble. Zbl 1477.15031
Dubach, Guillaume
2021
Harmonic means of Wishart random matrices. Zbl 1481.60011
2021
Quaternionic second-order freeness and the fluctuations of large symplectically invariant random matrices. Zbl 1490.46065
Redelmeier, C. E. I.
2021
On the behavior of large empirical autocovariance matrices between the past and the future. Zbl 1480.15042
Loubaton, P.; Tieplova, D.
2021
Some patterned matrices with independent entries. Zbl 1479.60013
Bose, Arup; Saha, Koushik; Sen, Priyanka
2021
Linear differential equations for the resolvents of the classical matrix ensembles. Zbl 1480.15043
Rahman, Anas A.; Forrester, Peter J.
2021
Linear eigenvalue statistics of random matrices with a variance profile. Zbl 1479.60010
Adhikari, Kartick; Jana, Indrajit; Saha, Koushik
2021
Painlevé V, Painlevé XXXIV and the degenerate Laguerre unitary ensemble. Zbl 1440.15038
Min, Chao; Chen, Yang
2020
Local laws for non-Hermitian random matrices and their products. Zbl 1472.60009
Götze, Friedrich; Naumov, Alexey; Tikhomirov, Alexander
2020
Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices. Zbl 1460.60005
Cipolloni, Giorgio; Erdős, László
2020
Gaussian fluctuations for linear spectral statistics of deformed Wigner matrices. Zbl 1457.60009
Ji, Hong Chang; Lee, Ji Oon
2020
Collision of eigenvalues for matrix-valued processes. Zbl 1456.60021
Jaramillo, Arturo; Nualart, David
2020
Laguerre-Hahn orthogonal polynomials on the real line. Zbl 1437.33007
das Neves Rebocho, Maria
2020
Matrix factorizations and orthogonal polynomials. Zbl 1437.33012
Dominici, Diego
2020
A setwise EWMA scheme for monitoring high-dimensional datastreams. Zbl 1440.62208
Feng, Long; Ren, Haojie; Zou, Changliang
2020
Additive matrix convolutions of Pólya ensembles and polynomial ensembles. Zbl 1455.15009
Kieburg, Mario
2020
Meet Andréief, Bordeaux 1886, and Andreev, Kharkov 1882–1883. Zbl 1421.15003
Forrester, Peter J.
2019
On properties of a deformed Freud weight. Zbl 1426.33035
Zhu, Mengkun; Chen, Yang
2019
The generating function for the Bessel point process and a system of coupled Painlevé V equations. Zbl 1422.60013
Charlier, Christophe; Doeraene, Antoine
2019
Boundaries of sine kernel universality for Gaussian perturbations of Hermitian matrices. Zbl 1423.60015
Claeys, Tom; Neuschel, Thorsten; Venker, Martin
2019
Orthogonal and symplectic Harish-Chandra integrals and matrix product ensembles. Zbl 1444.60012
Forrester, Peter J.; Ipsen, Jesper R.; Liu, Dang-Zheng; Zhang, Lun
2019
Densities of the extreme eigenvalues of Beta-MANOVA matrices. Zbl 1451.60016
Kan, Raymond; Koev, Plamen
2019
Multiple change-points detection in high dimension. Zbl 1437.62202
Wang, Yunlong; Zou, Changliang; Wang, Zhaojun; Yin, Guosheng
2019
Spectral statistics of non-Hermitian random matrix ensembles. Zbl 1448.60018
Chen, Ryan C.; Kim, Yujin H.; Lichtman, Jared D.; Miller, Steven J.; Sweitzer, Shannon; Winsor, Eric
2019
Bounds on the norm of Wigner-type random matrices. Zbl 1422.60015
Erdős, László; Mühlbacher, Peter
2019
Spectra of overlapping Wishart matrices and the Gaussian free field. Zbl 1392.60010
Dumitriu, Ioana; Paquette, Elliot
2018
A study of two high-dimensional likelihood ratio tests under alternative hypotheses. Zbl 1485.62070
Chen, Huijun; Jiang, Tiefeng
2018
