In this paper we consider random block matrices which generalize the classical Laguerre ensemble and the Jacobi ensemble. We show that the random eigenvalues of the matrices can be uniformly approximated by the roots of matrix orthogonal polynomials and obtain a rate for the maximum difference between the eigenvalues and the roots. This relation between the random block matrices and matrix orthogonal polynomials allows a derivation of the asymptotic spectral distribution of the matrices
This volume expands on a set of lectures held at the Courant Institute on Riemann-Hilbert problems, ...
We generally study the density of eigenvalues in unitary ensembles of random matrices from the recur...
Recently, the study of products of random matrices gained a lot of interest. Motivated by this, we w...
AbstractIn this paper we consider random block matrices which generalize the classical Laguerre ense...
AbstractThe asymptotic behaviour of the eigenvalues of random block-matrices is investigated with bl...
We introduce a new matrix operation on a pair of matrices, sw(A,X), and discuss its implications on ...
We review some recent developments in random matrix theory, and establish a moderate deviation resul...
Abstract. In this article, we study in detail a family of random matrix ensembles, which are obtaine...
AbstractWe prove that block random matrices consisting of Wigner-type blocks have as many large (str...
AbstractWe present an informal review of results on asymptotics of orthogonal polynomials, stressing...
We study Hermitian random matrix models with an external source matrix which has equispaced eigenval...
We consider an extension of Erd\H{o}s-R\'enyi graph known in literature as Stochastic Block Model ...
AbstractWe generally study the density of eigenvalues in unitary ensembles of random matrices from t...
The aim of this work is to explain some connections between random matrices and determinantal proces...
ABSTRACT. The study of the limiting distribution of eigenvalues of N × N random matrices as N → ∞ h...
This volume expands on a set of lectures held at the Courant Institute on Riemann-Hilbert problems, ...
We generally study the density of eigenvalues in unitary ensembles of random matrices from the recur...
Recently, the study of products of random matrices gained a lot of interest. Motivated by this, we w...
AbstractIn this paper we consider random block matrices which generalize the classical Laguerre ense...
AbstractThe asymptotic behaviour of the eigenvalues of random block-matrices is investigated with bl...
We introduce a new matrix operation on a pair of matrices, sw(A,X), and discuss its implications on ...
We review some recent developments in random matrix theory, and establish a moderate deviation resul...
Abstract. In this article, we study in detail a family of random matrix ensembles, which are obtaine...
AbstractWe prove that block random matrices consisting of Wigner-type blocks have as many large (str...
AbstractWe present an informal review of results on asymptotics of orthogonal polynomials, stressing...
We study Hermitian random matrix models with an external source matrix which has equispaced eigenval...
We consider an extension of Erd\H{o}s-R\'enyi graph known in literature as Stochastic Block Model ...
AbstractWe generally study the density of eigenvalues in unitary ensembles of random matrices from t...
The aim of this work is to explain some connections between random matrices and determinantal proces...
ABSTRACT. The study of the limiting distribution of eigenvalues of N × N random matrices as N → ∞ h...
This volume expands on a set of lectures held at the Courant Institute on Riemann-Hilbert problems, ...
We generally study the density of eigenvalues in unitary ensembles of random matrices from the recur...
Recently, the study of products of random matrices gained a lot of interest. Motivated by this, we w...