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In this note, we show that the Lyapunov exponents of mixed products of random truncated Haar unitary and complex Ginibre matrices are asymptotically given by equally spaced `picket-fence statistics. We discuss how these statistics should originate from the connection between random matrix products and multiplicative Brownian motion on $operatorname{GL}_n(mathbb{C})$, analogous to the connection between discrete random walks and ordinary Brownian motion. Our methods are based on contour integral formulas for products of classical matrix ensembles from integrable probability.
We consider the empirical eigenvalue distribution of an $mtimes m$ principal submatrix of an $ntimes n$ random unitary matrix distributed according to Haar measure. For $n$ and $m$ large with $frac{m}{n}=alpha$, the empirical spectral measure is well
We prove rates of convergence for the circular law for the complex Ginibre ensemble. Specifically, we bound the expected $L_p$-Wasserstein distance between the empirical spectral measure of the normalized complex Ginibre ensemble and the uniform meas
For a fixed quadratic polynomial $mathfrak{p}$ in $n$ non-commuting variables, and $n$ independent $Ntimes N$ complex Ginibre matrices $X_1^N,dots, X_n^N$, we establish the convergence of the empirical spectral distribution of $P^N =mathfrak{p}(X_1^N
Let $sqrt{N}+lambda_{max}$ be the largest real eigenvalue of a random $Ntimes N$ matrix with independent $N(0,1)$ entries (the `real Ginibre matrix). We study the large deviations behaviour of the limiting $Nrightarrow infty$ distribution $P[lambda_{
We consider the bond percolation problem on a transient weighted graph induced by the excursion sets of the Gaussian free field on the corresponding cable system. Owing to the continuity of this setup and the strong Markov property of the field on th