Inverse of the flow and moments of the free Jacobi process associated with one projection. Zbl 1392.60009
Demni, Nizar; Hamdi, Tarek
2018
Transport maps for $$\beta$$-matrix models in the multi-cut regime. Zbl 1390.60028
Bekerman, Florent
2018
Results on the extension of isomonodromy deformations to the case of a resonant irregular singularity. Zbl 1425.34109
Cotti, Giordano; Guzzetti, Davide
2018
Random matrix ensembles with split limiting behavior. Zbl 1402.60007
Burkhardt, Paula; Cohen, Peter; DeWitt, Jonathan; Hlavacek, Max; Miller, Steven J.; Sprunger, Carsten; Vu, Yen Nhi Truong; Peski, Roger Van; Yang, Kevin
2018
On the quasi-Ablowitz-Segur and quasi-Hastings-McLeod solutions of the Inhomogeneous Painlevé II equation. Zbl 1416.33029
Dai, Dan; Hu, Weiying
2018
Complex random matrices have no real eigenvalues. Zbl 1390.60033
Luh, Kyle
2018
A Hirota bilinear equation for Painlevé transcendents $$P_{I V}$$, $$P_{I I}$$ and $$P_I$$. Zbl 1422.34253
Hone, A. N. W.; Zullo, F.
2018
Ladder operators and a differential equation for varying generalized Freud-type orthogonal polynomials. Zbl 1416.33021
Filipuk, Galina; Mañas-Mañas, Juan F.; Moreno-Balcázar, Juan J.
2018
Mesoscopic perturbations of large random matrices. Zbl 1390.15121
Huang, Jiaoyang
2018
Loops in $$\mathrm{SL}(2, \mathbb C)$$ and root subgroup factorization. Zbl 1402.22022
Basor, Estelle; Pickrell, Doug
2018
A $$q$$-generalization of the Toda equations for the $$q$$-Laguerre/Hermite orthogonal polynomials. Zbl 1416.33026
Chan, Chuan-Tsung; Liu, Hsiao-Fan
2018
Evidence of the Poisson/Gaudin-Mehta phase transition for band matrices on global scales. Zbl 1392.60014
Olver, Sheehan; Swan, Andrew
2018
Pre-averaging estimate of high dimensional integrated covariance matrix with noisy and asynchronous high-frequency data. Zbl 1395.62324
Liu, Zhi; Xia, Xiaochao; Zhou, Guoliang
2018
Cluster feature selection in high-dimensional linear models. Zbl 1384.62237
Lin, Bingqing; Pang, Zhen; Wang, Qihua
2018
Hurwitz and the origins of random matrix theory in mathematics. Zbl 1398.11119
Diaconis, Persi; Forrester, Peter J.
2017
Thinning and conditioning of the circular unitary ensemble. Zbl 1386.60025
Charlier, Christophe; Claeys, Tom
2017
Sum rules and large deviations for spectral measures on the unit circle. Zbl 1361.60020
Gamboa, Fabrice; Nagel, Jan; Rouault, Alain
2017
The circular law for random regular digraphs with random edge weights. Zbl 1370.05078
Cook, Nicholas
2017
Analytic geometry of semisimple coalescent Frobenius structures. Zbl 1383.53064
Cotti, Giordano; Guzzetti, Davide
2017
Central limit theorems for the real eigenvalues of large Gaussian random matrices. Zbl 1378.60054
Simm, N. J.
2017
On the limit of the spectral distribution of large-dimensional random quaternion covariance matrices. Zbl 1377.15022
Yin, Yanqing; Hu, Jiang
2017
Spectrum of large random Markov chains: heavy-tailed weights on the oriented complete graph. Zbl 06794803
Bordenave, Charles; Caputo, Pietro; Chafaï, Djalil; Piras, Daniele
2017
The recurrence coefficients of a semi-classical Laguerre polynomials and the large $$n$$ asymptotics of the associated Hankel determinant. Zbl 1376.33017
Han, Pengju; Chen, Yang
2017
Time-and-band limiting for matrix orthogonal polynomials of Jacobi type. Zbl 1376.33010
Castro, M.; Grünbaum, F. A.
