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: Journal; Indexed cover-to-cover Documents Indexed: 283 Publications (since 2012) References Indexed: 279 Publications with 8,443 References. all top 5 Latest Issues 12, No. 4 (2023) 12, No. 3 (2023) 12, No. 2 (2023) 12, No. 1 (2023) 11, No. 4 (2022) 11, No. 3 (2022) 11, No. 2 (2022) 11, No. 1 (2022) 10, No. 4 (2021) 10, No. 3 (2021) 10, No. 2 (2021) 10, No. 1 (2021) 9, No. 4 (2020) 9, No. 3 (2020) 9, No. 2 (2020) 9, No. 1 (2020) 8, No. 4 (2019) 8, No. 3 (2019) 8, No. 2 (2019) 8, No. 1 (2019) 7, No. 4 (2018) 7, No. 3 (2018) 7, No. 2 (2018) 7, No. 1 (2018) 6, No. 4 (2017) 6, No. 3 (2017) 6, No. 2 (2017) 6, No. 1 (2017) 5, No. 4 (2016) 5, No. 3 (2016) 5, No. 2 (2016) 5, No. 1 (2016) 4, No. 4 (2015) 4, No. 3 (2015) 4, No. 2 (2015) 4, No. 1 (2015) 3, No. 4 (2014) 3, No. 3 (2014) 3, No. 2 (2014) 3, No. 1 (2014) 2, No. 4 (2013) 2, No. 3 (2013) 2, No. 2 (2013) 2, No. 1 (2013) 1, No. 4 (2012) 1, No. 3 (2012) 1, No. 2 (2012) 1, No. 1 (2012) all top 5 Authors 14 Bose, Arup 12 Forrester, Peter J. 11 Chen, Yang 6 Bai, Zhi-Dong 6 Filipuk, Galina V. 6 Saha, Koushik 5 Rouault, Alain 5 Silverstein, Jack W. 5 Yao, Jianfeng 4 Charlier, Christophe 4 Claeys, Tom 4 das Neves Rebocho, Maria 4 Edelman, Alan Stuart 4 Götze, Friedrich 4 Hachem, Walid 4 Hazra, Rajat Subhra 4 Miller, Steven J. 4 Vũ Hà Văn 3 Adhikari, Kartick 3 Basor, Estelle L. 3 Benaych-Georges, Florent 3 Collins, Benoît 3 Ding, Xue 3 Dumitriu, Ioana 3 Koev, Plamen 3 Kuijlaars, Arno B. J. 3 Loubaton, Philippe 3 Mukherjee, Soumendu Sundar 3 Nagel, Jan 3 Nechita, Ion 3 Neuschel, Thorsten 3 Peligrad, Costel 3 Peligrad, Magda 3 Sen, Priyanka 3 Soshnikov, Alexander B. 3 Speicher, Roland 3 Tikhomirov, Alexander Nikolaevich 2 Adamczak, Radosław 2 Akemann, Gernot 2 Banerjee, Debapratim 2 Bertola, Marco 2 Bleher, Pavel M. 2 Bodnar, Taras 2 Cafasso, Mattia 2 Chakrabarti, Arijit 2 Cotti, Giordano 2 Dai, Dan 2 Dette, Holger 2 Donati-Martin, Catherine 2 Dubach, Guillaume 2 Erdős, László 2 Fan, Engui 2 Fan, Guoliang 2 Feng, Renjie 2 Fukuda, Motohisa 2 Gamboa, Fabrice 2 Guzzetti, Davide 2 Han, Pengju 2 Hashiguchi, Hiroki 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 Lodhia, Asad 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 Mingo, James A. 2 Nadakuditi, Raj Rao 2 Najim, Jamal 2 Naumov, Alekseĭ Aleksandrovich 2 Olver, Sheehan Shakiban 2 O’Rourke, Sean D. 2 Paquette, Elliot 2 Parolya, Nestor R. 2 Shimizu, Koki 2 Stevens, Marco 2 Strahov, Eugene 2 Tao, Terence 2 Thorsén, Erik 2 Tian, Gang 2 van Peski, Roger 2 Wang, Dong 2 Wang, Zhaojun 2 Wang, Zhenggang 2 Wei, Dongyi 2 Witte, Nicholas S. 2 Yang, Guangren 2 Yin, Yanqing 2 Zhang, Lun ...and 323 more Authors all top 5 Fields 213 Probability theory and stochastic processes (60-XX) 150 Linear and multilinear algebra; matrix theory (15-XX) 63 Statistics (62-XX) 41 Special functions (33-XX) 25 Functional analysis (46-XX) 19 Combinatorics (05-XX) 18 Ordinary differential equations (34-XX) 17 Harmonic analysis on Euclidean spaces (42-XX) 11 Quantum theory (81-XX) 10 Statistical mechanics, structure of matter (82-XX) 9 Operator theory (47-XX) 8 Partial differential equations (35-XX) 8 Numerical analysis (65-XX) 7 Dynamical systems and ergodic theory (37-XX) 7 Approximations and expansions (41-XX) 7 Information and communication theory, circuits (94-XX) 6 Functions of a complex variable (30-XX) 5 Number theory (11-XX) 4 Abstract harmonic analysis (43-XX) 3 General and overarching topics; collections (00-XX) 3 Measure and integration (28-XX) 3 Biology and other natural sciences (92-XX) 2 Group theory and generalizations (20-XX) 2 Topological groups, Lie groups (22-XX) 2 Difference and functional equations (39-XX) 2 Integral transforms, operational calculus (44-XX) 2 Convex and discrete geometry (52-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 History and biography (01-XX) 1 Mathematical logic and foundations (03-XX) 1 Algebraic geometry (14-XX) 1 Associative rings and algebras (16-XX) 1 Real functions (26-XX) 1 Integral equations (45-XX) 1 Differential geometry (53-XX) 1 Computer science (68-XX) 1 Mechanics of particles and systems (70-XX) 1 Relativity and gravitational theory (83-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 203 Publications have been cited 1,553 times in 1,197 Documents Cited by ▼ Year ▼ The Kardar-Parisi-Zhang equation and universality class. Zbl 1247.82040 Corwin, Ivan 285 2012 Random matrices: universal properties of eigenvectors. Zbl 1248.15031 Tao, Terence; Vu, Van 47 2012 Singular values of products of random matrices and polynomial ensembles. Zbl 1303.15045 Kuijlaars, Arno B. J.; Stivigny, Dries 42 2014 Global fluctuations for linear statistics of \({\beta}\)-Jacobi