@article{14667, abstract = {For large dimensional non-Hermitian random matrices X with real or complex independent, identically distributed, centered entries, we consider the fluctuations of f (X) as a matrix where f is an analytic function around the spectrum of X. We prove that for a generic bounded square matrix A, the quantity Tr f (X)A exhibits Gaussian fluctuations as the matrix size grows to infinity, which consists of two independent modes corresponding to the tracial and traceless parts of A. We find a new formula for the variance of the traceless part that involves the Frobenius norm of A and the L2-norm of f on the boundary of the limiting spectrum. }, author = {Erdös, László and Ji, Hong Chang}, issn = {0246-0203}, journal = {Annales de l'institut Henri Poincare (B) Probability and Statistics}, number = {4}, pages = {2083--2105}, publisher = {Institute of Mathematical Statistics}, title = {{Functional CLT for non-Hermitian random matrices}}, doi = {10.1214/22-AIHP1304}, volume = {59}, year = {2023}, } @article{10797, abstract = {We consider symmetric partial exclusion and inclusion processes in a general graph in contact with reservoirs, where we allow both for edge disorder and well-chosen site disorder. We extend the classical dualities to this context and then we derive new orthogonal polynomial dualities. From the classical dualities, we derive the uniqueness of the non-equilibrium steady state and obtain correlation inequalities. Starting from the orthogonal polynomial dualities, we show universal properties of n-point correlation functions in the non-equilibrium steady state for systems with at most two different reservoir parameters, such as a chain with reservoirs at left and right ends.}, author = {Floreani, Simone and Redig, Frank and Sau, Federico}, issn = {0246-0203}, journal = {Annales de l'institut Henri Poincare (B) Probability and Statistics}, number = {1}, pages = {220--247}, publisher = {Institute of Mathematical Statistics}, title = {{Orthogonal polynomial duality of boundary driven particle systems and non-equilibrium correlations}}, doi = {10.1214/21-AIHP1163}, volume = {58}, year = {2022}, } @article{72, abstract = {We consider the totally asymmetric simple exclusion process (TASEP) with non-random initial condition having density ρ on ℤ− and λ on ℤ+, and a second class particle initially at the origin. For ρ<λ, there is a shock and the second class particle moves with speed 1−λ−ρ. For large time t, we show that the position of the second class particle fluctuates on a t1/3 scale and determine its limiting law. We also obtain the limiting distribution of the number of steps made by the second class particle until time t.}, author = {Ferrari, Patrick and Ghosal, Promit and Nejjar, Peter}, issn = {0246-0203}, journal = {Annales de l'institut Henri Poincare (B) Probability and Statistics}, number = {3}, pages = {1203--1225}, publisher = {Institute of Mathematical Statistics}, title = {{Limit law of a second class particle in TASEP with non-random initial condition}}, doi = {10.1214/18-AIHP916}, volume = {55}, year = {2019}, } @article{7423, abstract = {We compare finite rank perturbations of the following three ensembles of complex rectangular random matrices: First, a generalised Wishart ensemble with one random and two fixed correlation matrices introduced by Borodin and Péché, second, the product of two independent random matrices where one has correlated entries, and third, the case when the two random matrices become also coupled through a fixed matrix. The singular value statistics of all three ensembles is shown to be determinantal and we derive double contour integral representations for their respective kernels. Three different kernels are found in the limit of infinite matrix dimension at the origin of the spectrum. They depend on finite rank perturbations of the correlation and coupling matrices and are shown to be integrable. The first kernel (I) is found for two independent matrices from the second, and two weakly coupled matrices from the third ensemble. It generalises the Meijer G-kernel for two independent and uncorrelated matrices. The third kernel (III) is obtained for the generalised Wishart ensemble and for two strongly coupled matrices. It further generalises the perturbed Bessel kernel of Desrosiers and Forrester. Finally, kernel (II), found for the ensemble of two coupled matrices, provides an interpolation between the kernels (I) and (III), generalising previous findings of part of the authors.}, author = {Akemann, Gernot and Checinski, Tomasz and Liu, Dangzheng and Strahov, Eugene}, issn = {0246-0203}, journal = {Annales de l'Institut Henri Poincaré, Probabilités et Statistiques}, number = {1}, pages = {441--479}, publisher = {Institute of Mathematical Statistics}, title = {{Finite rank perturbations in products of coupled random matrices: From one correlated to two Wishart ensembles}}, doi = {10.1214/18-aihp888}, volume = {55}, year = {2019}, } @article{6240, abstract = {For a general class of large non-Hermitian random block matrices X we prove that there are no eigenvalues away from a deterministic set with very high probability. This set is obtained from the Dyson equation of the Hermitization of X as the self-consistent approximation of the pseudospectrum. We demonstrate that the analysis of the matrix Dyson equation from (Probab. Theory Related Fields (2018)) offers a unified treatment of many structured matrix ensembles.}, author = {Alt, Johannes and Erdös, László and Krüger, Torben H and Nemish, Yuriy}, issn = {0246-0203}, journal = {Annales de l'institut Henri Poincare}, number = {2}, pages = {661--696}, publisher = {Institut Henri Poincaré}, title = {{Location of the spectrum of Kronecker random matrices}}, doi = {10.1214/18-AIHP894}, volume = {55}, year = {2019}, }