2017
Exceptional solutions to the Painlevé VI equation associated with the generalized Jacobi weight. Zbl 1374.15015
Lyu, Shulin; Chen, Yang
2017
Universality of the matrix Airy and Bessel functions at spectral edges of unitary ensembles. Zbl 1378.60022
Bertola, M.; Cafasso, M.
2017
Patterned sparse random matrices: a moment approach. Zbl 1378.60021
Banerjee, Debapratim; Bose, Arup
2017
Largest eigenvalue of large random block matrices: a combinatorial approach. Zbl 1386.60023
Banerjee, Debapratim; Bose, Arup
2017
Exact relation between singular value and eigenvalue statistics. Zbl 1375.60020
Kieburg, Mario; Kösters, Holger
2016
From random matrices to long range dependence. Zbl 1381.60019
Chakrabarty, Arijit; Hazra, Rajat Subhra; Sarkar, Deepayan
2016
Finite $$N$$ corrections to the limiting distribution of the smallest eigenvalue of Wishart complex matrices. Zbl 1381.15031
Perret, Anthony; Schehr, Grégory
2016
$$k$$-extendibility of high-dimensional bipartite quantum states. Zbl 1346.60005
Lancien, Cécilia
2016
Polynomial generalizations of the sample variance-covariance matrix when $$pn^{-1}\to 0$$. Zbl 1356.60013
Bhattacharjee, Monika; Bose, Arup
2016
Painlevé I double scaling limit in the cubic random matrix model. Zbl 1339.30013
Bleher, Pavel; Deaño, Alfredo
2016
Bernstein-type inequality for a class of dependent random matrices. Zbl 1381.60017
Banna, Marwa; Merlevède, Florence; Youssef, Pierre
2016
Symplectic $$n$$-level densities with restricted support. Zbl 1402.11115
Mason, A. M.; Snaith, N. C.
2016
On the fluctuations of eigenvalues of multiplicative deformed unitary invariant ensembles. Zbl 1338.60076
2016
Matricial circular systems and random matrices. Zbl 1386.46053
Lenczewski, Romuald
2016
Large $$\mathrm{N}$$-limit for random matrices with external source with three distinct eigenvalues. Zbl 1381.60023
Xu, Jian; Fan, Engui; Chen, Yang
2016
Gaussian fluctuations of eigenvalues of random Hermitian matrices associated with fixed and varying weights. Zbl 1354.15026
Lubinsky, D. S.
2016
On the spectrum of random anti-symmetric and tournament matrices. Zbl 1355.15028
Sosoe, Philippe; Smilansky, Uzy
2016
Asymptotic spectra of matrix-valued functions of independent random matrices and free probability. Zbl 1331.60019
Götze, F.; Kösters, H.; Tikhomirov, A.
2015
Sampling unitary ensembles. Zbl 1333.65010
Olver, Sheehan; Nadakuditi, Raj Rao; Trogdon, Thomas
2015
On minimal singular values of random matrices with correlated entries. Zbl 1348.15023
Götze, F.; Naumov, A.; Tikhomirov, A.
2015
The singular values of the GOE. Zbl 1348.15022
Bornemann, Folkmar; La Croix, Michael
2015
The hard edge tacnode process and the hard edge pearcey process with non-intersecting squared Bessel paths. Zbl 1327.60185
Delvaux, Steven; Vető, Bálint
2015
Selberg integrals, super-hypergeometric functions and applications to $$\beta$$-ensembles of random matrices. Zbl 1328.15049
Desrosiers, Patrick; Liu, Dang-Zheng
2015
Limiting spectral measures for random matrix ensembles with a polynomial link function. Zbl 1348.15025
Miller, Steven J.; Swanson, Kirk; Tor, Kimsy; Winsor, Karl
2015
On the universality of spectral limit for random matrices with martingale differences entries. Zbl 1316.60032
2015
On fluctuations for random band Toeplitz matrices. Zbl 1360.60019
Li, Yiting; Sun, Xin
2015
Matrix models, Toeplitz determinants and recurrence times for powers of random unitary matrices. Zbl 1362.15026
Marchal, O.