ensembles. Zbl 1268.60009 Dumitriu, Ioana; Paquette, Elliot 29 2012 Meet Andréief, Bordeaux 1886, and Andreev, Kharkov 1882–1883. Zbl 1421.15003 Forrester, Peter J. 28 2019 Hurwitz and the origins of random matrix theory in mathematics. Zbl 1398.11119 Diaconis, Persi; Forrester, Peter J. 25 2017 Partial transposition of random states and non-centered semicircular distributions. Zbl 1239.60002 Aubrun, Guillaume 23 2012 Exact relation between singular value and eigenvalue statistics. Zbl 1375.60020 Kieburg, Mario; Kösters, Holger 22 2016 Random matrix minor processes related to percolation theory. Zbl 1298.60014 Adler, Mark; van Moerbeke, Pierre; Wang, Dong 20 2013 No eigenvalues outside the support of the limiting spectral distribution of information-plus-noise type matrices. Zbl 1248.15028 Bai, Zhidong; Silverstein, Jack W. 19 2012 Thinning and conditioning of the circular unitary ensemble. Zbl 1386.60025 Charlier, Christophe; Claeys, Tom 19 2017 Estimation of spiked eigenvalues in spiked models. Zbl 1251.15037 Bai, Zhidong; Ding, Xue 17 2012 Random covariance matrices: universality of local statistics of eigenvalues up to the edge. Zbl 1288.15047 Wang, Ke 17 2012 On finite rank deformations of Wigner matrices. II: Delocalized perturbations. Zbl 1296.60008 Renfrew, David; Soshnikov, Alexander 17 2013 The spectrum of random inner-product kernel matrices. Zbl 06249061 Cheng, Xiuyuan; Singer, Amit 17 2013 Random right eigenvalues of Gaussian quaternionic matrices. Zbl 1245.15035 Benaych-Georges, Florent; Chapon, François 16 2012 On determining the number of spikes in a high-dimensional spiked population model. Zbl 1244.62028 Passemier, Damien; Yao, Jian-Feng 16 2012 Random matrices: sharp concentration of eigenvalues. Zbl 1296.15022 Tao, Terence; Vu, Van 16 2013 Analysis of the limiting spectral measure of large random matrices of the separable covariance type. Zbl 1305.15078 Couillet, Romain; Hachem, Walid 15 2014 Sum rules and large deviations for spectral measures on the unit circle. Zbl 1361.60020 Gamboa, Fabrice; Nagel, Jan; Rouault, Alain 15 2017 Plancherel-Rotach formulae for average characteristic polynomials of products of Ginibre random matrices and the Fuss-Catalan distribution. Zbl 1288.30033 Neuschel, Thorsten 15 2014 PDEs satisfied by extreme eigenvalues distributions of GUE and LUE. Zbl 1288.60003 Basor, Estelle; Chen, Yang; Zhang, Lun 14 2012 The singular values of the gue (less is more). Zbl 1330.15042 Edelman, Alan; La Croix, Michael 14 2014 Central limit theorem for linear statistics of eigenvalues of band random matrices. Zbl 1287.60012 Li, Lingyun; Soshnikov, Alexander 14 2013 Asymptotic spectra of matrix-valued functions of independent random matrices and free probability. Zbl 1331.60019 Götze, F.; Kösters, H.; Tikhomirov, A. 13 2015 From random matrices to long range dependence. Zbl 1381.60019 Chakrabarty, Arijit; Hazra, Rajat Subhra; Sarkar, Deepayan 13 2016 Correlation kernels for sums and products of random matrices. Zbl 1330.15040 Claeys, Tom; Kuijlaars, Arno B. J.; Wang, Dong 13 2014 The circular law for random regular digraphs with random edge weights. Zbl 1370.05078 Cook, Nicholas 13 2017 Probability densities and distributions for spiked and general variance Wishart \(\beta\)-ensembles. Zbl 1281.15042 Forrester, Peter J. 13 2013 Universality of local eigenvalue statistics in random matrices with external source. Zbl 1314.60030 O’Rourke, Sean; Vu, Van 12 2014 Analytic geometry of semisimple coalescent Frobenius structures. Zbl 1383.53064 Cotti, Giordano; Guzzetti, Davide 12 2017 Permanental processes from products of complex and quaternionic induced Ginibre ensembles. Zbl 1304.15025 Akemann, Gernot; Ipsen, Jesper R.; Strahov, Eugene 12 2014 Painlevé I double scaling limit in the cubic random matrix model. Zbl 1339.30013 Bleher, Pavel; Deaño, Alfredo 12 2016 Eigenvector dynamics under free addition. Zbl 1301.60008 Allez, Romain; Bouchaud, Jean-Philippe 12 2014 Efficient computation of limit spectra of sample covariance matrices. Zbl 1330.65029 Dobriban, Edgar 12 2014 The generating function for the Bessel point process and a system of coupled Painlevé V equations. Zbl 1422.60013 Charlier, Christophe; Doeraene, Antoine 12 2019 Weingarten calculus for matrix ensembles associated with compact symmetric spaces. Zbl 1280.15020 Matsumoto, Sho 12 2013 Right tail asymptotic expansion of Tracy-Widom beta laws. Zbl 1266.60047 Borot, Gaëtan; Nadal, Céline 12 2012 On minimal singular values of random matrices with correlated entries. Zbl 1348.15023 Götze, F.; Naumov, A.; Tikhomirov, A. 11 2015 A study of two high-dimensional likelihood ratio tests under alternative hypotheses. Zbl 1485.62070 Chen, Huijun; Jiang, Tiefeng 