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Related papers: Large gaps between random eigenvalues

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We provide asymptotic theory for certain functions of the sample autocovariance matrices of a high-dimensional time series with infinite fourth moment. The time series exhibits linear dependence across the coordinates and through time.…

Statistics Theory · Mathematics 2020-01-16 Johannes Heiny , Thomas Mikosch

For piecewise expanding one-dimensional maps without periodic turning points we prove that isolated eigenvalues of small (random) perturbations of these maps are close to isolated eigenvalues of the unperturbed system. (Here ``eigenvalue''…

chao-dyn · Physics 2009-10-30 Michael Blank , Gerhard Keller

The current work applies some recent combinatorial tools due to Jain to control the eigenvalue gaps of a matrix $M_n = M + N_n$ where $M$ is deterministic, symmetric with large operator norm and $N_n$ is a random symmetric matrix with…

Probability · Mathematics 2022-11-02 Kyle Luh , Ryan Vogel , Alan Yu

The Airy$_\beta$ point process, $a_i \equiv N^{2/3} (\lambda_i-2)$, describes the eigenvalues $\lambda_i$ at the edge of the Gaussian $\beta$ ensembles of random matrices for large matrix size $N \to \infty$. We study the probability…

Statistical Mechanics · Physics 2019-03-27 Alexandre Krajenbrink , Pierre Le Doussal

We study the distribution of the 'gap time', the first time that a large gap appears, in the spatial birth and death point process on $[0,1]$ in which particles are added uniformly in space at rate $\lambda$ and are removed independently at…

Probability · Mathematics 2025-12-05 Eric Foxall , Clément Soubrier

Let $\lambda_{max}$ be a shifted maximal real eigenvalue of a random $N\times N$ matrix with independent $N(0,1)$ entries (the `real Ginibre matrix') in the $N\to\infty$ limit. It was shown by Poplavskyi, Tribe, Zaboronski \cite{PZT} that…

Probability · Mathematics 2019-05-10 A. Minakov

In this paper, we study random matrix models which are obtained as a non-commutative polynomial in random matrix variables of two kinds: (a) a first kind which have a discrete spectrum in the limit, (b) a second kind which have a joint…

Probability · Mathematics 2018-09-17 Benoit Collins , Takahiro Hasebe , Noriyoshi Sakuma

We show that the probability that a multilinear polynomial $f$ of independent random variables exceeds its mean by $\lambda$ is at most $e^{-\lambda^2 / (R^q Var(f))}$ for sufficiently small $\lambda$, where $R$ is an absolute constant.…

Probability · Mathematics 2012-06-11 Warren Schudy , Maxim Sviridenko

This paper finds the bulk local limit of the swap process of uniformly random sorting networks. The limit object is defined through a deterministic procedure, a local version of the Edelman-Greene algorithm, applied to a two dimensional…

Probability · Mathematics 2019-11-05 Vadim Gorin , Mustazee Rahman

We consider the limiting location and limiting distribution of the largest eigenvalue in real symmetric ($\beta$ = 1), Hermitian ($\beta$ = 2), and Hermitian self-dual ($\beta$ = 4) random matrix models with rank 1 external source. They are…

Mathematical Physics · Physics 2012-01-31 Dong Wang

Using a Coulomb gas technique, we compute analytically the probability $\mathcal{P}_\beta^{(C)}(N_+,N)$ that a large $N\times N$ Cauchy random matrix has $N_+$ positive eigenvalues, where $N_+$ is called the index of the ensemble. We show…

Statistical Mechanics · Physics 2014-03-18 Ricardo Marino , Satya N. Majumdar , Grégory Schehr , Pierpaolo Vivo

We discuss the decay rates of chaotic quantum systems coupled to noise. We model both the Hamiltonian and the system-noise coupling by random $N \times N$ Hermitian matrices, and study the spectral properties of the resulting Lindblad…

Quantum Physics · Physics 2019-12-11 Tankut Can , Vadim Oganesyan , Dror Orgad , Sarang Gopalakrishnan

Let $X$ be a closed, connected, oriented surface of genus $g$, with a hyperbolic metric chosen at random according to the Weil--Petersson measure on the moduli space of Riemannian metrics. Let $\lambda_1=\lambda_1(X)$ bethe first non-zero…

Geometric Topology · Mathematics 2024-03-20 Nalini Anantharaman , Laura Monk

In an earlier work we had considered a Gaussian ensemble of random matrices in the presence of a given external matrix source. The measure is no longer unitary invariant and the usual techniques based on orthogonal polynomials, or on the…

Statistical Mechanics · Physics 2009-10-31 E. Brezin , S. Hikami

Let $I$ be an independent set drawn from the discrete $d$-dimensional hypercube $Q_d=\{0,1\}^d$ according to the hard-core distribution with parameter $\lambda>0$ (that is, the distribution in which each independent set $I$ is chosen with…

Combinatorics · Mathematics 2010-05-13 David Galvin

The basic $\kappa$-color box-ball (BBS) system is an integrable cellular automaton on one dimensional lattice whose local states take $\{0,1,\cdots,\kappa \}$ with $0$ regarded as an empty box. The time evolution is defined by a…

Probability · Mathematics 2020-01-08 Atsuo Kuniba , Hanbaek Lyu

Let $\Omega\subset \mathbb{R}^n$ be a bounded $C^1$ domain and $p>1$. For $\alpha>0$, define the quantity \[ \Lambda(\alpha)=\inf_{u\in W^{1,p}(\Omega),\, u\not\equiv 0} \Big(\int_\Omega |\nabla u|^p\,\mathrm{d}x - \alpha…

Analysis of PDEs · Mathematics 2020-07-29 Konstantin Pankrashkin

For $\alpha\in(0,\pi)$, let $U_\alpha$ denote the infinite planar sector of opening $2\alpha$, \[ U_\alpha=\big\{ (x_1,x_2)\in\mathbb R^2: \big|\arg(x_1+ix_2) \big|<\alpha \big\}, \] and $T^\gamma_\alpha$ be the Laplacian in…

Spectral Theory · Mathematics 2018-04-18 Magda Khalile , Konstantin Pankrashkin

In this paper we construct a class of random matrix ensembles labelled by a real parameter $\alpha \in (0,1)$, whose eigenvalue density near zero behaves like $|x|^\alpha$. The eigenvalue spacing near zero scales like $1/N^{1/(1+\alpha)}$…

High Energy Physics - Theory · Physics 2015-06-26 Romuald A. Janik

Let $T_{c,\beta}$ denote the smallest $t\ge1$ that a continuous, self-similar Gaussian process with self-similarity index $\alpha>0$ moves at least $\pm c t^\beta$ units. We prove that: (i) If $\beta>\alpha$, then $T_{c,\beta}=\infty$ with…

Probability · Mathematics 2025-10-31 Davar Khoshnevisan , Cheuk Yin Lee