2015
Convergence of eigenvalues to the support of the limiting measure in critical $$\beta$$ matrix models. Zbl 1331.60018
Fan, C.; Guionnet, A.; Song, Y.; Wang, A.
2015
Singular values of products of random matrices and polynomial ensembles. Zbl 1303.15045
Kuijlaars, Arno B. J.; Stivigny, Dries
2014
Plancherel-Rotach formulae for average characteristic polynomials of products of Ginibre random matrices and the Fuss-Catalan distribution. Zbl 1288.30033
Neuschel, Thorsten
2014
The singular values of the gue (less is more). Zbl 1330.15042
Edelman, Alan; La Croix, Michael
2014
Analysis of the limiting spectral measure of large random matrices of the separable covariance type. Zbl 1305.15078
Couillet, Romain; Hachem, Walid
2014
Correlation kernels for sums and products of random matrices. Zbl 1330.15040
Claeys, Tom; Kuijlaars, Arno B. J.; Wang, Dong
2014
Efficient computation of limit spectra of sample covariance matrices. Zbl 1330.65029
Dobriban, Edgar
2014
Eigenvector dynamics under free addition. Zbl 1301.60008
Allez, Romain; Bouchaud, Jean-Philippe
2014
Universality of local eigenvalue statistics in random matrices with external source. Zbl 1314.60030
O&rsquo;Rourke, Sean; Vu, Van
2014
Permanental processes from products of complex and quaternionic induced Ginibre ensembles. Zbl 1304.15025
Akemann, Gernot; Ipsen, Jesper R.; Strahov, Eugene
2014
Eigenvalue distributions of beta-Wishart matrices. Zbl 1306.15033
Edelman, Alan; Koev, Plamen
2014
Separability probability formulas and their proofs for generalized two-qubit X-matrices endowed with Hilbert-Schmidt and induced measures. Zbl 1330.15041
Dunkl, Charles F.; Slater, Paul B.
2014
Dynamical correlation functions for products of random matrices. Zbl 1330.15043
Strahov, Eugene
2014
The sine-law gap probability, Painlevé 5, and asymptotic expansion by the topological recursion. Zbl 1314.15027
Marchal, O.; Eynard, B.; Bergère, M.
2014
The beta-MANOVA ensemble with general covariance. Zbl 1291.62114
Dubbs, Alexander; Edelman, Alan
2014
On the spectral distribution of large weighted random regular graphs. Zbl 1305.15079
Goldmakher, Leo; Khoury, Cap; Miller, Steven J.; Ninsuwan, Kesinee
2014
...and 46 more Documents
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Cited by 896 Authors

 35 Forrester, Peter J. 24 Corwin, Ivan Z. 18 Bai, Zhi-Dong 17 Borodin, Alexei 16 Erdős, László 13 Ferrari, Patrik Lino 13 Nechita, Ion 11 Petrov, Leonid 10 Hu, Jiang 9 Collins, Benoît 9 Kieburg, Mario 9 Krüger, Torben 9 Pan, Guangming 9 Seppäläinen, Timo 8 Akemann, Gernot 8 Bose, Arup 8 Hammond, Alan 8 Liu, Dangzheng 8 O’Rourke, Sean D. 8 Rouault, Alain 8 Saha, Koushik 8 Yao, Jianfeng 8 Yau, Horng-Tzer 7 Bao, Zhigang 7 Benaych-Georges, Florent 7 Charlier, Christophe 7 Chen, Yang 7 Couillet, Romain 7 Gorin, Vadim 7 Jara, Milton D. 7 Kuijlaars, Arno B. J. 7 Nejjar, Peter 7 Tsai, Li-cheng 7 Wang, Dong 7 Zhou, Wang 6 Aggarwal, Amol 6 Capitaine, Mireille 6 Chafaï, Djalil 6 Ganguly, Shirshendu 6 Georgiou, Nicos 6 Gonçalves, Patrícia C. 6 Götze, Friedrich 6 Gu, Yu 6 Huang, Jiaoyang 6 Ipsen, Jesper R. 6 Liechty, Karl 6 Marchal, Olivier 6 Mezzadri, Francesco 6 Neuschel, Thorsten 6 Schröder, Dominik 6 Yin, Jun 6 Zhang, Lun 5 Barraquand, Guillaume 5 Belinschi, Serban Teodor 5 Chakrabarty, Arijit 5 Claeys, Tom 5 Deift, Percy A. 5 Ding, Xiucai 5 Filipuk, Galina V. 5 Gamboa, Fabrice 5 Hazra, Rajat Subhra 5 