10 2018 Free deterministic equivalents, rectangular random matrix models, and operator-valued free probability theory. Zbl 1263.46053 Speicher, Roland; Vargas, Carlos 10 2012 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 10 2017 Some remarks on the Dozier-Silverstein theorem for random matrices with dependent entries. Zbl 1282.60006 Adamczak, Radosław 10 2013 The spectrum of random kernel matrices: universality results for rough and varying kernels. Zbl 1273.15039 Do, Yen; Vu, Van 10 2013 The absolute positive partial transpose property for random induced states. Zbl 1260.60014 Collins, Benoit; Nechita, Ion; Ye, Deping 10 2012 Orthogonal and symplectic Harish-Chandra integrals and matrix product ensembles. Zbl 1444.60012 Forrester, Peter J.; Ipsen, Jesper R.; Liu, Dang-Zheng; Zhang, Lun 10 2019 Finite \(N\) corrections to the limiting distribution of the smallest eigenvalue of Wishart complex matrices. Zbl 1381.15031 Perret, Anthony; Schehr, Grégory 9 2016 Spectra of overlapping Wishart matrices and the Gaussian free field. Zbl 1392.60010 Dumitriu, Ioana; Paquette, Elliot 9 2018 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 8 2012 The hard edge tacnode process and the hard edge pearcey process with non-intersecting squared Bessel paths. Zbl 1327.60185 Delvaux, Steven; Vető, Bálint 8 2015 The singular values of the GOE. Zbl 1348.15022 Bornemann, Folkmar; La Croix, Michael 8 2015 Sampling unitary ensembles. Zbl 1333.65010 Olver, Sheehan; Nadakuditi, Raj Rao; Trogdon, Thomas 8 2015 Central limit theorems for the real eigenvalues of large Gaussian random matrices. Zbl 1378.60054 Simm, N. J. 8 2017 Moments of moments of characteristic polynomials of random unitary matrices and lattice point counts. Zbl 1482.15035 Assiotis, Theodoros; Keating, Jonathan P. 8 2021 On properties of a deformed Freud weight. Zbl 1426.33035 Zhu, Mengkun; Chen, Yang 8 2019 The gap probabilities of the tacnode, Pearcey and Airy point processes, their mutual relationship and evaluation. Zbl 1274.60154 Bertola, M.; Cafasso, M. 8 2013 General moments of matrix elements from circular orthogonal ensembles. Zbl 1255.15043 Matsumoto, Sho 8 2012 Eigenvalue variance bounds for Wigner and covariance random matrices. Zbl 1252.60011 Dallaporta, S. 8 2012 Transport maps for \(\beta\)-matrix models in the multi-cut regime. Zbl 1390.60028 Bekerman, Florent 7 2018 Eigenvalue distributions of beta-Wishart matrices. Zbl 1306.15033 Edelman, Alan; Koev, Plamen 7 2014 Selberg integrals, super-hypergeometric functions and applications to \(\beta\)-ensembles of random matrices. Zbl 1328.15049 Desrosiers, Patrick; Liu, Dang-Zheng 7 2015 The sine-law gap probability, Painlevé 5, and asymptotic expansion by the topological recursion. Zbl 1314.15027 Marchal, O.; Eynard, B.; Bergère, M. 7 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. 7 2014 Painlevé V, Painlevé XXXIV and the degenerate Laguerre unitary ensemble. Zbl 1440.15038 Min, Chao; Chen, Yang 7 2020 Results on the extension of isomonodromy deformations to the case of a resonant irregular singularity. Zbl 1425.34109 Cotti, Giordano; Guzzetti, Davide 7 2018 On the limit of the spectral distribution of large-dimensional random quaternion covariance matrices. Zbl 1377.15022 Yin, Yanqing; Hu, Jiang 6 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 6 2017 Bernstein-type inequality for a class of dependent random matrices. Zbl 1381.60017 Banna, Marwa; Merlevède, Florence; Youssef, Pierre 6 2016 CLT for linear spectral statistics of a rescaled sample precision matrix. Zbl 1330.15045 Zheng, Shurong; Bai, Zhidong; Yao, Jianfeng 6 2014 Dynamical correlation functions for products of random matrices. Zbl 1330.15043 Strahov, Eugene 6 2014 Symmetries of the quaternionic Ginibre ensemble. Zbl 1477.15031 Dubach, Guillaume 6 2021 Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices. Zbl 1460.60005 Cipolloni, Giorgio; Erdős, László 6 2020 Gaussian fluctuations for linear spectral statistics of deformed Wigner matrices. Zbl 1457.60009 Ji, Hong Chang; Lee, Ji Oon 6 2020 Upper bounds for the maximum deviation of the Pearcey process. Zbl 1526.60006 Charlier, Christophe 6 2021 Marchenko-Pastur law with relaxed independence conditions. Zbl 1523.60018 Bryson, Jennifer; Vershynin, Roman; Zhao, Hongkai 6 2021 \(k\)-extendibility of high-dimensional bipartite quantum states. Zbl 1346.60005 Lancien, Cécilia 6 2016 Matrix factorizations and orthogonal polynomials. Zbl 1437.33012 Dominici, Diego 6 2020 A universality result for the global fluctuations of the eigenvectors of Wigner matrices. Zbl 1266.15046 Benaych-Georges, Florent 6 2012 Low entropy output states for products of random unitary channels. Zbl 1270.15023 