Related papers: A Wegner estimate for Wigner matrices

We consider sample covariance matrices $S_N=\frac{1}{p}\Sigma_N^{1/2}X_NX_N^* \Sigma_N^{1/2}$ where $X_N$ is a $N \times p$ real or complex matrix with i.i.d. entries with finite $12^{\rm th}$ moment and $\Sigma_N$ is a $N \times N$…

This paper deals with the problem of estimating the covariance matrix of a series of independent multivariate observations, in the case where the dimension of each observation is of the same order as the number of observations. Although…

We consider the empirical eigenvalue distribution of an $m\times m$ principal submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. For $n$ and $m$ large with $\frac{m}{n}=\alpha$, the empirical spectral…

This paper is concerned with the spectral properties of matrices associated with linear filters for the estimation of the underlying trend of a time series. The interest lies in the fact that the eigenvectors can be interpreted as the…

In this paper we consider a new normalization of matrices obtained by choosing distinct codewords at random from linear codes over finite fields and find that under some natural algebraic conditions of the codes their empirical spectral…

The probabilities for gaps in the eigenvalue spectrum of the finite dimension $ N \times N $ random matrix Hermite and Jacobi unitary ensembles on some single and disconnected double intervals are found. These are cases where a reflection…

In this work, we study a class of random matrices which interpolate between the Wigner matrix model and various types of patterned random matrices such as random Toeplitz, Hankel, and circulant matrices. The interpolation mechanism is…

Computing eigenvalues of very large matrices is a critical task in many machine learning applications, including the evaluation of log-determinants, the trace of matrix functions, and other important metrics. As datasets continue to grow in…

Although the spectra of random networks have been studied for a long time, the influence of network topology on the dense limit of network spectra remains poorly understood. By considering the configuration model of networks with four…

Consider $N\times N$ hermitian or symmetric random matrices $H$ with independent entries, where the distribution of the $(i,j)$ matrix element is given by the probability measure $\nu_{ij}$ with zero expectation and with variance…

The distribution of higher order level spacings, i.e. the distribution of $\{s_{i}^{(n)}=E_{i+n}-E_{i}\}$ with $n\geq 1$ is derived analytically using a Wigner-like surmise for Gaussian ensembles of random matrix as well as Poisson…

We describe a subtle error which can appear in numerical calculations involving the spacing statistics of eigenvalues of random unitary matrices.

We study the asymptotic distribution of the eigenvalues of random Hermitian periodic band matrices, focusing on the spectral edges. The eigenvalues close to the edges converge in distribution to the Airy point process if (and only if) the…

We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…

The paper "An efficient sampling scheme for the eigenvalues of dual Wishart matrices", by I.~Santamar\'ia and V.~Elvira, [\emph{IEEE Signal Processing Letters}, vol.~28, pp.~2177--2181, 2021] \cite{SE21}, poses the question of efficient…

We prove a general local law for Wigner matrices which optimally handles observables of arbitrary rank and thus it unifies the well-known averaged and isotropic local laws. As an application, we prove that the quadratic forms of a general…

Let $q=p^e$, where $p$ is a prime and $e\geq 1$ is an integer. For $m\geq 1$, let $P$ and $L$ be two copies of the $(m+1)$-dimensional vector spaces over the finite field $\mathbb{F}_q$. Consider the bipartite graph $W_m(q)$ with partite…

The aim of this paper is to obtain new inequalities for a large family of generalizations of the Wiener Index and to characterize the set of extremal graphs with respect to them. Our main results provide upper and lower bounds for these…

We consider the joint distribution of eigenvalue clusters of the Wigner ensemble separated by macroscopic distances (i.e., on the same scale as the difference between the edges of the semicircle law). We prove that under an averaging…

Probabilistic estimates on linear combinations of eigenvalues of the one dimensional Anderson model are derived. So far only estimates on the density of eigenvalues and of pairs were found by Wegner and by Minami. Our work was motivated by…