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math.PR2024
On the spectral edge of non-Hermitian random matrices
Andrew Campbell, Giorgio Cipolloni, László Erdős +1
For general non-Hermitian random matrices and deterministic deformation matrices , we prove that the local eigenvalue statistics of close to the typical edge points of…
math.PR2023
Density of Brown measure of free circular Brownian motion
László Erdős, Hong Chang Ji
We consider the Brown measure of the free circular Brownian motion, , with an arbitrary initial condition , i.e. $\boldsymbol…
math.PR2019
Regularity properties of free multiplicative convolution on the positive line
Hong Chang Ji
Given two nondegenerate Borel probability measures and on , we prove that their free multiplicative convolution has zero singular c…