Collins, Benoît; Fukuda, Motohisa; Nechita, Ion 6 2013 A CLT for information-theoretic statistics of non-centered Gram random matrices. Zbl 1262.15039 Hachem, Walid; Kharouf, Malika; Najim, Jamal; Silverstein, Jack W. 5 2012 On fluctuations for random band Toeplitz matrices. Zbl 1360.60019 Li, Yiting; Sun, Xin 5 2015 Polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to 0\). Zbl 1356.60013 Bhattacharjee, Monika; Bose, Arup 5 2016 Time-and-band limiting for matrix orthogonal polynomials of Jacobi type. Zbl 1376.33010 Castro, M.; Grünbaum, F. A. 5 2017 Fine asymptotics for models with Gamma type moments. Zbl 1477.60017 Eichelsbacher, Peter; Knichel, Lukas 5 2021 Linear differential equations for the resolvents of the classical matrix ensembles. Zbl 1480.15043 Rahman, Anas A.; Forrester, Peter J. 5 2021 Linear eigenvalue statistics of random matrices with a variance profile. Zbl 1479.60010 Adhikari, Kartick; Jana, Indrajit; Saha, Koushik 5 2021 Uniform point variance bounds in classical beta ensembles. Zbl 1528.60013 Najnudel, Joseph; Virág, Bálint 5 2021 Boundaries of sine kernel universality for Gaussian perturbations of Hermitian matrices. Zbl 1423.60015 Claeys, Tom; Neuschel, Thorsten; Venker, Martin 5 2019 Empirical distributions of Laplacian matrices of large dilute random graphs. Zbl 1252.05199 Jiang, Tiefeng 5 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 5 2012 Inverse of the flow and moments of the free Jacobi process associated with one projection. Zbl 1392.60009 Demni, Nizar; Hamdi, Tarek 5 2018 Partial isometries, duality, and determinantal point processes. Zbl 1500.60024 Katori, Makoto; Shirai, Tomoyuki 5 2022 Complex random matrices have no real eigenvalues. Zbl 1390.60033 Luh, Kyle 4 2018 Truncations of Haar distributed matrices, traces and bivariate Brownian bridges. Zbl 1247.15031 Donati-Martin, Catherine; Rouault, Alain 4 2012 Limiting spectral measures for random matrix ensembles with a polynomial link function. Zbl 1348.15025 Miller, Steven J.; Swanson, Kirk; Tor, Kimsy; Winsor, Karl 4 2015 Symplectic \(n\)-level densities with restricted support. Zbl 1402.11115 Mason, A. M.; Snaith, N. C. 4 2016 On the spectral distribution of large weighted random regular graphs. Zbl 1305.15079 Goldmakher, Leo; Khoury, Cap; Miller, Steven J.; Ninsuwan, Kesinee 4 2014 Nonstandard limit theorems and large deviations for the Jacobi beta ensemble. Zbl 1304.15026 Nagel, Jan 4 2014 Symmetries of the Feinberg-Zee random hopping matrix. Zbl 1408.47010 Hagger, Raffael 4 2014 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 4 2021 Universal scaling limits of the symplectic elliptic Ginibre ensemble. Zbl 1517.60008 Byun, Sung-Soo; Ebke, Markus 4 2023 On random matrices arising in deep neural networks: general I.I.D. case. Zbl 1517.60015 Pastur, Leonid; Slavin, Victor 3 2023 Characteristic polynomials of random truncations: moments, duality and asymptotics. Zbl 1517.15026 Serebryakov, Alexander; Simm, Nick; Dubach, Guillaume 1 2023 Spectral measure of empirical autocovariance matrices of high-dimensional Gaussian stationary processes. Zbl 1524.62412 Bose, Arup; Hachem, Walid 1 2023 Covariance kernel of linear spectral statistics for half-heavy tailed Wigner matrices. Zbl 1518.60032 Lodhia, Asad; Maltsev, Anna 1 2023 Limit theorems for moment processes of beta Dyson’s Brownian motions and beta Laguerre processes. Zbl 1523.60135 Nakano, Fumihiko; Trinh, Hoang Dung; Trinh, Khanh Duy 1 2023 Partial isometries, duality, and determinantal point processes. Zbl 1500.60024 Katori, Makoto; Shirai, Tomoyuki 5 2022 Sample canonical correlation coefficients of high-dimensional random vectors: local law and Tracy-Widom limit. Zbl 1526.60011 Yang, Fan 4 2022 Gap probabilities in the bulk of the Airy process. Zbl 1503.60056 Blackstone, Elliot; Charlier, Christophe; Lenells, Jonatan 4 2022 A dynamical version of the SYK model and the \(q\)-Brownian motion. Zbl 1494.37033 Pluma, Miguel; Speicher, Roland 4 2022 Expressing the largest eigenvalue of a singular beta \(F\)-matrix with heterogeneous hypergeometric functions. Zbl 1523.62053 Shimizu, Koki; Hashiguchi, Hiroki 3 2022 Critical edge behavior in the singularly perturbed Pollaczek-Jacobi type unitary ensemble. Zbl 1526.33003 Wang, Zhaoyu; Fan, Engui 3 2022 High-low temperature dualities for the classical \(\beta \)-ensembles. Zbl 1500.37011 Forrester, Peter J. 3 2022 Applications in random matrix theory of a \(\mathrm{PIII}^\prime\tau\)-function sequence from Okamoto’s Hamiltonian formulation. Zbl 1490.37087 Dai, Dan; Forrester, Peter J.; Xu, Shuai-Xia 2 2022 Joint global fluctuations of complex Wigner and deterministic matrices. Zbl 1491.15041 Male, Camile; Mingo, James A.; Péché, Sandrine; Speicher, Roland 