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 reducing the original extreme-value problems to finite-dimensional convex optimization problems. We demonstrate the effectiveness of this method in regimes not covered by the existing second-moment arguments in \cite{cai2021asymptotic,hu2023extreme}. For deformed GOE matrices with fixed minor size \(k\), we determine the limit for every diagonal variance \(a>0\) and identify a phase transition at \(a=2\). Above the transition, the limiting constant satisfies an explicit recursion with no close-form expression, and the optimizers exhibit a nested hierarchical structure, thereby resolving the case left open in \cite{cai2021asymptotic}. For Wishart matrices with general sub-Gaussian entries and fixed \(k\), we characterize the limit through an entropy-constrained deterministic convex set. When the entries are standard Gaussian, we solve the resulting optimization problem explicitly and obtain the exact value of the limiting constant.
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 cr...
Vanessa Piccolo· The Annals of Applied Probab...· 0 citations
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...
Helmke and Shayman showed that, for generic targets, least-squares distance to the manifold of rank-r matrices is a nondegenerate Morse function whose indices are governed by Bruhat-cell codimensions. We develop the analogous theory for Monarch matrices, products of a fixed permutation matrix with two block-diagonal fa...
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 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 prove a weighted Wasserstein spectral gap for the three-dimensional primitive equations on $\mathscr E=\{u\in H^1\cap L^8: \partial_zu\in L^4\}$ under finite-rank additive Brownian forcing that is phase-complete finite Fourier and satisfies a quantitative quadratic saturation condition. In particular, four real forc...
