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Random Matrix Ensembles with Split Limiting Behavior

Mathematical Physics 2021-12-03 v2 math.MP Probability

Abstract

We introduce a new family of N×NN\times N random real symmetric matrix ensembles, the kk-checkerboard matrices, whose limiting spectral measure has two components which can be determined explicitly. All but kk eigenvalues are in the bulk, and their behavior, appropriately normalized, converges to the semi-circle as NN\to\infty; the remaining kk are tightly constrained near N/kN/k and their distribution converges to the k×kk \times k hollow GOE ensemble (this is the density arising by modifying the GOE ensemble by forcing all entries on the main diagonal to be zero). Similar results hold for complex and quaternionic analogues. We isolate the two regimes by using matrix perturbation results and a nonstandard weight function for the eigenvalues, then derive their limiting distributions using a modification of the method of moments and analysis of the resulting combinatorics.

Keywords

Cite

@article{arxiv.1609.03120,
  title  = {Random Matrix Ensembles with Split Limiting Behavior},
  author = {Paula Burkhardt and Peter Cohen and Jonathan Dewitt and Max Hlavacek and Steven J. Miller and Carsten Sprunger and Yen Nhi Truong Vu and Roger Van Peski and Kevin Yang},
  journal= {arXiv preprint arXiv:1609.03120},
  year   = {2021}
}

Comments

Version 1.1, 31 pages, 3 figures, one appendix joint with Manuel Fernandez and Nicholas Sieger