2 2022 Relating random matrix map enumeration to a universal symbol calculus for recurrence operators in terms of Bessel-Appell polynomials. Zbl 1497.05020 Ercolani, Nicholas M.; Waters, Patrick 2 2022 High-dimensional regimes of non-stationary Gaussian correlated Wishart matrices. Zbl 1526.60030 Bourguin, Solesne; Dang, Thanh 1 2022 Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions. Zbl 1523.62079 Bodnar, Taras; Dette, Holger; Parolya, Nestor; Thorsén, Erik 1 2022 Improved composite quantile regression and variable selection with nonignorable dropouts. Zbl 1523.62052 Ma, Wei; Wang, Lei 1 2022 Ridgelized Hotelling’s \(T^2\) test on mean vectors of large dimension. Zbl 07762541 Ha, Gao-Fan; Zhang, Qiuyan; Bai, Zhidong; Wang, You-Gan 1 2022 Additivity violation of quantum channels via strong convergence to semi-circular and circular elements. Zbl 07762542 Fukuda, Motohisa; Hasebe, Takahiro; Sato, Shinya 1 2022 Global and local scaling limits for the \(\beta=2\) Stieltjes-Wigert random matrix ensemble. Zbl 1501.15028 Forrester, Peter J. 1 2022 Random matrices with independent entries: beyond non-crossing partitions. Zbl 1490.60020 Bose, Arup; Saha, Koushik; Sen, Arusharka; Sen, Priyanka 1 2022 Generalized heterogeneous hypergeometric functions and the distribution of the largest eigenvalue of an elliptical Wishart matrix. Zbl 1496.62092 Shinozaki, Aya; Shimizu, Koki; Hashiguchi, Hiroki 1 2022 Edge fluctuations for random normal matrix ensembles. Zbl 1507.60014 García-Zelada, David 1 2022 Spectral properties for the Laplacian of a generalized Wigner matrix. Zbl 1493.60011 Chatterjee, Anirban; Hazra, Rajat Subhra 1 2022 On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations. Zbl 1493.60012 Dembczak-Kołodziejczyk, Alicja; Lytova, Anna 1 2022 Joint CLT for top eigenvalues of sample covariance matrices of separable high dimensional long memory processes. Zbl 1493.15117 Tian, Peng 1 2022 Erratum to: “Some patterned matrices with independent entries”. Zbl 1491.60009 Bose, Arup; Saha, Koushik; Sen, Priyanka 1 2022 Moments of moments of characteristic polynomials of random unitary matrices and lattice point counts. Zbl 1482.15035 Assiotis, Theodoros; Keating, Jonathan P. 8 2021 Symmetries of the quaternionic Ginibre ensemble. Zbl 1477.15031 Dubach, Guillaume 6 2021 Upper bounds for the maximum deviation of the Pearcey process. Zbl 1526.60006 Charlier, Christophe 6 2021 Marchenko-Pastur law with relaxed independence conditions. Zbl 1523.60018 Bryson, Jennifer; Vershynin, Roman; Zhao, Hongkai 6 2021 Fine asymptotics for models with Gamma type moments. Zbl 1477.60017 Eichelsbacher, Peter; Knichel, Lukas 5 2021 Linear differential equations for the resolvents of the classical matrix ensembles. Zbl 1480.15043 Rahman, Anas A.; Forrester, Peter J. 5 2021 Linear eigenvalue statistics of random matrices with a variance profile. Zbl 1479.60010 Adhikari, Kartick; Jana, Indrajit; Saha, Koushik 5 2021 Uniform point variance bounds in classical beta ensembles. Zbl 1528.60013 Najnudel, Joseph; Virág, Bálint 5 2021 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 4 2021 Spiked sample covariance matrices with possibly multiple bulk components. Zbl 1480.15041 Ding, Xiucai 4 2021 Moments of the ground state density for the \(d\)-dimensional Fermi gas in an harmonic trap. Zbl 1483.81172 Forrester, Peter J. 4 2021 Rate of convergence to the Circular Law via smoothing inequalities for log-potentials. Zbl 1479.60004 Götze, Friedrich; Jalowy, Jonas 4 2021 Eigenvalues of the non-backtracking operator detached from the bulk. Zbl 1483.60012 Coste, Simon; Zhu, Yizhe 4 2021 Quaternionic second-order freeness and the fluctuations of large symplectically invariant random matrices. Zbl 1490.46065 Redelmeier, C. E. I. 3 2021 Some patterned matrices with independent entries. Zbl 1479.60013 Bose, Arup; Saha, Koushik; Sen, Priyanka 3 2021 Differential and difference equations for recurrence coefficients of orthogonal polynomials with hypergeometric weights and Bäcklund transformations of the sixth Painlevé equation. Zbl 1498.33011 Hu, Jie; Filipuk, Galina; Chen, Yang 2 2021 The strong circular law: a combinatorial view. Zbl 1479.60014 Jain, Vishesh 2 2021 Process convergence of fluctuations of linear eigenvalue statistics of random circulant matrices. Zbl 1528.60010 Bose, Arup; Maurya, Shambhu Nath; Saha, Koushik 2 2021 A degenerate Gaussian weight connected with Painlevé equations and Heun equations. Zbl 07762525 Han, Pengju; Chen, Yang 2 2021 Pair dependent linear statistics for C\( \beta\)E. Zbl 07762526 Aguirre, Ander; Soshnikov, Alexander; Sumpter, Joshua 2 2021 Approximation of the power functions of Roy’s largest root test under general spiked