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It is a classical result of Wigner that for an hermitian matrix with independent entries on and above the diagonal, the mean empirical eigenvalue distribution converges weakly to the semicircle law as matrix size tends to infinity. In this…

Probability · Mathematics 2007-07-17 Katrin Hofmann-Credner , Michael Stolz

A law of large numbers and a central limit theorem are derived for linear statistics of random symmetric matrices whose on-or-above diagonal entries are independent, but neither necessarily identically distributed, nor necessarily all of…

Probability · Mathematics 2007-05-23 Greg Anderson , Ofer Zeitouni

We give an upper bound on the total variation distance between the linear eigenvalue statistic, properly scaled and centred, of a random matrix with a variance profile and the standard Gaussian random variable. The second order Poincar\'e…

Probability · Mathematics 2019-01-29 Kartick Adhikari , Indrajit Jana , Koushik Saha

In this paper, we study eigenvalue fluctuations of the finite volume Anderson model in the mesoscopic scale. We carry out this study in a regime of exponential localization and prove a central limit theorem for the eigenvalue counting…

Mathematical Physics · Physics 2022-04-29 Yoel Grinshpon

The aim of this paper is to show how free probability theory sheds light on spectral properties of deformed matricial models and provides a unified understanding of various asymptotic phenomena such as spectral measure description,…

Probability · Mathematics 2016-07-20 M Capitaine , C Donati-Martin

We study the asymptotic behavior of eigenvalues of large complex correlated Wishart matrices at the edges of the limiting spectrum. In this setting, the support of the limiting eigenvalue distribution may have several connected components.…

Probability · Mathematics 2016-06-07 Walid Hachem , Adrien Hardy , Jamal Najim

We establish a large-deviations principle for the largest eigenvalue of a generalized sample covariance matrix, meaning a matrix proportional to $Z^T \Gamma Z$, where $Z$ has i.i.d. real or complex entries and $\Gamma$ is not necessarily…

Probability · Mathematics 2023-02-07 Jonathan Husson , Benjamin McKenna

We consider perturbations of Hamiltonians whose Fourier symbol attains its minimum along a hypersurface. Such operators arise in several domains, like spintronics, theory of supercondictivity, or theory of superfluidity. Variational…

Mathematical Physics · Physics 2017-08-23 Konstantin Pankrashkin

We define and study the $T\bar{T}$ deformation of a random matrix model, showing a consistent definition requires the inclusion of both the perturbative and non-perturbative solutions to the flow equation. The deformed model is well defined…

High Energy Physics - Theory · Physics 2021-07-02 Felipe Rosso

We derive new perturbation bounds for eigenvalues of Hermitian matrices with block structures. The structures we consider range from a standard 2-by-2 block form to block tridiagonal and tridigaonal forms. The main idea is the observation…

Numerical Analysis · Mathematics 2010-09-01 Yuji Nakatsukasa

The study of Whittaker models for representations of reductive groups over local and global fields has become a central tool in representation theory and the theory of automorphic forms. However, only generic representations have Whittaker…

Representation Theory · Mathematics 2019-09-26 Dmitry Gourevitch , Siddhartha Sahi

We consider the distribution of the top eigenvector $\widehat{v}$ of a spiked matrix model of the form $H = \theta vv^* + W$, in the supercritical regime where $H$ has an outlier eigenvalue of comparable magnitude to $\|W\|$. We show that,…

Probability · Mathematics 2025-12-15 Shujing Chen , Dmitriy Kunisky

We consider $N\times N$ symmetric or hermitian random matrices with independent, identically distributed entries where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove…

Mathematical Physics · Physics 2017-08-23 Laszlo Erdos

We consider the fluctuations of the number of eigenvalues of $n\times n$ random normal matrices depending on a potential $Q$ in a given set $A$. These eigenvalues are known to form a determinantal point process, and are known to accumulate…

Probability · Mathematics 2026-04-07 J. Marzo , L. D. Molag , J. Ortega-Cerdà

We investigate traces of powers of random matrices whose distributions are invariant under rotations (with respect to the Hilbert--Schmidt inner product) within a real-linear subspace of the space of $n\times n$ matrices. The matrices we…

Probability · Mathematics 2023-11-30 Elizabeth S. Meckes , Mark W. Meckes

A theoretical model of endogenous fluctuations of the norm of the wave function, consistent with the standard quantum theory, is presented. These fluctuations are a subsystem of endogenous quantum fluctuations and describe one of the…

Quantum Physics · Physics 2019-05-21 G. A. Ptitsyn

Combined perturbation bounds are presented for eigenvalues and eigenspaces of Hermitian matrices or singular values and singular subspaces of general matrices. The bounds are derived based on the smooth decompositions and elementary…

Numerical Analysis · Mathematics 2025-09-16 Xiao Shan Chen , Hongguo Xu

We prove large deviations principles for spectral measures of perturbed (or spiked) matrix models in the direction of an eigenvector of the perturbation. In each model under study, we provide two approaches, one of which relying on large…

Probability · Mathematics 2021-09-24 Nathan Noiry , Alain Rouault

We extend the results about the fluctuations of the matrix entries of regular functions of Wigner matrices to the case of sample covariance random matrices.

Probability · Mathematics 2011-06-03 Sean O'Rourke , David Renfrew , Alexander Soshnikov

Deformations of quantum field theories which preserve Poincar\'e covariance and localization in wedges are a novel tool in the analysis and construction of model theories. Here a general scenario for such deformations is discussed, and an…

Mathematical Physics · Physics 2015-05-27 Gandalf Lechner
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