Knowles, Antti 5 Le Doussal, Pierre 5 Lin, Yier 5 Lopatto, Patrick 5 Nagel, Jan 5 Najim, Jamal 5 Perkowski, Nicolas 5 Quastel, Jeremy 5 Rassoul-Agha, Firas 5 Remenik, Daniel 5 Sasamoto, Tomohiro 5 Schehr, Grégory 5 Spohn, Herbert 5 Strahov, Eugene 5 Tikhomirov, Konstantin E. 5 Trogdon, Thomas 5 Vu, Van H. 5 Wang, Chen 5 Xia, Ningning 4 Adhikari, Kartick 4 Baik, Jinho 4 Benigni, Lucas 4 Betea, Dan 4 Bordenave, Charles 4 Bothner, Thomas 4 Bourgade, Paul 4 Breuer, Jonathan 4 Cipolloni, Giorgio 4 Comets, Francis M. 4 Cotti, Giordano 4 Deaño, Alfredo 4 Dimitrov, Evgeni I. 4 Dobriban, Edgar 4 Dubach, Guillaume 4 Edelman, Alan Stuart 4 Fukuda, Motohisa 4 Ghosal, Promit 4 Gubinelli, Massimiliano 4 Guzzetti, Davide ...and 796 more Authors
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Cited in 170 Journals

 72 Random Matrices: Theory and Applications 64 Journal of Statistical Physics 56 Communications in Mathematical Physics 45 Probability Theory and Related Fields 29 The Annals of Probability 28 Journal of Mathematical Physics 28 Electronic Journal of Probability 26 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 19 The Annals of Statistics 17 Journal of Multivariate Analysis 16 Statistics & Probability Letters 16 Journal of Physics A: Mathematical and Theoretical 14 Journal of Theoretical Probability 14 Journal of Statistical Mechanics: Theory and Experiment 14 SIGMA. Symmetry, Integrability and Geometry: Methods and Applications 12 Annales Henri Poincaré 11 Nuclear Physics. B 11 Stochastic Processes and their Applications 11 Bernoulli 10 Duke Mathematical Journal 10 The Annals of Applied Probability 9 Nonlinearity 9 Advances in Mathematics 9 Journal of Approximation Theory 9 Electronic Communications in Probability 8 Communications on Pure and Applied Mathematics 8 Journal of Functional Analysis 8 Constructive Approximation 8 Journal of High Energy Physics 7 Mathematical Physics, Analysis and Geometry 6 Letters in Mathematical Physics 5 Linear Algebra and its Applications 5 ALEA. Latin American Journal of Probability and Mathematical Statistics 4 Journal of Mathematical Analysis and Applications 4 Theoretical and Mathematical Physics 4 Proceedings of the American Mathematical Society 4 Transactions of the American Mathematical Society 4 Physica D 4 Statistical Papers 4 Probability Surveys 3 Physics Reports 3 Theory of Probability and its Applications 3 Inventiones Mathematicae 3 Memoirs of the American Mathematical Society 3 Journal of the American Mathematical Society 3 Geometric and Functional Analysis. GAFA 3 Communications in Statistics. Theory and Methods 3 Bulletin of the American Mathematical Society. New Series 3 Computational Statistics and Data Analysis 3 Selecta Mathematica. New Series 3 Séminaire Lotharingien de Combinatoire 3 Infinite Dimensional Analysis, Quantum Probability and Related Topics 3 Communications in Contemporary Mathematics 3 Quantum Information Processing 3 Forum of Mathematics, Sigma 3 Stochastic and Partial Differential Equations. Analysis and Computations 2 Advances in Applied Probability 2 Mathematical Methods in the Applied Sciences 2 Physica A 2 Canadian Journal of Mathematics 2 Journal of Differential Equations 2 Journal of Statistical Planning and Inference 2 Journal of Complexity 2 Random Structures & Algorithms 2 Integral Transforms and Special Functions 2 Journal of Difference