Showing math.PRShow all
3 papers · 1 filter
math.PR2026
On the spectral radius of the ratio of Girko matrices
Djalil Chafaï, David GarcÃa-Zelada, Yuan Yuan Xu
Girko matrices have independent and identically distributed entries of mean zero and unit variance. In this note, we consider the random matrix model formed by the ratio of two ind…
math.PR2026
Singular central limit theorems for the spherical ensemble and beyond
Djalil Chafaï, David GarcÃa-Zelada, Yuan Yuan Xu
We study the fluctuations of logarithmic Green singularities in the spherical ensemble, viewed as a random discretization of the two-sphere. Smooth observables exhibit the usual So…
math.PR2026
On cutoff via rigidity for high dimensional curved diffusions
Djalil Chafaï, Max Fathi
We consider overdamped Langevin diffusions in Euclidean space, with curvature equal to the spectral gap. This includes the Ornstein-Uhlenbeck process as well as non-Gaussian and no…