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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

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 322 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

Citations contained in zbMATH Open

206 Publications have been cited 1,626 times in 1,249 Documents Cited by Year
The Kardar-Parisi-Zhang equation and universality class. Zbl 1247.82040
Corwin, Ivan
307
2012
Random matrices: universal properties of eigenvectors. Zbl 1248.15031
Tao, Terence; Vu, Van
48
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
24
2012
Exact relation between singular value and eigenvalue statistics. Zbl 1375.60020
Kieburg, Mario; Kösters, Holger
22
2016
Thinning and conditioning of the circular unitary ensemble. Zbl 1386.60025
Charlier, Christophe; Claeys, Tom
20
2017
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
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
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
Random matrices: sharp concentration of eigenvalues. Zbl 1296.15022
Tao, Terence; Vu, Van
16
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
The singular values of the gue (less is more). Zbl 1330.15042
Edelman, Alan; La Croix, Michael
16
2014
Sum rules and large deviations for spectral measures on the unit circle. Zbl 1361.60020
Gamboa, Fabrice; Nagel, Jan; Rouault, Alain
15
2017
Analysis of the limiting spectral measure of large random matrices of the separable covariance type. Zbl 1305.15078
Couillet, Romain; Hachem, Walid
15
2014
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
The circular law for random regular digraphs with random edge weights. Zbl 1370.05078
Cook, Nicholas
14
2017
Permanental processes from products of complex and quaternionic induced Ginibre ensembles. Zbl 1304.15025
Akemann, Gernot; Ipsen, Jesper R.; Strahov, Eugene
14
2014
Central limit theorem for linear statistics of eigenvalues of band random matrices. Zbl 1287.60012
Li, Lingyun; Soshnikov, Alexander
14
2013
PDEs satisfied by extreme eigenvalues distributions of GUE and LUE. Zbl 1288.60003
Basor, Estelle; Chen, Yang; Zhang, Lun
14
2012
Right tail asymptotic expansion of Tracy-Widom beta laws. Zbl 1266.60047
Borot, Gaëtan; Nadal, Céline
14
2012
Weingarten calculus for matrix ensembles associated with compact symmetric spaces. Zbl 1280.15020
Matsumoto, Sho
14
2013
Correlation kernels for sums and products of random matrices. Zbl 1330.15040
Claeys, Tom; Kuijlaars, Arno B. J.; Wang, Dong
14
2014
From random matrices to long range dependence. Zbl 1381.60019
Chakrabarty, Arijit; Hazra, Rajat Subhra; Sarkar, Deepayan
13
2016
Universality of local eigenvalue statistics in random matrices with external source. Zbl 1314.60030
O’Rourke, Sean; Vu, Van
13
2014
Asymptotic spectra of matrix-valued functions of independent random matrices and free probability. Zbl 1331.60019
Götze, F.; Kösters, H.; Tikhomirov, A.
13
2015
Eigenvector dynamics under free addition. Zbl 1301.60008
Allez, Romain; Bouchaud, Jean-Philippe
13
2014
Probability densities and distributions for spiked and general variance Wishart \(\beta\)-ensembles. Zbl 1281.15042
Forrester, Peter J.
13
2013
Painlevé I double scaling limit in the cubic random matrix model. Zbl 1339.30013
Bleher, Pavel; Deaño, Alfredo
12
2016
Analytic geometry of semisimple coalescent Frobenius structures. Zbl 1383.53064
Cotti, Giordano; Guzzetti, Davide
12
2017
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
Efficient computation of limit spectra of sample covariance matrices. Zbl 1330.65029
Dobriban, Edgar
12
2014
Finite \(N\) corrections to the limiting distribution of the smallest eigenvalue of Wishart complex matrices. Zbl 1381.15031
Perret, Anthony; Schehr, Grégory
11
2016
A study of two high-dimensional likelihood ratio tests under alternative hypotheses. Zbl 1485.62070
Chen, Huijun; Jiang, Tiefeng
11
2018
On minimal singular values of random matrices with correlated entries. Zbl 1348.15023
Götze, F.; Naumov, A.; Tikhomirov, A.
11
2015
The absolute positive partial transpose property for random induced states. Zbl 1260.60014
Collins, Benoit; Nechita, Ion; Ye, Deping
11
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
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
The spectrum of random kernel matrices: universality results for rough and varying kernels. Zbl 1273.15039
Do, Yen; Vu, Van
10
2013
Free deterministic equivalents, rectangular random matrix models, and operator-valued free probability theory. Zbl 1263.46053
Speicher, Roland; Vargas, Carlos
10
2012
Some remarks on the Dozier-Silverstein theorem for random matrices with dependent entries. Zbl 1282.60006
Adamczak, Radosław
10
2013
Moments of moments of characteristic polynomials of random unitary matrices and lattice point counts. Zbl 1482.15035
Assiotis, Theodoros; Keating, Jonathan P.
9
2021
Central limit theorems for the real eigenvalues of large Gaussian random matrices. Zbl 1378.60054
Simm, N. J.
9
2017
General moments of matrix elements from circular orthogonal ensembles. Zbl 1255.15043
Matsumoto, Sho
9
2012
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
8
2018
Sampling unitary ensembles. Zbl 1333.65010
Olver, Sheehan; Nadakuditi, Raj Rao; Trogdon, Thomas
8
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
8
2015
The singular values of the GOE. Zbl 1348.15022
Bornemann, Folkmar; La Croix, Michael
8
2015
On properties of a deformed Freud weight. Zbl 1426.33035
Zhu, Mengkun; Chen, Yang
8
2019
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
Eigenvalue variance bounds for Wigner and covariance random matrices. Zbl 1252.60011
Dallaporta, S.
8
2012
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
Gap probabilities in the bulk of the Airy process. Zbl 1503.60056
Blackstone, Elliot; Charlier, Christophe; Lenells, Jonatan
7
2022
Painlevé V, Painlevé XXXIV and the degenerate Laguerre unitary ensemble. Zbl 1440.15038
Min, Chao; Chen, Yang
7
2020
Linear differential equations for the resolvents of the classical matrix ensembles. Zbl 1480.15043
Rahman, Anas A.; Forrester, Peter J.
7
2021
Eigenvalue distributions of beta-Wishart matrices. Zbl 1306.15033
Edelman, Alan; Koev, Plamen
7
2014
Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices. Zbl 1460.60005
Cipolloni, Giorgio; Erdős, László
7
2020
Gaussian fluctuations for linear spectral statistics of deformed Wigner matrices. Zbl 1457.60009
Ji, Hong Chang; Lee, Ji Oon
7
2020
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
Results on the extension of isomonodromy deformations to the case of a resonant irregular singularity. Zbl 1425.34109
Cotti, Giordano; Guzzetti, Davide
7
2018
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
Matrix factorizations and orthogonal polynomials. Zbl 1437.33012
Dominici, Diego
6
2020
Bernstein-type inequality for a class of dependent random matrices. Zbl 1381.60017
Banna, Marwa; Merlevède, Florence; Youssef, Pierre
6
2016
Symmetries of the quaternionic Ginibre ensemble. Zbl 1477.15031
Dubach, Guillaume
6
2021