alternatives. Zbl 1479.62037 Hou, Zhiqiang; Liu, Yan; Bai, Zhidong; Hu, Jiang 1 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 1 2021 Harmonic means of Wishart random matrices. Zbl 1481.60011 Lodhia, Asad 1 2021 Polynomial with cyclic monotone elements with applications to random matrices with discrete spectrum. Zbl 1514.15047 Arizmendi, Octavio; Celestino, Adrián 1 2021 On the behavior of large empirical autocovariance matrices between the past and the future. Zbl 1480.15042 Loubaton, P.; Tieplova, D. 1 2021 Tracy-Widom law for the largest eigenvalue of sample covariance matrix generated by VARMA. Zbl 1483.62155 Tian, Boping; Zhang, Yangchun; Zhou, Wang 1 2021 Random non-abelian \(G\)-circulant matrices. Spectrum of random convolution operators on large finite groups. Zbl 1479.60009 Adamczak, Radosław 1 2021 Boolean cumulants and subordination in free probability. Zbl 07762527 Lehner, Franz; Szpojankowski, Kamil 1 2021 Finite free convolutions via Weingarten calculus. Zbl 07762529 Campbell, Jacob; Yin, Zhi 1 2021 Painlevé V, Painlevé XXXIV and the degenerate Laguerre unitary ensemble. Zbl 1440.15038 Min, Chao; Chen, Yang 7 2020 Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices. Zbl 1460.60005 Cipolloni, Giorgio; Erdős, László 6 2020 Gaussian fluctuations for linear spectral statistics of deformed Wigner matrices. Zbl 1457.60009 Ji, Hong Chang; Lee, Ji Oon 6 2020 Matrix factorizations and orthogonal polynomials. Zbl 1437.33012 Dominici, Diego 6 2020 The joint distribution of the marginals of multipartite random quantum states. Zbl 1476.81018 Dartois, Stephane; Lionni, Luca; Nechita, Ion 4 2020 Collision of eigenvalues for matrix-valued processes. Zbl 1456.60021 Jaramillo, Arturo; Nualart, David 4 2020 On the determinantal structure of conditional overlaps for the complex Ginibre ensemble. Zbl 1458.82006 Akemann, Gernot; Tribe, Roger; Tsareas, Athanasios; Zaboronski, Oleg 3 2020 Additive matrix convolutions of Pólya ensembles and polynomial ensembles. Zbl 1455.15009 Kieburg, Mario 3 2020 Local laws for non-Hermitian random matrices and their products. Zbl 1472.60009 Götze, Friedrich; Naumov, Alexey; Tikhomirov, Alexander 3 2020 Spectrum of SYK model. III: Large deviations and concentration of measures. Zbl 1434.60026 Feng, Renjie; Tian, Gang; Wei, Dongyi 3 2020 Laguerre-Hahn orthogonal polynomials on the real line. Zbl 1437.33007 das Neves Rebocho, Maria 3 2020 Outlier detection for multinomial data with a large number of categories. Zbl 1456.62094 Yang, Xiaona; Wang, Zhaojun; Zi, Xuemin 1 2020 Tests for high-dimensional covariance matrices. Zbl 1456.62098 Chen, Jing; Wang, Xiaoyi; Zheng, Shurong; Liu, Baisen; Shi, Ning-Zhong 1 2020 A setwise EWMA scheme for monitoring high-dimensional datastreams. Zbl 1440.62208 Feng, Long; Ren, Haojie; Zou, Changliang 1 2020 Estimation and testing for panel data partially linear single-index models with errors correlated in space and time. Zbl 1440.62214 Zhao, Jian-Qiang; Zhao, Yan-Yong; Lin, Jin-Guan; Miao, Zhang-Xiao; Khaled, Waled 1 2020 On the distribution of an arbitrary subset of the eigenvalues for some finite dimensional random matrices. Zbl 1437.60007 Chiani, Marco; Zanella, Alberto 1 2020 Meet Andréief, Bordeaux 1886, and Andreev, Kharkov 1882–1883. Zbl 1421.15003 Forrester, Peter J. 28 2019 The generating function for the Bessel point process and a system of coupled Painlevé V equations. Zbl 1422.60013 Charlier, Christophe; Doeraene, Antoine 12 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 10 2019 On properties of a deformed Freud weight. Zbl 1426.33035 Zhu, Mengkun; Chen, Yang 8 2019 Boundaries of sine kernel universality for Gaussian perturbations of Hermitian matrices. Zbl 1423.60015 Claeys, Tom; Neuschel, Thorsten; Venker, Martin 5 2019 Densities of the extreme eigenvalues of Beta-MANOVA matrices. Zbl 1451.60016 Kan, Raymond; Koev, Plamen 3 2019 Bounds on the norm of Wigner-type random matrices. Zbl 1422.60015 Erdős, László; Mühlbacher, Peter 3 2019 Asymptotic null and non-null distributions of test statistics for redundancy in high-dimensional canonical correlation analysis. Zbl 1428.62097 Oda, Ryoya; Yanagihara, Hirokazu; Fujikoshi, Yasunori 2 2019 Multiple change-points detection in high dimension. Zbl 1437.62202 Wang, Yunlong; Zou, Changliang; Wang, Zhaojun; Yin, Guosheng 2 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 1 2019 Brown measure and asymptotic freeness of elliptic and related matrices. Zbl 1448.60083 Adhikari, Kartick; Bose, Arup 1 2019 A study of two high-dimensional likelihood ratio tests under alternative hypotheses. Zbl 1485.62070 Chen, Huijun; Jiang, Tiefeng 10 2018 Spectra of overlapping Wishart matrices and the Gaussian free field. Zbl 