Convergence of the spectral radius of a random matrix through its characteristic polynomial

C Bordenave, D Chafaï, D García-Zelada - Probability Theory and Related …, 2022 - Springer
Consider a square random matrix with independent and identically distributed entries of
mean zero and unit variance. We show that as the dimension tends to infinity, the spectral …

Outlier eigenvalues for deformed iid random matrices

C Bordenave, M Capitaine - Communications on Pure and …, 2016 - Wiley Online Library
We consider a square random matrix of size N of the form A+ Y where A is deterministic and
Y has iid entries with variance 1/N. Under mild assumptions, as N grows the empirical …

Ginibre-type point processes and their asymptotic behavior

T Shirai - Journal of the Mathematical Society of Japan, 2015 - jstage.jst.go.jp
We introduce Ginibre-type point processes as determinantal point processes associated
with the eigenspaces corresponding to the so-called Landau levels. The Ginibre point …

Asymptotic analysis of the characteristic polynomial for the Elliptic Ginibre Ensemble

Q François, D García-Zelada - arXiv preprint arXiv:2306.16720, 2023 - arxiv.org
We consider the Elliptic Ginibre Ensemble, a family of random matrix models that interpolate
between the Ginibre Ensemble and the Gaussian Unitary Ensemble and such that its …

The heat flow, GAF, and SL (2; R)

B Hall, CW Ho, J Jalowy, Z Kabluchko - arXiv preprint arXiv:2304.06665, 2023 - arxiv.org
We establish basic properties of the heat flow on entire holomorphic functions that have
order at most 2. We then look specifically at the action of the heat flow on the Gaussian …

Outliers of random perturbations of Toeplitz matrices with finite symbols

A Basak, O Zeitouni - Probability Theory and Related Fields, 2020 - Springer
Abstract Consider an N * NN× N Toeplitz matrix T_N TN with symbol a (λ):= ∑ _ ℓ=-d_2^
d_1 a_ ℓ λ^ ℓ a (λ):=∑ ℓ=-d 2 d 1 a ℓ λ ℓ, perturbed by an additive noise matrix N^-γ E_N N-γ …

[PDF][PDF] The density of zeros of random power series with stationary complex Gaussian coefficients

T Shirai - arXiv preprint arXiv:2501.02586, 2025 - arxiv.org
We study the zeros of random power series with stationary complex Gaussian coefficients,
whose spectral measure is absolutely continuous. We analyze the precise asymptotic …

Local universality for real roots of random trigonometric polynomials

A Iksanov, Z Kabluchko, A Marynych - 2016 - projecteuclid.org
Consider a random trigonometric polynomial X_n:R→R of the form X_n(t)=∑_k=1^n\left(ξ_k\
sin(kt)+η_k\cos(kt)\right), where (ξ_1,η_1),(ξ_2,η_2),... are independent identically …

Filtering with wavelet zeros and Gaussian analytic functions

LD Abreu, A Haimi, G Koliander, JL Romero - arXiv preprint arXiv …, 2018 - arxiv.org
We present the continuous wavelet transform (WT) of white Gaussian noise and establish a
connection to the theory of Gaussian analytic functions. Based on this connection, we …

Distances between zeroes and critical points for random polynomials with iid zeroes

Z Kabluchko, H Seidel - 2019 - projecteuclid.org
Consider a random polynomial Q_n of degree n+1 whose zeroes are iid random variables
ξ_0,ξ_1,...,ξ_n in the complex plane. We study the pairing between the zeroes of Q_n and its …