Related papers: Small deviations for beta ensembles

We consider random matrices of the form $H = W + \lambda V$, $\lambda\in\mathbb{R}^+$, where $W$ is a real symmetric or complex Hermitian Wigner matrix of size $N$ and $V$ is a real bounded diagonal random matrix of size $N$ with i.i.d.\…

We study the eigenvalue correlations of random Hermitian $n\times n$ matrices of the form $S=M+\epsilon H$, where $H$ is a GUE matrix, $\epsilon>0$, and $M$ is a positive-definite Hermitian random matrix, independent of $H$, whose…

Random matrices have played an important role in many fields including machine learning, quantum information theory and optimization. One of the main research focuses is on the deviation inequalities for eigenvalues of random matrices.…

We give sufficient conditions under which solutions of finite-difference schemes in the space variable for second order possibly degenerate parabolic and elliptic equations admit estimates of spatial derivatives up to any given order…

In this paper, we give estimates for both upper and lower bounds of eigenvalues of a simple matrix. The estimates are shaper than the known results.

For Y a subset of the complex plane,a beta ensemble is a sequence of probability measures on Y^n for n=1,2,3...depending on a real-valued continuous function Q and a real positive parameter beta.We consider the associated sequence of…

The properties of the first (largest) eigenvalue and its eigenvector (first eigenvector) are investigated for large sparse random symmetric matrices that are characterized by bimodal degree distributions. In principle, one should be able to…

We give a stochastic comparison and ordering of the largest eigenvalues, with parameter $\beta$, for Hermite $\beta$-ensembles and Laguerre $\beta$-ensembles. Although stochastic comparison results are well known in Laguerre ensembles (for…

We establish large deviations estimates for the largest eigenvalue of Wigner matrices with sub-Gaussian entries. Under technical assumptions, we show that the large deviation behavior of the largest eigenvalue is universal for small…

We prove that the point process of the eigenvalues of real or complex non-Hermitian matrices $X$ with independent, identically distributed entries is hyperuniform: the variance of the number of eigenvalues in a subdomain $\Omega$ of the…

We establish a large deviation principle for the largest eigenvalue of a rank one deformation of a matrix from the GUE or GOE. As a corollary, we get another proof of the phenomenon, well-known in learning theory and finance, that the…

One of the great miracles of random matrix theory is that, in the $N \to \infty$ limit, many otherwise intractable matrix problems with horrendously complicated finite-$N$ expressions admit remarkably simple and elegant asymptotic…

We derive an upper bound for the mean of the supremum of the empirical process indexed by a class of functions that are known to have variance bounded by a small constant $\delta$. The bound is expressed in the uniform entropy integral of…

Numerous Optimization Algorithms have a time-varying update rule thanks to, for instance, a changing step size, momentum parameter or, Hessian approximation. In this paper, we apply unrolled or automatic differentiation to a time-varying…

We consider arbitrary open sets $\Omega$ in Euclidean space with finite Lebesgue measure, and obtain upper bounds for (i) the largest Courant-sharp Dirichlet eigenvalue of $\Omega$, (ii) the number of Courant-sharp Dirichlet eigenvalues of…

In various disordered systems or non-equilibrium dynamical models, the large deviations of some observables have been found to display different scalings for rare values bigger or smaller than the typical value. In the present paper, we…

In this paper, we derive an upper bound for higher order eigenvalues of the normalized Laplace operator associated with a symmetric finite graph in terms of lower order eigenvalues.

We present some review material relating to the topic of optimal asymptotic expansions of correlation functions and associated observables for $\beta$ ensembles in random matrix theory. We also give an introduction to a related line of…

We provide two new methods for computing lower bounds of eigenvalues of symmetric elliptic second-order differential operators with mixed boundary conditions of Dirichlet, Neumann, and Robin type. The methods generalize ideas of Weinstein's…

In the present paper, fixed trace $\beta$-Hermite ensembles generalizing the fixed trace Gaussian Hermite ensemble are considered. For all $\beta$, we prove the Wigner semicircle law for these ensembles by using two different methods: one…