1392.60010 Dumitriu, Ioana; Paquette, Elliot 9 2018 Transport maps for \(\beta\)-matrix models in the multi-cut regime. Zbl 1390.60028 Bekerman, Florent 7 2018 Results on the extension of isomonodromy deformations to the case of a resonant irregular singularity. Zbl 1425.34109 Cotti, Giordano; Guzzetti, Davide 7 2018 Inverse of the flow and moments of the free Jacobi process associated with one projection. Zbl 1392.60009 Demni, Nizar; Hamdi, Tarek 5 2018 Complex random matrices have no real eigenvalues. Zbl 1390.60033 Luh, Kyle 4 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 4 2018 Mesoscopic perturbations of large random matrices. Zbl 1390.15121 Huang, Jiaoyang 3 2018 On the quasi-Ablowitz-Segur and quasi-Hastings-McLeod solutions of the Inhomogeneous Painlevé II equation. Zbl 1416.33029 Dai, Dan; Hu, Weiying 3 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 2 2018 Loops in \(\mathrm{SL}(2, \mathbb C)\) and root subgroup factorization. Zbl 1402.22022 Basor, Estelle; Pickrell, Doug 2 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. 2 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. 2 2018 Cluster feature selection in high-dimensional linear models. Zbl 1384.62237 Lin, Bingqing; Pang, Zhen; Wang, Qihua 1 2018 Erratum to: “The limiting spectral distribution in terms of spectral densitys”. Zbl 1383.60027 Peligrad, Costel; Peligrad, Magda 1 2018 ...and 103 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 1,198 Authors 45 Forrester, Peter J. 25 Corwin, Ivan Z. 23 Bai, Zhi-Dong 22 Chen, Yang 21 Erdős, László 20 Borodin, Alexei 15 Charlier, Christophe 14 Ferrari, Patrik Lino 14 Kieburg, Mario 14 Nechita, Ion 14 Petrov, Leonid 13 Bose, Arup 13 Hu, Jiang 12 Seppäläinen, Timo 11 Akemann, Gernot 11 Gu, Yu 11 O’Rourke, Sean D. 11 Pan, Guangming 11 Saha, Koushik 11 Yao, Jianfeng 10 Byun, Sung-Soo 10 Collins, Benoît 10 Hammond, Alan 10 Huang, Jiaoyang 10 Schröder, Dominik 10 Tsai, Li-cheng 10 Wang, Dong 10 Yau, Horng-Tzer 10 Zhang, Lun 9 Cipolloni, Giorgio 9 Claeys, Tom 9 Couillet, Romain 9 Ganguly, Shirshendu 9 Krüger, Torben 9 Li, Shihao 9 Liu, Dangzheng 9 Rouault, Alain 8 Aggarwal, Amol 8 Bao, Zhigang 8 Gorin, Vadim 8 Kumar, Santosh 8 Lin, Yier 8 Neuschel, Thorsten 8 Xu, Shuaixia 7 Benaych-Georges, Florent 7 Deaño, Alfredo 7 Ding, Xiucai 7 Ghosal, Promit 7 Gonçalves, Patrícia C. 7 Jara, Milton D. 7 Kuijlaars, Arno B. J. 7 Marchal, Olivier 7 Nejjar, Peter 7 Quastel, Jeremy 7 Schehr, Grégory 7 Schnelli, Kevin 7 Zhou, Wang 7 Zhu, Mengkun 6 Assiotis, Theodoros 6 Bleher, Pavel M. 6 Bourgade, Paul 6 Capitaine, Mireille 6 Chafaï, Djalil 6 Chakrabarti, Arijit 6 Dimitrov, Evgeni I. 6 Dubach, Guillaume 6 Filipuk, Galina V. 6 Georgiou, Nicos 6 Götze, Friedrich 6 Guzzetti, Davide 6 Hazra, Rajat Subhra 6 Ipsen, Jesper R. 6 Lee, Ji Oon 6 Lenells, Jonatan 6 Liechty, Karl 6 Lopatto, Patrick 6 Lyu, Shulin 6 Maurya, Shambhu Nath 6 Mezzadri, Francesco 6 Min, Chao 6 Najim, Jamal 6 Perkowski, Nicolas 6 Prolhac, Sylvain 6 Rassoul-Agha, Firas 6 Sasamoto, Tomohiro 6 Tikhomirov, Konstantin E. 6 Trogdon, Thomas 6 Vũ Hà Văn 6 Yaskov, Pavel A. 6 Yin, Jun 6 Zhang, Jiyuan 6 Zygouras, Nikolaos 5 Arizmendi, Octavio 5 Barraquand, Guillaume 5 Basu, Riddhipratim 5 Belinschi, Serban Teodor 5 Benigni, Lucas 5 Betea, Dan 5 Bothner, Thomas 5 Cotti, Giordano ...and 1,098 more Authors all top 5 Cited in 209 Journals 98 Random Matrices: Theory and Applications 72 Journal of Statistical Physics 70 Communications in Mathematical Physics 51 Probability Theory and Related Fields 46 Electronic Journal of Probability 44 Journal of Physics A: Mathematical and Theoretical 43 Journal of Mathematical Physics 33 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 32 The Annals of Probability 22 The Annals of Statistics 21 Journal of Theoretical Probability 20 Journal of Multivariate Analysis 20 The Annals of Applied Probability 19 Nonlinearity 19 Stochastic Processes and their Applications 17 Statistics & Probability Letters 17 Journal of High Energy Physics 17 SIGMA. Symmetry, Integrability and Geometry: Methods and Applications 16 Annales Henri Poincaré 16 Journal of Statistical Mechanics: Theory and Experiment 14 Communications on Pure and Applied Mathematics 14 Advances in Mathematics 14 Bernoulli 12 ALEA. Latin American Journal of Probability and Mathematical Statistics 11 Nuclear Physics. B 11 Journal of Approximation Theory 11 Probability and Mathematical Physics 10 Duke Mathematical Journal 10 Journal of Functional Analysis 10 Constructive Approximation 10 Electronic Communications in Probability 9 Letters in Mathematical Physics 9 Transactions of the American Mathematical Society 9 Mathematical Physics, Analysis and Geometry 8 Studies in Applied Mathematics 7 