Time-and-band limiting for matrix orthogonal polynomials of Jacobi type. Zbl 1376.33010
Castro, M.; Grünbaum, F. A.
6
2017
\(k\)-extendibility of high-dimensional bipartite quantum states. Zbl 1346.60005
Lancien, Cécilia
6
2016
Polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to 0\). Zbl 1356.60013
Bhattacharjee, Monika; Bose, Arup
6
2016
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
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
Empirical distributions of Laplacian matrices of large dilute random graphs. Zbl 1252.05199
Jiang, Tiefeng
6
2012
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
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
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
5
2021
Moments of the ground state density for the \(d\)-dimensional Fermi gas in an harmonic trap. Zbl 1483.81172
Forrester, Peter J.
5
2021
Rate of convergence to the Circular Law via smoothing inequalities for log-potentials. Zbl 1479.60004
Götze, Friedrich; Jalowy, Jonas
5
2021
Linear eigenvalue statistics of random matrices with a variance profile. Zbl 1479.60010
Adhikari, Kartick; Jana, Indrajit; Saha, Koushik
5
2021
Complex random matrices have no real eigenvalues. Zbl 1390.60033
Luh, Kyle
5
2018
On fluctuations for random band Toeplitz matrices. Zbl 1360.60019
Li, Yiting; Sun, Xin
5
2015
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
Partial isometries, duality, and determinantal point processes. Zbl 1500.60024
Katori, Makoto; Shirai, Tomoyuki
5
2022
A dynamical version of the SYK model and the \(q\)-Brownian motion. Zbl 1494.37033
Pluma, Miguel; Speicher, Roland
5
2022
Boundaries of sine kernel universality for Gaussian perturbations of Hermitian matrices. Zbl 1423.60015
Claeys, Tom; Neuschel, Thorsten; Venker, Martin
5
2019
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
Inverse of the flow and moments of the free Jacobi process associated with one projection. Zbl 1392.60009
Demni, Nizar; Hamdi, Tarek
5
2018
Universal scaling limits of the symplectic elliptic Ginibre ensemble. Zbl 1517.60008
Byun, Sung-Soo; Ebke, Markus
5
2023
Uniform point variance bounds in classical beta ensembles. Zbl 1528.60013
Najnudel, Joseph; Virág, Bálint
5
2021
Spiked sample covariance matrices with possibly multiple bulk components. Zbl 1480.15041
Ding, Xiucai
4
2021
Universal scaling limits of the symplectic elliptic Ginibre ensemble. Zbl 1517.60008
Byun, Sung-Soo; Ebke, Markus
5
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
Gap probabilities in the bulk of the Airy process. Zbl 1503.60056
Blackstone, Elliot; Charlier, Christophe; Lenells, Jonatan
7
2022
Partial isometries, duality, and determinantal point processes. Zbl 1500.60024
Katori, Makoto; Shirai, Tomoyuki
5
2022
A dynamical version of the SYK model and the \(q\)-Brownian motion. Zbl 1494.37033
Pluma, Miguel; Speicher, Roland
5
2022
Sample canonical correlation coefficients of high-dimensional random vectors: local law and Tracy-Widom limit. Zbl 1526.60011
Yang, Fan
4
2022
Critical edge behavior in the singularly perturbed Pollaczek-Jacobi type unitary ensemble. Zbl 1526.33003
Wang, Zhaoyu; Fan, Engui
4
2022
High-low temperature dualities for the classical \(\beta \)-ensembles. Zbl 1500.37011
Forrester, Peter J.
3
2022
Expressing the largest eigenvalue of a singular beta \(F\)-matrix with heterogeneous hypergeometric functions. Zbl 1523.62053
Shimizu, Koki; Hashiguchi, Hiroki
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
Global and local scaling limits for the \(\beta=2\) Stieltjes-Wigert random matrix ensemble. Zbl 1501.15028
Forrester, Peter J.
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
Spectral properties for the Laplacian of a generalized Wigner matrix. Zbl 1493.60011
Chatterjee, Anirban; Hazra, Rajat Subhra
2
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
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
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
Moments of moments of characteristic polynomials of random unitary matrices and lattice point counts. Zbl 1482.15035
Assiotis, Theodoros; Keating, Jonathan P.
9
2021
Linear differential equations for the resolvents of the classical matrix ensembles. Zbl 1480.15043
Rahman, Anas A.; Forrester, Peter J.
7
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
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
5
2021
Moments of the ground state density for the \(d\)-dimensional Fermi gas in an harmonic trap. Zbl 1483.81172
Forrester, Peter J.
5
2021
Rate of convergence to the Circular Law via smoothing inequalities for log-potentials. Zbl 1479.60004
Götze, Friedrich; Jalowy, Jonas
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
Spiked sample covariance matrices with possibly multiple bulk components. Zbl 1480.15041
Ding, Xiucai
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
The strong circular law: a combinatorial view. Zbl 1479.60014
Jain, Vishesh
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
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
Spectrum of SYK model. II: Central limit theorem. Zbl 1526.60021
Feng, Renjie; Tian, Gang; Wei, Dongyi
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
7
2020
Gaussian fluctuations for linear spectral statistics of deformed Wigner matrices. Zbl 1457.60009
Ji, Hong Chang; Lee, Ji Oon
7
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
4
2020
Additive matrix convolutions of Pólya ensembles and polynomial ensembles. Zbl 1455.15009
Kieburg, Mario
4
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
Local laws for non-Hermitian random matrices and their products. Zbl 1472.60009
Götze, Friedrich; Naumov, Alexey; Tikhomirov, Alexander
3
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
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
Nonuniversality of fluctuations of outliers for Hermitian polynomials in a complex Wigner matrix and a spiked diagonal matrix. Zbl 1508.15024
Capitaine, Mireille
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
Multiple change-points detection in high dimension. Zbl 1437.62202
Wang, Yunlong; Zou, Changliang; Wang, Zhaojun; Yin, Guosheng
2
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
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
11
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
8
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
Complex random matrices have no real eigenvalues. Zbl 1390.60033
Luh, Kyle
5
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
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
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.
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
Loops in \(\mathrm{SL}(2, \mathbb C)\) and root subgroup factorization. Zbl 1402.22022
Basor, Estelle; Pickrell, Doug
3
2018
Mesoscopic perturbations of large random matrices. Zbl 1390.15121
Huang, Jiaoyang
3
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
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
...and 106 more Documents
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Cited by 1,215 Authors

