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We consider Hermitian random band matrices $H=(h_{xy})$ on the $d$-dimensional lattice $(\mathbb Z/L\mathbb Z)^d$. The entries $h_{xy}$ are independent (up to Hermitian conditions) centered complex Gaussian random variables with variances…

Probability · Mathematics 2021-07-15 Fan Yang , Horng-Tzer Yau , Jun Yin

We consider $N\times N$ non-Hermitian random matrices of the form $X+A$, where $A$ is a general deterministic matrix and $\sqrt{N}X$ consists of independent entries with zero mean, unit variance, and bounded densities. For this ensemble, we…

Probability · Mathematics 2023-06-06 László Erdős , Hong Chang Ji

We consider the standard overlap $\mathcal{O}_{ij}: =\langle \mathbf{r}_j, \mathbf{r}_i\rangle\langle \mathbf{l}_j, \mathbf{l}_i\rangle$ of any bi-orthogonal family of left and right eigenvectors of a large random matrix $X$ with centred…

Probability · Mathematics 2026-01-22 Giorgio Cipolloni , László Erdős , Yuanyuan Xu

The eigenvalue density for members of the Gaussian orthogonal and unitary ensembles follows the Wigner semi-circle law. If the Gaussian entries are all shifted by a constant amount c/Sqrt(2N), where N is the size of the matrix, in the large…

Mathematical Physics · Physics 2009-04-21 Kevin E. Bassler , Peter J. Forrester , Norman E. Frankel

The empirical eigenvalue distribution of the elliptic random matrix ensemble tends to the uniform measure on an ellipse in the complex plane as its dimension tends to infinity. We show this convergence on all mesoscopic scales slightly…

Probability · Mathematics 2021-02-08 Johannes Alt , Torben Krüger

We consider general self-adjoint polynomials in several independent random matrices whose entries are centered and have the same variance. We show that under certain conditions the local law holds up to the optimal scale, i.e., the…

Probability · Mathematics 2019-11-14 László Erdős , Torben Krüger , Yuriy Nemish

We investigate concentration properties of spectral measures of Hermitian random matrices with partially dependent entries. More precisely, let $X_n$ be a Hermitian random matrix of size $n\times n$ that can be split into independent blocks…

Probability · Mathematics 2020-07-31 Bartłomiej Polaczyk

We analyze the distribution of eigenvectors for mesoscopic, mean-field perturbations of diagonal matrices in the bulk of the spectrum. Our results apply to a generalized $N\times N$ Rosenzweig-Porter model. We prove that the eigenvectors…

Probability · Mathematics 2020-11-04 Lucas Benigni

The eigenvalue distribution of the sum of two large Hermitian matrices, when one of them is conjugated by a Haar distributed unitary matrix, is asymptotically given by the free convolution of their spectral distributions. We prove that this…

Probability · Mathematics 2016-12-21 Zhigang Bao , Laszlo Erdos , Kevin Schnelli

Using numerical exact diagonalization, we study matrix elements of a local spin operator in the eigenbasis of two different nonintegrable quantum spin chains. Our emphasis is on the question to what extent local operators can be represented…

Statistical Mechanics · Physics 2020-10-27 Jonas Richter , Anatoly Dymarsky , Robin Steinigeweg , Jochen Gemmer

Let $\beta>0$ and consider an $n$-point process $\lambda_1, \lambda_2,..., \lambda_n$ from Hermite $\beta$ ensemble on the real line $\mathbb{R}$. Dumitriu and Edelman discovered a tri-diagonal matrix model and established the global Wigner…

Probability · Mathematics 2011-04-19 Zhigang Bao , Zhonggen Su

We examine the empirical distribution of the eigenvalues and the eigenvectors of adjacency matrices of sparse regular random graphs. We find that when the degree sequence of the graph slowly increases to infinity with the number of…

Probability · Mathematics 2012-10-15 Ioana Dumitriu , Soumik Pal

We consider $N\times N$ Hermitian or symmetric random matrices with independent entries. The distribution of the $(i,j)$-th matrix element is given by a probability measure $\nu_{ij}$ whose first two moments coincide with those of the…

Mathematical Physics · Physics 2011-11-16 Antti Knowles , Jun Yin

We prove a local law for the adjacency matrix of the Erd\H{o}s-R\'enyi graph $G(N, p)$ in the supercritical regime $ pN \geq C\log N$ where $G(N,p)$ has with high probability no isolated vertices. In the same regime, we also prove the…

Probability · Mathematics 2019-01-16 Yukun He , Antti Knowles , Matteo Marcozzi

Consider the eigenvalues $\lambda_i(M_n)$ (in increasing order) of a random Hermitian matrix $M_n$ whose upper-triangular entries are independent with mean zero and variance one, and are exponentially decaying. By Wigner's semicircular law,…

Probability · Mathematics 2011-08-16 Terence Tao , Van Vu

The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…

Probability · Mathematics 2021-03-18 Arup Bose , Koushik Saha , Arusharka Sen , Priyanka Sen

We derive the joint asymptotic distribution of the outlier eigenvalues of an additively deformed Wigner matrix $H$. Our only assumptions on the deformation are that its rank be fixed and its norm bounded. Our results extend those of [The…

Probability · Mathematics 2014-09-04 Antti Knowles , Jun Yin

The spectral graph theory provides an algebraical approach to investigate the characteristics of weighted networks using the eigenvalues and eigenvectors of a matrix (e.g., normalized Laplacian matrix) that represents the structure of the…

Physics and Society · Physics 2021-04-19 Yusuke Sakumoto , Masaki Aida

We consider $N\times N$ random matrices of the form $H=W+V$ where $W$ is a real symmetric or complex Hermitian Wigner matrix and $V$ is a random or deterministic, real, diagonal matrix whose entries are independent of $W$. We assume…

Probability · Mathematics 2016-06-08 Ji Oon Lee , Kevin Schnelli , Ben Stetler , Horng-Tzer Yau

Let $x \in S^{n-1}$ be a unit eigenvector of an $n \times n$ random matrix. This vector is delocalized if it is distributed roughly uniformly over the real or complex sphere. This intuitive notion can be quantified in various ways. In these…

Probability · Mathematics 2017-07-27 Mark Rudelson