Related papers: Spectral Properties of Wigner Matrices
In the first part of these notes, we review some of the recent developments in the study of the spectral properties of Wigner matrices. In the second part, we present a new proof of a Wegner estimate for the eigenvalues of a large class of…
The paper studies the spectral properties of large Wigner, band and sample covariance random matrices with heavy tails of the marginal distributions of matrix entries.
The properties of eigenvalues of large dimensional random matrices have received considerable attention. One important achievement is the existence and identification of the limiting spectral distribution of the empirical spectral…
We survey some recent progress on rigorously establishing the universality of various spectral statistics of Wigner random matrix ensembles, focusing in particular on the Four Moment Theorem and its applications.
We present long range statistical properties of a recently introduced unitary random matrix ensemble, whose short range correlations were found to describe a transition from Wigner to Poisson type as a function of a single parameter.
We study statistical properties of a class of band random matrices which naturally appears in systems of interacting particles. The local spectral density is shown to follow the Breit-Wigner distribution in both localized and delocalized…
We survey recent mathematical results about the spectrum of random band matrices. We start by exposing the Erd{\H o}s-Schlein-Yau dynamic approach, its application to Wigner matrices, and extension to other mean-field models. We then…
This paper presents a study of the properties of a matrix model that was introduced to describe transitions between all Wigner surmises of Random Matrix theory. New results include closed-form exact analytical expressions for the…
We consider the characteristic function of linear spectral statistics of generalized Wigner matrices. We provide an expansion of the characteristic function with error $\mathcal{O} ( N^{-1})$ around its limiting Gaussian form, and identify…
We study the spectral statistics of quantum (metric) graphs whose vertices are equipped with preferred orientation vertex conditions. When comparing their spectral statistics to those predicted by suitable random matrix theory ensembles,…
This review presents an account of the major works done on spectra of adjacency matrices drawn on networks and the basic understanding attained so far. We have divided the review under three sections: (a) extremal eigenvalues, (b) bulk part…
We present new analytical results concerning the spectral distributions for 2x2 random real symmetric matrices which generalise the Wigner surmise.
The paper discusses progress in understanding statistical properties of complex eigenvalues (and corresponding eigenvectors) of weakly non-unitary and non-Hermitian random matrices. Ensembles of this type emerge in various physical…
Non-asymptotic theory of random matrices strives to investigate the spectral properties of random matrices, which are valid with high probability for matrices of a large fixed size. Results obtained in this framework find their applications…
We extend the random characteristics approach to Wigner matrices whose entries are not required to have a normal distribution. As an application, we give a simple and fully dynamical proof of the weak local semicircle law in the bulk.
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.
This paper is a detailed account of the recent progress in understanding the statistical properties of complex eigenvalues of random non-Hermitian matrices reported earlier in our two short communications: Physics Letters A v.226, 46 (1997)…
We prove the existence of the limiting spectral distribution (LSD) of symmetric triangular patterned matrices and also establish the joint convergence of sequences of such matrices. For the particular case of the symmetric triangular Wigner…
Properties of universality have essential relevance for the theory of random matrices usually called the Wigner ensemble. The issue was analysed up to recent years with detailed and relevant results. We present a slightly different view and…
Recent results on the spectral properties of the Hermitian Wilson-Dirac operator are presented.