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math.PR2020★ 7 cited
Airy Point Process via Supersymmetric Lifts
Andrew Ahn
We study the local asymptotics at the edge for particle systems arising from: (i) eigenvalues of sums of unitarily invariant random Hermitian matrices and (ii) signatures correspon…
math-ph2020★ 4 cited
Product Matrix Processes with Symplectic and Orthogonal Invariance via Symmetric Functions
Andrew Ahn, Eugene Strahov
We apply symmetric function theory to study random processes formed by singular values of products of truncations of Haar distributed symplectic and orthogonal matrices. These prod…