@article{18880,
  abstract     = {In this paper, we provide a rate of convergence for a version of the Carathéodory convergence for the multiple SLE model with a Dyson Brownian motion driver towards its hydrodynamic limit, for β=1 and β=2. The results are obtained by combining techniques from the field of Schramm–Loewner Evolutions with modern techniques from random matrices. Our approach shows how one can apply modern tools used in the proof of universality in random matrix theory to the field of Schramm–Loewner Evolutions.},
  author       = {Campbell, Andrew J and Luh, Kyle and Margarint, Vlad},
  issn         = {2010-3271},
  journal      = {Random Matrices: Theory and Application},
  number       = {1},
  publisher    = {World Scientific Publishing},
  title        = {{Rate of convergence in multiple SLE using random matrix theory}},
  doi          = {10.1142/S201032632450028X},
  volume       = {14},
  year         = {2025},
}

@article{17047,
  abstract     = {We provide a dynamical study of a model of multiplicative perturbation of a unitary matrix introduced by Fyodorov. In particular, we identify a flow of deterministic domains that bound the spectrum with high probability, separating the outlier from the typical eigenvalues at all sub-critical timescales. These results are obtained under generic assumptions on U that hold for a variety of unitary random matrix models.},
  author       = {Dubach, Guillaume and Reker, Jana},
  issn         = {2010-3271},
  journal      = {Random Matrices: Theory and Applications},
  number       = {2},
  publisher    = {World Scientific Publishing},
  title        = {{Dynamics of a rank-one multiplicative perturbation of a unitary matrix}},
  doi          = {10.1142/s2010326324500072},
  volume       = {13},
  year         = {2024},
}

@article{17079,
  abstract     = {We study moments of characteristic polynomials of truncated Haar distributed matrices from the three classical compact groups O(N), U(N) and Sp(2N). For finite matrix size we calculate the moments in terms of hypergeometric functions of matrix argument and give explicit integral representations highlighting the duality between the moment and the matrix size as well as the duality between the orthogonal and symplectic cases. Asymptotic expansions in strong and weak non-unitarity regimes are obtained. Using the connection to matrix hypergeometric functions, we establish limit theorems for the log-modulus of the characteristic polynomial evaluated on the unit circle.},
  author       = {Serebryakov, Alexander and Simm, Nick and Dubach, Guillaume},
  issn         = {2010-3271},
  journal      = {Random Matrices: Theory and Applications},
  number       = {01},
  publisher    = {World Scientific Publishing},
  title        = {{Characteristic polynomials of random truncations: Moments, duality and asymptotics}},
  doi          = {10.1142/s2010326322500496},
  volume       = {12},
  year         = {2023},
}

@article{11135,
  abstract     = {We consider a correlated NxN Hermitian random matrix with a polynomially decaying metric correlation structure. By calculating the trace of the moments of the matrix and using the summable decay of the cumulants, we show that its operator norm is stochastically dominated by one.},
  author       = {Reker, Jana},
  issn         = {2010-3271},
  journal      = {Random Matrices: Theory and Applications},
  keywords     = {Discrete Mathematics and Combinatorics, Statistics, Probability and Uncertainty, Statistics and Probability, Algebra and Number Theory},
  number       = {4},
  publisher    = {World Scientific Publishing},
  title        = {{On the operator norm of a Hermitian random matrix with correlated entries}},
  doi          = {10.1142/s2010326322500368},
  volume       = {11},
  year         = {2022},
}

@article{6488,
  abstract     = {We prove a central limit theorem for the difference of linear eigenvalue statistics of a sample covariance matrix W˜ and its minor W. We find that the fluctuation of this difference is much smaller than those of the individual linear statistics, as a consequence of the strong correlation between the eigenvalues of W˜ and W. Our result identifies the fluctuation of the spatial derivative of the approximate Gaussian field in the recent paper by Dumitru and Paquette. Unlike in a similar result for Wigner matrices, for sample covariance matrices, the fluctuation may entirely vanish.},
  author       = {Cipolloni, Giorgio and Erdös, László},
  issn         = {2010-3271},
  journal      = {Random Matrices: Theory and Application},
  number       = {3},
  publisher    = {World Scientific Publishing},
  title        = {{Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices}},
  doi          = {10.1142/S2010326320500069},
  volume       = {9},
  year         = {2020},
}

@article{5971,
  abstract     = {We consider a Wigner-type ensemble, i.e. large hermitian N×N random matrices H=H∗ with centered independent entries and with a general matrix of variances Sxy=𝔼∣∣Hxy∣∣2. The norm of H is asymptotically given by the maximum of the support of the self-consistent density of states. We establish a bound on this maximum in terms of norms of powers of S that substantially improves the earlier bound 2∥S∥1/2∞ given in [O. Ajanki, L. Erdős and T. Krüger, Universality for general Wigner-type matrices, Prob. Theor. Rel. Fields169 (2017) 667–727]. The key element of the proof is an effective Markov chain approximation for the contributions of the weighted Dyck paths appearing in the iterative solution of the corresponding Dyson equation.},
  author       = {Erdös, László and Mühlbacher, Peter},
  issn         = {2010-3271},
  journal      = {Random matrices: Theory and applications},
  publisher    = {World Scientific Publishing},
  title        = {{Bounds on the norm of Wigner-type random matrices}},
  doi          = {10.1142/s2010326319500096},
  year         = {2018},
}