We apply the operation of random independent thinning on the eigenvalues of n×n Haar distributed unitary random matrices. We study gap probabilities for the thinned eigenvalues, and we study the statistics of the eigenvalues of random unitary matrices which are conditioned such that there are no thinned eigenvalues on a given arc of the unit circle. Various probabilistic quantities can be expressed in terms of Toeplitz determinants and orthogonal polynomials on the unit circle, and we use these expressions to obtain asymptotics as n→∞
We generally study the density of eigenvalues in unitary ensembles of random matrices from the recur...
LetAbe annbynmatrix whose elements are independent random variables with standard normal distributio...
We study the eigenvalues and the eigenvectors of N X N structured random matrices of the form H = W ...
Toeplitz and Hankel determinants arise in many different areas of mathematics, such as statistical m...
We review some recent developments in random matrix theory, and establish a moderate deviation resul...
Extremal spacings between eigenphases of random unitary matrices of size N pertaining to circular en...
Abstract. This paper studies the extreme gaps between eigenvalues of random matrices. We give the jo...
We study averages of multiplicative eigenvalue statistics in ensembles of orthogonal Haar distribute...
ABSTRACT. The study of the limiting distribution of eigenvalues of N × N random matrices as N → ∞ h...
Let A be an n by n matrix whose elements are independent random variables with standard normal distr...
We develop an efficient algorithm for sampling the eigenvalues of random matrices distributed accord...
We show that the limiting eigenvalue density of the product of n identically distributed random matr...
If a random unitary matrix U is raised to a sufficiently high power, its eigenvalues are exactly dis...
AbstractWe generally study the density of eigenvalues in unitary ensembles of random matrices from t...
AbstractLetAbe annbynmatrix whose elements are independent random variables with standard normal dis...
We generally study the density of eigenvalues in unitary ensembles of random matrices from the recur...
LetAbe annbynmatrix whose elements are independent random variables with standard normal distributio...
We study the eigenvalues and the eigenvectors of N X N structured random matrices of the form H = W ...
Toeplitz and Hankel determinants arise in many different areas of mathematics, such as statistical m...
We review some recent developments in random matrix theory, and establish a moderate deviation resul...
Extremal spacings between eigenphases of random unitary matrices of size N pertaining to circular en...
Abstract. This paper studies the extreme gaps between eigenvalues of random matrices. We give the jo...
We study averages of multiplicative eigenvalue statistics in ensembles of orthogonal Haar distribute...
ABSTRACT. The study of the limiting distribution of eigenvalues of N × N random matrices as N → ∞ h...
Let A be an n by n matrix whose elements are independent random variables with standard normal distr...
We develop an efficient algorithm for sampling the eigenvalues of random matrices distributed accord...
We show that the limiting eigenvalue density of the product of n identically distributed random matr...
If a random unitary matrix U is raised to a sufficiently high power, its eigenvalues are exactly dis...
AbstractWe generally study the density of eigenvalues in unitary ensembles of random matrices from t...
AbstractLetAbe annbynmatrix whose elements are independent random variables with standard normal dis...
We generally study the density of eigenvalues in unitary ensembles of random matrices from the recur...
LetAbe annbynmatrix whose elements are independent random variables with standard normal distributio...
We study the eigenvalues and the eigenvectors of N X N structured random matrices of the form H = W ...