Equations and Applications 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Journal of the European Mathematical Society (JEMS) 2 Foundations of Computational Mathematics 2 Journal of Machine Learning Research (JMLR) 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 Advances in Mathematical Physics 2 Journal of Spectral Theory 2 Analysis and Mathematical Physics 2 Forum of Mathematics, Pi 2 Discrete Analysis 2 Annales Henri Lebesgue 2 SIAM Journal on Mathematics of Data Science 1 Applicable Analysis 1 Archive for Rational Mechanics and Analysis 1 Computers & Mathematics with Applications 1 Indian Journal of Pure & Applied Mathematics 1 Inverse Problems 1 Israel Journal of Mathematics 1 Journal d’Analyse Mathématique 1 Linear and Multilinear Algebra 1 Mathematical Notes 1 Physics Letters. A 1 Rocky Mountain Journal of Mathematics 1 Reviews in Mathematical Physics 1 Journal of Geometry and Physics 1 Beiträge zur Algebra und Geometrie 1 Acta Mathematica 1 American Journal of Mathematics 1 Annals of the Institute of Statistical Mathematics 1 Compositio Mathematica 1 Functional Analysis and its Applications 1 Indiana University Mathematics Journal 1 Journal of the American Statistical Association 1 Journal of Combinatorial Theory. Series A ...and 70 more Journals
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Cited in 52 Fields

 597 Probability theory and stochastic processes (60-XX) 341 Linear and multilinear algebra; matrix theory (15-XX) 230 Statistical mechanics, structure of matter (82-XX) 117 Statistics (62-XX) 90 Special functions (33-XX) 84 Partial differential equations (35-XX) 77 Quantum theory (81-XX) 54 Combinatorics (05-XX) 44 Ordinary differential equations (34-XX) 43 Harmonic analysis on Euclidean spaces (42-XX) 39 Functional analysis (46-XX) 38 Operator theory (47-XX) 30 Dynamical systems and ergodic theory (37-XX) 26 Numerical analysis (65-XX) 22 Functions of a complex variable (30-XX) 18 Approximations and expansions (41-XX) 14 Information and communication theory, circuits (94-XX) 13 Number theory (11-XX) 10 Global analysis, analysis on manifolds (58-XX) 8 Measure and integration (28-XX) 8 Differential geometry (53-XX) 7 Computer science (68-XX) 7 Relativity and gravitational theory (83-XX) 6 Group theory and generalizations (20-XX) 6 Integral transforms, operational calculus (44-XX) 6 Integral equations (45-XX) 5 Algebraic geometry (14-XX) 5 Difference and functional equations (39-XX) 4 Nonassociative rings and algebras (17-XX) 4 Real functions (26-XX) 4 Potential theory (31-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 4 Convex and discrete geometry (52-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Topological groups, Lie groups (22-XX) 3 Several complex variables and analytic spaces (32-XX) 3 Abstract harmonic analysis (43-XX) 3 Operations research, mathematical programming (90-XX) 3 Systems theory; control (93-XX) 2 History and biography (01-XX) 2 Mechanics of particles and systems (70-XX) 2 Biology and other natural sciences (92-XX) 1 Mathematical logic and foundations (03-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Commutative algebra (13-XX) 1 Associative rings and algebras (16-XX) 1 Category theory; homological algebra (18-XX) 1 Sequences, series, summability (40-XX) 1 Geometry (51-XX) 1 General topology (54-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX)