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math.PR2025
Spectral independence of almost fully correlated random matrices
Oleksii Kolupaiev
We study the joint spectral properties of two coupled random matrices and , which are either real symmetric or complex Hermitian. The entries of these matrices e…
math.PR2025
Law of fractional logarithm for random matrices
Zhigang Bao, Giorgio Cipolloni, László Erdős +2
We prove the Paquette-Zeitouni law of fractional logarithm (LFL) for the extreme eigenvalues [arXiv:1505.05627] in full generality, and thereby verify a conjecture from [arXiv:1505…
math.PR2025
Decorrelation transition in the Wigner minor process
Zhigang Bao, Giorgio Cipolloni, László Erdős +2
We consider the Wigner minor process, i.e. the eigenvalues of an Wigner matrix together with the eigenvalues of all its minors, , $n\le N…