The author considers the largest eigenvalues of random matrices from Gaussian unitary ensemble and Laguerre unitary ensemble, and the rightmost charge in certain random growth models. We obtain some precise asymptotics results, which are in a sense similar to the precise asymptotics for sums of independent random variables in the context of the law of large numbers and complete convergence. Our proofs depend heavily upon the upper and lower tail estimates for random matrices and random growth models. The Tracy–Widom distribution plays a central role as well
In this manuscript, we study the limiting distribution for the joint law of the largest and the smal...
Abstract. A conjecture has previously beenmade on the chaotic behavior of the eigenvectors of a clas...
This paper demonstrates an introduction to the statistical distribution of eigenval-ues in Random Ma...
Götze F, Tikhomirov AN. Limit theorems for spectra of random matrices with martingale structure. THE...
International audienceWe investigate random density matrices obtained by partial tracing larger rand...
The most classical problem in random matrix theory is to specify a natural joint distribution for th...
Let Un be an n × n Haar unitary matrix. In this paper, the asymptotic normality and independence of ...
none1noWe derive efficient recursive formulas giving the exact distribution of the largest eigenvalu...
Probability theory is based on the notion of independence. The celebrated law of large numbers and t...
The aim of this work is to explain some connections between random matrices and determinantal proces...
An important topic in random matrix theory is the study of the statistical properties of the eigenva...
Characterizing the exact asymptotic distributions of high-dimensional eigenvectors for large structu...
Abstract. In this paper, we are interested in the asymptotic properties for the largest eigenvalue o...
We discuss the spectral density for standard and free random Lévy matrices in the large N limit. The...
University of Minnesota Ph.D. dissertation. June 2013. Major: Statistics. Advisor: Tiefeng Jiang. 1 ...
In this manuscript, we study the limiting distribution for the joint law of the largest and the smal...
Abstract. A conjecture has previously beenmade on the chaotic behavior of the eigenvectors of a clas...
This paper demonstrates an introduction to the statistical distribution of eigenval-ues in Random Ma...
Götze F, Tikhomirov AN. Limit theorems for spectra of random matrices with martingale structure. THE...
International audienceWe investigate random density matrices obtained by partial tracing larger rand...
The most classical problem in random matrix theory is to specify a natural joint distribution for th...
Let Un be an n × n Haar unitary matrix. In this paper, the asymptotic normality and independence of ...
none1noWe derive efficient recursive formulas giving the exact distribution of the largest eigenvalu...
Probability theory is based on the notion of independence. The celebrated law of large numbers and t...
The aim of this work is to explain some connections between random matrices and determinantal proces...
An important topic in random matrix theory is the study of the statistical properties of the eigenva...
Characterizing the exact asymptotic distributions of high-dimensional eigenvectors for large structu...
Abstract. In this paper, we are interested in the asymptotic properties for the largest eigenvalue o...
We discuss the spectral density for standard and free random Lévy matrices in the large N limit. The...
University of Minnesota Ph.D. dissertation. June 2013. Major: Statistics. Advisor: Tiefeng Jiang. 1 ...
In this manuscript, we study the limiting distribution for the joint law of the largest and the smal...
Abstract. A conjecture has previously beenmade on the chaotic behavior of the eigenvectors of a clas...
This paper demonstrates an introduction to the statistical distribution of eigenval-ues in Random Ma...