2 papers
math.PR2026
Multilevel limits of spiked random matrix minors
Benjamin Landon, Tara Stojimirovic
We consider the largest eigenvalues of minors of the classical Gaussian random matrices with a finite rank spike in the critical BBP regime. We show that they converge to a multi-l…
math.PR2026
Gaussian Multiplicative Chaos for i.i.d. matrices
Giorgio Cipolloni, Benjamin Landon
We consider matrices with i.i.d. entries, and prove that the random measure $μ_N(z):=\frac{ | \det (X-z)|^γ}{\mathbb{E}[ | \det (X-z)|^γ]} \mathrm{d} z\mathrm{d} \o…