46 Forrester, Peter J.
27 Corwin, Ivan Z.
23 Bai, Zhi-Dong
22 Chen, Yang
22 Erdős, László
20 Borodin, Alexei
17 Charlier, Christophe
14 Bose, Arup
14 Ferrari, Patrik Lino
14 Kieburg, Mario
14 Nechita, Ion
14 Petrov, Leonid
13 Hu, Jiang
12 Seppäläinen, Timo
11 Akemann, Gernot
11 Collins, Benoît
11 Gu, Yu
11 Pan, Guangming
11 Saha, Koushik
11 Schröder, Dominik
11 Tsai, Li-cheng
11 Yao, Jianfeng
10 Byun, Sung-Soo
10 Cipolloni, Giorgio
10 Hammond, Alan
10 Huang, Jiaoyang
10 Le Doussal, Pierre
10 O’Rourke, Sean D.
10 Schehr, Grégory
10 Wang, Dong
10 Yau, Horng-Tzer
10 Zhang, Lun
9 Claeys, Tom
9 Couillet, Romain
9 Ganguly, Shirshendu
9 Krüger, Torben
9 Kumar, Santosh
9 Li, Shihao
9 Liu, Dangzheng
9 Rouault, Alain
8 Aggarwal, Amol
8 Bao, Zhigang
8 Gorin, Vadim
8 Lin, Yier
8 Neuschel, Thorsten
8 Prolhac, Sylvain
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 Lee, Ji Oon
7 Lenells, Jonatan
7 Majumdar, Satya N.
7 Marchal, Olivier
7 Nejjar, Peter
7 Novaes, Marcel
7 Quastel, Jeremy
7 Schnelli, Kevin
7 Tikhomirov, Konstantin E.
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 Cunden, Fabio Deelan
6 Dimitrov, Evgeni I.
6 Dotsenko, Victor
6 Dubach, Guillaume
6 Filipuk, Galina V.
6 Georgiou, Nicos
6 Götze, Friedrich
6 Guzzetti, Davide
6 Hachem, Walid
6 Hazra, Rajat Subhra
6 Ipsen, Jesper R.
6 Keating, Jonathan Peter
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 Rassoul-Agha, Firas
6 Sasamoto, Tomohiro
6 Takeuchi, Kazumasa A.
6 Trogdon, Thomas
6 Vũ Hà Văn
6 Yaskov, Pavel A.
6 Yin, Jun
6 Zhang, Jiyuan
6 Zheng, Shurong
...and 1,115 more Authors
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Cited in 212 Journals