Linear Algebra and its Applications 7 Computational Statistics and Data Analysis 7 Quantum Information Processing 6 Physica D 6 Probability Surveys 5 Journal of Mathematical Analysis and Applications 5 Theory of Probability and its Applications 5 Inventiones Mathematicae 5 Journal of the American Statistical Association 5 Random Structures & Algorithms 5 SIAM Journal on Mathematical Analysis 5 Statistical Papers 5 Selecta Mathematica. New Series 5 Forum of Mathematics, Sigma 4 Mathematical Methods in the Applied Sciences 4 Theoretical and Mathematical Physics 4 Proceedings of the American Mathematical Society 4 Geometric and Functional Analysis. GAFA 4 Communications in Statistics. Theory and Methods 4 Journal of Machine Learning Research (JMLR) 3 Physics Reports 3 Journal of Statistical Planning and Inference 3 Memoirs of the American Mathematical Society 3 Proceedings of the London Mathematical Society. Third Series 3 Advances in Applied Mathematics 3 Journal of the American Mathematical Society 3 Bulletin of the American Mathematical Society. New Series 3 Integral Transforms and Special Functions 3 Séminaire Lotharingien de Combinatoire 3 Infinite Dimensional Analysis, Quantum Probability and Related Topics 3 Journal of the European Mathematical Society (JEMS) 3 Communications in Contemporary Mathematics 3 Foundations of Computational Mathematics 3 Electronic Journal of Statistics 3 Journal of Spectral Theory 3 Stochastic and Partial Differential Equations. Analysis and Computations 3 SIAM Journal on Mathematics of Data Science 2 Advances in Applied Probability 2 Archive for Rational Mechanics and Analysis 2 Physica A 2 Canadian Journal of Mathematics 2 Colloquium Mathematicum 2 Journal of Differential Equations 2 Results in Mathematics 2 Journal of Complexity 2 L’Enseignement Mathématique. 2e Série 2 Journal of Mathematical Sciences (New York) 2 Statistica Sinica 2 Journal of Difference Equations and Applications 2 The Ramanujan Journal 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Acta Mathematica Sinica. English Series 2 Brazilian Journal of Probability and Statistics 2 Acta Mathematica Scientia. Series B. (English Edition) 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 Journal of Mathematical Physics, Analysis, Geometry 2 Complex Analysis and Operator Theory 2 Advances in Mathematical Physics 2 Science China. Mathematics 2 Advances in Pure and Applied Mathematics 2 Sankhyā. Series A 2 Analysis and Mathematical Physics 2 Statistics and Computing 2 Forum of Mathematics, Pi 2 Annales de l’Institut Henri Poincaré D. Combinatorics, Physics and their Interactions ...and 109 more Journals all top 5 Cited in 54 Fields 835 Probability theory and stochastic processes (60-XX) 464 Linear and multilinear algebra; matrix theory (15-XX) 298 Statistical mechanics, structure of matter (82-XX) 176 Statistics (62-XX) 143 Special functions (33-XX) 118 Quantum theory (81-XX) 113 Partial differential equations (35-XX) 87 Combinatorics (05-XX) 64 Ordinary differential equations (34-XX) 62 Harmonic analysis on Euclidean spaces (42-XX) 60 Functional analysis (46-XX) 54 Operator theory (47-XX) 50 Dynamical systems and ergodic theory (37-XX) 31 Functions of a complex variable (30-XX) 31 Numerical analysis (65-XX) 30 Approximations and expansions (41-XX) 27 Number theory (11-XX) 17 Information and communication theory, circuits (94-XX) 15 Global analysis, analysis on manifolds (58-XX) 14 Difference and functional equations (39-XX) 13 Computer science (68-XX) 11 Integral transforms, operational calculus (44-XX) 10 Measure and integration (28-XX) 10 Relativity and gravitational theory (83-XX) 8 Nonassociative rings and algebras (17-XX) 8 Calculus of variations and optimal control; optimization (49-XX) 8 Convex and discrete geometry (52-XX) 7 Group theory and generalizations (20-XX) 7 Real functions (26-XX) 7 Integral equations (45-XX) 7 Differential geometry (53-XX) 7 Biology and other natural sciences (92-XX) 6 Algebraic geometry (14-XX) 6 Topological groups, Lie groups (22-XX) 6 Mechanics of particles and systems (70-XX) 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Potential theory (31-XX) 5 Abstract harmonic analysis (43-XX) 4 Operations research, mathematical programming (90-XX) 4 Systems theory; control (93-XX) 3 Associative rings and algebras (16-XX) 3 Several complex variables and analytic spaces (32-XX) 2 History and biography (01-XX) 2 Algebraic topology (55-XX) 2 Fluid mechanics (76-XX) 1 General and overarching topics; collections (00-XX) 1 Mathematical logic and foundations (03-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Commutative algebra (13-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) Citations by Year