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math-ph2016★ 3 cited
On the ratio probability of the smallest eigenvalues in the Laguerre Unitary Ensemble
Max Atkin, Christophe Charlier, Stefan Zohren
We study the probability distribution of the ratio between the second smallest and smallest eigenvalue in the Laguerre Unitary Ensemble. The probability that this ratio…
math-ph2016
Thinning and conditioning of the Circular Unitary Ensemble
Christophe Charlier, Tom Claeys
We apply the operation of random independent thinning on the eigenvalues of Haar distributed unitary random matrices. We study gap probabilities for the thinned eigenva…