Extreme value statistics (EVS) concerns the study of the statistics of the maximum or the
minimum of a set of random variables. This is an important problem for any time-series and …

The Ginibre unitary ensemble (GinUE) consists of $ N\times N $ random matrices with
independent complex standard Gaussian entries. This was introduced in 1965 by Ginbre …

We prove that the spectral radius of a large random matrix $ X $ with independent,
identically distributed complex entries follows the Gumbel law irrespective of the distribution …

We study a physical system of N interacting particles in R^d, d\geq1, subject to pair
repulsion and confined by an external field. We establish a large deviations principle for …

This open access book focuses on the Ginibre ensembles that are non-Hermitian random
matrices proposed by Ginibre in 1965. Since that time, they have enjoyed prominence within …

We consider non-Gaussian extensions of the elliptic Ginibre ensemble of complex non-
Hermitian random matrices by fixing the trace Tr (XX*) of the matrix X with a hard or soft …

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 …

We study the Ginibre ensemble of N× N complex random matrices and compute exactly, for
any finite N, the full distribution as well as all the cumulants of the number N r of eigenvalues …

We study random normal matrix models whose eigenvalues tend to be distributed within a
narrow “band” around the unit circle of width proportional to 1∕ n, where n is the size of …

We examine a two-dimensional Coulomb gas consisting of n identical repelling point
charges at an arbitrary inverse temperature β, subjected to a suitable external field. We …