Level crossing in random matrices. II. Random perturbation of a random matrix

On Random Matrices Ii

Level Crossing Probabilities Ii: Polygonal Recurrence of Multidimensional Random Walks

In part I (math.PR/0406392) we proved for an arbitrary onedimensional random walk with independent increments that the probability of crossing a level at a given time n is O(n). In higher dimensions we call a random walk ’polygonally recurrent’ (resp. transient) if a.s. infinitely many (resp. finitely many) of the straight lines between two consecutive sites hit a given bounded set. The above e...

Random Polynomials, Random Matrices, and L-functions, Ii

We show that the Circular Orthogonal Ensemble of random matrices arises naturally from a family of random polynomials. This sheds light on the appearance of random matrix statistics in the zeros of the Riemann zeta-function.

Random Matrices and Random Boxes

OF THE DISSERTATION Random matrices and random boxes by Linh V. Tran Dissertation Director: Prof. Van Vu This thesis concerns two questions on random structures: the semi-circular law for adjacency matrix of regular random graph and the piercing number for random boxes. • Random matrices We proved in full generality the semi-circular law for random d-regular graph model in the case d tends to i...

Random Growth and Random Matrices

We give a survey of some of the recent results on certain two-dimensional random growth models and their relation to random matrix theory, in particular to the Tracy-Widom distribution for the largest eigenvalue. The problems are related to that of finding the length of the longest increasing subsequence in a random permutation. We also give a new approach to certain results for the Schur measu...