Related papers: Absolute continuity of the limiting eigenvalue dis…
This work is concerned with finite range bounds on the variance of individual eigenvalues of Wigner random matrices, in the bulk and at the edge of the spectrum, as well as for some intermediate eigenvalues. Relying on the GUE example,…
We study multiplicative statistics for the eigenvalues of unitarily-invariant Hermitian random matrix models. We consider one-cut regular polynomial potentials and a large class of multiplicative statistics. We show that in the large matrix…
We consider the empirical eigenvalue distribution of an $m\times m$ principle submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. Earlier work of Petz and R\'effy identified the limiting spectral measure…
In this paper we describe some properties of companion matrices and demonstrate some special patterns that arise when a Toeplitz or a Hankel matrix is multiplied by a related companion matrix. We present a new condition, generalizing known…
This note starts from work done by Dai, Geary, and Kadanoff (Hui Dai, Zachary Geary, and Leo P. Kadanoff, H. Dai, Z. Geary and L. P. Kadanoff, Journal of Statistical Mechanics, P05012 (2009)) on exact eigenfunctions for Toeplitz operators.…
Given a Lebesgue integrable function $f$ over $[0,2\pi]$, we consider the sequence of matrices $\{Y_nT_n[f]\}_n$, where $T_n[f]$ is the $n$-by-$n$ Toeplitz matrix generated by $f$ and $Y_n$ is the flip permutation matrix, also called the…
Ensembles of isotropic random matrices are defined by the invariance of the probability measure under the left (and right) multiplication by an arbitrary unitary matrix. We show that the multiplication of large isotropic random matrices is…
We study small eigenvalues of Toeplitz operators on polarized complex projective manifolds. For Toeplitz operators whose symbols are supported on proper subsets, we prove the existence of eigenvalues that decay exponentially with respect to…
We define a class of "algebraic" random matrices. These are random matrices for which the Stieltjes transform of the limiting eigenvalue distribution function is algebraic, i.e., it satisfies a (bivariate) polynomial equation. The Wigner…
We investigate random density matrices obtained by partial tracing larger random pure states. We show that there is a strong connection between these random density matrices and the Wishart ensemble of random matrix theory. We provide…
We consider $N\times N$ Hermitian random matrices with independent identically distributed entries (Wigner matrices). The matrices are normalized so that the average spacing between consecutive eigenvalues is of order $1/N$. Under suitable…
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…
Random matrices whose entries come from a stationary Gaussian process are studied. The limiting behavior of the eigenvalues as the size of the matrix goes to infinity is the main subject of interest in this work. It is shown that the…
We introduce and investigate a class of complex semi-infinite banded Toeplitz matrices satisfying the condition that the spectra of their principal submatrices accumulate onto a real interval when the size of the submatrix grows to…
We consider the spectrum of additive, polynomially vanishing random perturbations of deterministic matrices, as follows. Let $M_N$ be a deterministic $N\times N$ matrix, and let $G_N$ be a complex Ginibre matrix. We consider the matrix…
We introduce a new matrix operation on a pair of matrices, $\text{swirl}(A,X),$ and discuss its implications on the limiting spectral distribution. In a special case, the resultant ensemble converges almost surely to the Rayleigh…
Answering the question of V.I. Oseledets, we present a random variable $\xi$ such that the sum $\xi(x)+a\xi(y)$ has a singular distribution for a set of parameters $a$ dense in $(1, +\infty)$, but for another dense set of parameters, this…
The relation between random normal matrices and conformal mappings discovered by Wiegmann and Zabrodin is made rigorous by restricting normal matrices to have spectrum in a bounded set. It is shown that for a suitable class of potentials…
In this paper we calculate, in the large N limit, the eigenvalue density of an infinite product of random unitary matrices, each of them generated by a random hermitian matrix. This is equivalent to solving unitary diffusion generated by a…
We apply the operation of random independent thinning on the eigenvalues of $n\times n$ Haar distributed unitary random matrices. We study gap probabilities for the thinned eigenvalues, and we study the statistics of the eigenvalues of…