100 Random Matrices: Theory and Applications
73 Journal of Statistical Physics
70 Communications in Mathematical Physics
52 Probability Theory and Related Fields
47 Electronic Journal of Probability
47 Journal of Physics A: Mathematical and Theoretical
45 Journal of Mathematical Physics
34 Journal of Statistical Mechanics: Theory and Experiment
33 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
32 The Annals of Probability
22 The Annals of Statistics
22 Journal of Theoretical Probability
22 The Annals of Applied Probability
21 Journal of Multivariate Analysis
19 Nonlinearity
19 Stochastic Processes and their Applications
18 Annales Henri Poincaré
17 Statistics & Probability Letters
17 Journal of High Energy Physics
17 SIGMA. Symmetry, Integrability and Geometry: Methods and Applications
16 Advances in Mathematics
14 Communications on Pure and Applied 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
6 Forum of Mathematics, Sigma
5 Journal of Mathematical Analysis and Applications
5 Theoretical and Mathematical Physics
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
4 Mathematical Methods in the Applied Sciences
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 Israel Journal of Mathematics
2 Physica A
2 Canadian Journal of Mathematics
2 Colloquium Mathematicum
2 Journal of Differential Equations
2 Mathematische Annalen
2 Results in Mathematics
2 Journal of Complexity
2 Annals of Physics
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
...and 112 more Journals
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Cited in 55 Fields

861 Probability theory and stochastic processes (60-XX)
480 Linear and multilinear algebra; matrix theory (15-XX)
325 Statistical mechanics, structure of matter (82-XX)
180 Statistics (62-XX)
145 Special functions (33-XX)
125 Quantum theory (81-XX)
115 Partial differential equations (35-XX)
90 Combinatorics (05-XX)
65 Ordinary differential equations (34-XX)
62 Harmonic analysis on Euclidean spaces (42-XX)
62 Functional analysis (46-XX)
58 Operator theory (47-XX)
51 Dynamical systems and ergodic theory (37-XX)
33 Functions of a complex variable (30-XX)
33 Numerical analysis (65-XX)
32 Approximations and expansions (41-XX)
27 Number theory (11-XX)
18 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)
12 Integral transforms, operational calculus (44-XX)
11 Measure and integration (28-XX)
11 Relativity and gravitational theory (83-XX)
8 Nonassociative rings and algebras (17-XX)
8 Group theory and generalizations (20-XX)
8 Topological groups, Lie groups (22-XX)
8 Calculus of variations and optimal control; optimization (49-XX)
8 Convex and discrete geometry (52-XX)
7 Algebraic geometry (14-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 Abstract harmonic analysis (43-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 Several complex variables and analytic spaces (32-XX)
4 Associative rings and algebras (16-XX)
4 Operations research, mathematical programming (90-XX)
4 Systems theory; control (93-XX)
3 Fluid mechanics (76-XX)
2 History and biography (01-XX)
2 Algebraic topology (55-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 Field theory and polynomials (12-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)

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