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Consider a random regular graph of fixed degree $d$ with $n$ vertices. We study spectral properties of the adjacency matrix and of random Schr\"odinger operators on such a graph as $n$ tends to infinity. We prove that the integrated density…

Mathematical Physics · Physics 2014-05-09 Leander Geisinger

Normalized eigenvalue counting measure of the sum of two Hermitian (or real symmetric) matrices $A_{n}$ and $B_{n}$ rotated independently with respect to each other by the random unitary (or orthogonal) Haar distributed matrix $U_{n}$ (i.e.…

Mathematical Physics · Physics 2016-08-15 L. Pastur , V. Vasilchuk

Identifying the spectrum of the sum of two given Hermitian matrices with fixed eigenvalues is the famous Horn's problem.In this note, we investigate a variant of Horn's problem, i.e., we identify the probability density function (abbr. pdf)…

Quantum Physics · Physics 2019-09-20 Lin Zhang , Hua Xiang

We consider a class of rotationally invariant unitary random matrix ensembles where the eigenvalue density falls off as an inverse power law. Under a new scaling appropriate for such power law densities (different from the scaling required…

Statistical Mechanics · Physics 2009-11-13 K. A. Muttalib , Mourad E. H. Ismail

We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These…

Statistical Mechanics · Physics 2011-06-28 Z. Burda , A. Jarosz , G. Livan , M. A. Nowak , A. Swiech

The random matrix theory method of planar Gaussian diagrammatic expansion is applied to find the mean spectral density of the Hermitian equal-time and non-Hermitian time-lagged cross-covariance estimators, firstly in the form of master…

Statistical Finance · Quantitative Finance 2012-05-22 Andrzej Jarosz

Improving upon results of Rudelson and Vershynin, we establish delocalization bounds for eigenvectors of independent-entry random matrices. In particular, we show that with high probability every eigenvector is delocalized, meaning any…

Probability · Mathematics 2019-02-01 Kyle Luh , Sean O'Rourke

We present a concentration result concerning random weighted projections in high dimensional spaces. As applications, we prove (1) New concentration inequalities for random quadratic forms; (2) The infinity norm of most unit eigenvectors of…

Probability · Mathematics 2014-08-19 Van Vu , Ke Wang

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

We consider an ensemble of random density matrices distributed according to the Bures measure. The corresponding joint probability density of eigenvalues is described by the fixed trace Bures-Hall ensemble of random matrices which, in turn,…

Mathematical Physics · Physics 2019-07-12 Ayana Sarkar , Santosh Kumar

We consider two non-Gaussian ensembles of large Hermitian random matrices with strong level confinement and show that near the soft edge of the spectrum both scaled density of states and eigenvalue correlations follow so-called Airy laws…

chao-dyn · Physics 2009-10-30 E. Kanzieper , V. Freilikher

The self-consistent theory of localization is generalized to account for a weak quadratic nonlinear potential in the wave equation. For spreading wave packets, the theory predicts the destruction of Anderson localization by the nonlinearity…

Disordered Systems and Neural Networks · Physics 2017-07-06 Nicolas Cherroret

The density of complex eigenvalues of random asymmetric $N\times N$ matrices is found in the large-$N$ limit. The matrices are of the form $H_0+A$ where $A$ is a matrix of $N^2$ independent, identically distributed random variables with…

Condensed Matter · Physics 2009-10-28 Boris A Khoruzhenko

For fixed $m>1$, we consider $m$ independent $n \times n$ non-Hermitian random matrices $X_1, ..., X_m$ with i.i.d. centered entries with a finite $(2+\eta)$-th moment, $ \eta>0.$ As $n$ tends to infinity, we show that the empirical…

Probability · Mathematics 2014-08-18 Sean O'Rourke , Alexander Soshnikov

We explore the spectra and localization properties of the N-site banded one-dimensional non-Hermitian random matrices that arise naturally in sparse neural networks. Approximately equal numbers of random excitatory and inhibitory…

Disordered Systems and Neural Networks · Physics 2016-04-20 Ariel Amir , Naomichi Hatano , David R. Nelson

We define a class of random matrix ensembles that pertain to random looped polymers. Such random looped polymers are a possible model for bio-polymers such as chromatin in the cell nucleus. It is shown that the distribution of the largest…

Statistical Mechanics · Physics 2009-04-16 Dieter W. Heermann , Manfred Bohn

We describe the resolvent approach for the rigorous study of the mescoscopic regime of Hermitian matrix spectra. We present results reflecting the universal behavior of the smoothed density of eigenvalue distribution of large random…

Probability · Mathematics 2009-10-31 A. Boutet de Monvel , A. Khorunzhy

We develop a theoretical approach to compute the conditioned spectral density of $N \times N$ non-invariant random matrices in the limit $N \rightarrow \infty$. This large deviation observable, defined as the eigenvalue distribution…

Disordered Systems and Neural Networks · Physics 2018-08-15 Isaac Pérez Castillo , Fernando L. Metz

The classical random matrix theory is mostly focused on asymptotic spectral properties of random matrices as their dimensions grow to infinity. At the same time many recent applications from convex geometry to functional analysis to…

Functional Analysis · Mathematics 2014-03-05 Mark Rudelson , Roman Vershynin

We show the density of eigenvalues for three classes of random matrix ensembles is determinantal. First we derive the density of eigenvalues of product of $k$ independent $n\times n$ matrices with i.i.d. complex Gaussian entries with a few…

Probability · Mathematics 2016-05-05 Kartick Adhikari , Nanda Kishore Reddy , Tulasi Ram Reddy , Koushik Saha
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