Oct 2026· The Annals of Applied Probability· 0 citations· 17 references
Abstract
We study the annealed complexity of Gaussian random homogeneous polynomials on the (N−1)-dimensional unit sphere in the presence of deterministic perturbations depending on fixed orthonormal vectors and external parameters. We derive variational formulas for the exponential asymptotics of the average number of total critical points and local maxima. Our approach combines the Kac–Rice formula with determinant asymptotics for finite-rank perturbations of Gaussian Wigner matrices. In particular, the determinant analysis builds on recent results by Guionnet and Husson (ALEA Lat. Amer. J. Probab. Math. Stat. 19 (2022) 769–797) on finite-rank spherical integrals, which we use to study large deviations of the largest eigenvalue of finite-rank Gaussian Wigner matrices. The resulting variational problems reveal a topological phase transition: above an explicit threshold in the external parameters, new zero-complexity regions emerge, corresponding to critical points with large correlation with the perturbation vectors. We also identify regions associated with critical points having large correlations with several vectors simultaneously; numerical evidence suggests that these critical points are more likely to be saddles than local maxima.
We establish the large-$n$ asymptotics of Hankel determinants for unitary random matrix ensembles possessing a higher-order edge singularity. We focus on ensembles where the equilibrium measure is supported on a single interval and the limiting eigenvalue density vanishes to order $2k+\frac{1}{2}$ for $k \in \mathbb{N}...
We study high-dimensional random-matrix limits of Gaussian Kullback--Leibler unbalanced optimal transport (KL-UOT). Under equal marginal penalties, the covariance action admits an exact log-determinant representation in terms of a nonlinear ridge product, together with a positive-semidefinite extension that remains fin...
We study the microscopic spectrum at the origin of ratios of independent complex Girko matrices. Under bounded-density and finite-moment assumptions, together with circular second-moment matching, we prove compact-uniform convergence of the normalized determinants to a random entire function constructed from the comple...
We study the eigenvalues of the random Laplacian matrix $D - A$, where $A$ is a Wigner matrix with sub-Gaussian entries and the diagonal matrix $D$ contains the row sums of $A$. Our main results show that the extreme eigenvalues of this model exhibit Poisson statistics; in particular, after the appropriate centering an...
We study the laws of large numbers for the largest eigenvalues among all principal minors of Wishart matrices and deformed GOE matrices. We propose a new method based on identifying the deterministic sets to which the random sets formed by suitably normalized principal minors converge in Hausdorff distance, thereby red...
Zhaorui Dong, Tiefeng Jiang, Tuan Pham et al.· 0 citations
We study the asymptotic null spectrum of Gaussian-weighted tests of univariate normality with estimated location and scale. Closed Hermite coefficients give equations both away from and at the unperturbed poles. Every positive eigenvalue of the fully standardized covariance is simple, and the odd and even eigenvalues a...
N. Gkoumas, N. Papadatos, S. Trevezas· 0 citations
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