Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture
P Diaconis - Bulletin of the American Mathematical Society, 2003 - ams.org
Typical large unitary matrices show remarkable patterns in their eigenvalue distribution.
These same patterns appear in telephone encryption, the zeros of Riemann's zeta function …
These same patterns appear in telephone encryption, the zeros of Riemann's zeta function …
Applications of extreme value statistics in physics
JY Fortin, M Clusel - Journal of Physics A: Mathematical and …, 2015 - iopscience.iop.org
We present a descriptive review of physical problems dealing with extreme values in several
fields of physics. We consider different physical situations involving random variables that …
fields of physics. We consider different physical situations involving random variables that …
Random matrix theory and ζ (1/2+ it)
JP Keating, NC Snaith - Communications in Mathematical Physics, 2000 - Springer
We study the characteristic polynomials Z (U, θ) of matrices U in the Circular Unitary
Ensemble (CUE) of Random Matrix Theory. Exact expressions for any matrix size N are …
Ensemble (CUE) of Random Matrix Theory. Exact expressions for any matrix size N are …
[BUKU][B] Eigenvalue distribution of large random matrices
LA Pastur, M Shcherbina - 2011 - books.google.com
Random matrix theory is a wide and growing field with a variety of concepts, results, and
techniques and a vast range of applications in mathematics and the related sciences. The …
techniques and a vast range of applications in mathematics and the related sciences. The …
[PDF][PDF] Value-distribution of L-functions
J Steuding - 2007 - dspace.kottakkalfarookcollege.edu …
L-functions are important objects in modern number theory. They are generating functions
formed out of local data associated with either an arithmetic object or with an automorphic …
formed out of local data associated with either an arithmetic object or with an automorphic …
Linear functionals of eigenvalues of random matrices
P Diaconis, S Evans - Transactions of the American Mathematical Society, 2001 - ams.org
Let $ M_n $ be a random $ n\times n $ unitary matrix with distribution given by Haar
measure on the unitary group. Using explicit moment calculations, a general criterion is …
measure on the unitary group. Using explicit moment calculations, a general criterion is …
Fluctuations of eigenvalues and second order Poincaré inequalities
S Chatterjee - Probability Theory and Related Fields, 2009 - Springer
Linear statistics of eigenvalues in many familiar classes of random matrices are known to
obey gaussian central limit theorems. The proofs of such results are usually rather difficult …
obey gaussian central limit theorems. The proofs of such results are usually rather difficult …
Freezing transitions and extreme values: random matrix theory, and disordered landscapes
We argue that the freezing transition scenario, previously conjectured to occur in the
statistical mechanics of 1/f-noise random energy models, governs, after reinterpretation, the …
statistical mechanics of 1/f-noise random energy models, governs, after reinterpretation, the …
Maximum of the characteristic polynomial of random unitary matrices
It was recently conjectured by Fyodorov, Hiary and Keating that the maximum of the
characteristic polynomial on the unit circle of a N * NN× N random unitary matrix sampled …
characteristic polynomial on the unit circle of a N * NN× N random unitary matrix sampled …
Freezing Transition, Characteristic Polynomials of Random Matrices,<? format?> and the Riemann Zeta Function
We argue that the freezing transition scenario, previously explored in the statistical
mechanics of 1/f—noise random energy models, also determines the value distribution of …
mechanics of 1/f—noise random energy models, also determines the value distribution of …