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We consider Hermitian random band matrices $H=(h_{xy})$ on the $d$-dimensional lattice $(\mathbb Z/L\mathbb Z)^d$. The entries $h_{xy}$ are independent (up to Hermitian conditions) centered complex Gaussian random variables with variances…

Probability · Mathematics 2021-07-15 Fan Yang , Horng-Tzer Yau , Jun Yin

We study the statistics of the largest eigenvalue lambda_max of N x N random matrices with unit variance, but power-law distributed entries, P(M_{ij})~ |M_{ij}|^{-1-mu}. When mu > 4, lambda_max converges to 2 with Tracy-Widom fluctuations…

Statistical Mechanics · Physics 2015-06-25 Giulio Biroli , Jean-Philippe Bouchaud , Marc Potters

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 study statistical properties of the ensemble of large $N\times N$ random matrices whose entries $ H_{ij}$ decrease in a power-law fashion $H_{ij}\sim|i-j|^{-\alpha}$. Mapping the problem onto a nonlinear $\sigma-$model with non-local…

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.\…

Probability · Mathematics 2014-01-15 Ji Oon Lee , Kevin Schnelli

We consider Hermitian and symmetric random band matrices $H$ in $d \geq 1$ dimensions. The matrix elements $H_{xy}$, indexed by $x,y \in \Lambda \subset \Z^d$, are independent, uniformly distributed random variables if $\abs{x-y}$ is less…

Mathematical Physics · Physics 2015-05-18 Laszlo Erdos , Antti Knowles

In contrast to the neatly bounded spectra of densely populated large random matrices, sparse random matrices often exhibit unbounded eigenvalue tails on the real and imaginary axis, called Lifshitz tails. In the case of asymmetric matrices,…

Disordered Systems and Neural Networks · Physics 2025-11-07 Pietro Valigi , Joseph W. Baron , Izaak Neri , Giulio Biroli , Chiara Cammarota

Consider an $ N \times N$ Hermitian one-dimensional random band matrix with band width $W > N^{1 / 2 + \frak c} $ for any $ {\frak c} > 0$. In the bulk of the spectrum and in the large $ N $ limit, we obtain the following results: (i) The…

Probability · Mathematics 2025-05-22 Horng-Tzer Yau , Jun Yin

The spectral properties of the adjacency matrix provide a trove of information about the structure and function of complex networks. In particular, the largest eigenvalue and its associated principal eigenvector are crucial in the…

Physics and Society · Physics 2016-01-14 Romualdo Pastor-Satorras , Claudio Castellano

Eigenvalues of Wigner matrices has been a major topic of investigation. A particularly important subclass of such random matrices is formed by the adjacency matrix of an Erd\H{o}s-R\'{e}nyi graph $\mathcal{G}_{n,p}$ equipped with i.i.d.…

Probability · Mathematics 2022-06-15 Shirshendu Ganguly , Ella Hiesmayr , Kyeongsik Nam

We analyse the eigenvectors of the adjacency matrix of a critical Erd\H{o}s-R\'enyi graph $\mathbb G(N,d/N)$, where $d$ is of order $\log N$. We show that its spectrum splits into two phases: a delocalized phase in the middle of the…

Probability · Mathematics 2021-09-01 Johannes Alt , Raphael Ducatez , Antti Knowles

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 study the statistics of the largest eigenvalues of real symmetric and sample covariance matrices when the entries are heavy tailed. Extending the result obtained by Soshnikov in \cite{Sos1}, we prove that, in the absence of the fourth…

Probability · Mathematics 2008-05-07 Antonio Auffinger , Gerard Ben Arous , Sandrine Peche

We describe a way of detecting the location of localized eigenvectors of a linear system $Ax = \lambda x$ for eigenvalues $\lambda$ with $|\lambda|$ comparatively large. We define the family of functions $f_{\alpha}: \left\{1.2. \dots,…

Numerical Analysis · Mathematics 2018-03-20 Jianfeng Lu , Stefan Steinerberger

This paper deals with symmetric random matrices whose upper diagonal entries are obtained from a linear random field with heavy tailed noise. It is shown that the maximum eigenvalue and the spectral radius of such a random matrix with…

Probability · Mathematics 2014-06-12 Arijit Chakrabarty , Rajat Subhra Hazra , Parthanil Roy

Let $x \in S^{n-1}$ be a unit eigenvector of an $n \times n$ random matrix. This vector is delocalized if it is distributed roughly uniformly over the real or complex sphere. This intuitive notion can be quantified in various ways. In these…

Probability · Mathematics 2017-07-27 Mark Rudelson

We study $N \times N$ random band matrices $H = (H_{xy})$ with mean-zero complex Gaussian entries, where $x,y$ lie on the discrete torus $(\mathbb{Z} / \sqrt[d]{N} \mathbb{Z})^d$ in dimensions $d \ge 3$. The variance profile satisfies…

Probability · Mathematics 2025-12-19 Sofiia Dubova , Fan Yang , Horng-Tzer Yau , Jun Yin

Let $X_N$ be an $N\ts N$ random symmetric matrix with independent equidistributed entries. If the law $P$ of the entries has a finite second moment, it was shown by Wigner \cite{wigner} that the empirical distribution of the eigenvalues of…

Probability · Mathematics 2007-07-17 Gerard Ben Arous , Alice Guionnet

We study the spectra and eigenvectors of the adjacency matrices of scale-free networks when bi-directional interaction is allowed, so that the adjacency matrix is real and symmetric. The spectral density shows an exponential decay around…

Statistical Mechanics · Physics 2009-11-07 K. -I. Goh , B. Kahng , D. Kim

Consider $N\times N$ symmetric one-dimensional random band matrices with general distribution of the entries and band width $W \geq N^{3/4+\varepsilon}$ for any $\varepsilon>0$. In the bulk of the spectrum and in the large $N$ limit, we…

Probability · Mathematics 2018-07-05 Paul Bourgade , Horng-Tzer Yau , Jun Yin