Related papers: Localization and delocalization for heavy tailed b…

We estimate the distribution of the eigenvalues of a family of time-frequency localization operators whose eigenfunctions are the well-known Prolate Spheroidal Wave Functions from mathematical physics. These operators are fundamental to the…

Consider real symmetric, complex Hermitian Toeplitz and real symmetric Hankel band matrix models, where the bandwidth $b_{N}\ra \iy$ but $b_{N}/N \to b$, $b\in [0,1]$ as $N\to \infty$. We prove that the distributions of eigenvalues converge…

The eigenvalue distribution of the sum of two large Hermitian matrices, when one of them is conjugated by a Haar distributed unitary matrix, is asymptotically given by the free convolution of their spectral distributions. We prove that this…

We study the distribution of the largest eigenvalue in formal Hermitian one-matrix models at multicriticality, where the spectral density acquires an extra number of k-1 zeros at the edge. The distributions are directly expressed through…

Random graphs defined by an occurrence probability that is invariant under node aggregation have been identified recently in the context of network renormalization. The invariance property requires that edges are drawn with a specific…

We study eigenvalue distribution of the adjacency matrix $A^{(N,p, \alpha)}$ of weighted random bipartite graphs $\Gamma= \Gamma_{N,p}$. We assume that the graphs have $N$ vertices, the ratio of parts is $\frac{\alpha}{1-\alpha}$ and the…

For short-ranged disordered quantum models in one dimension, the Many-Body-Localization is analyzed via the adaptation to the Many-Body context [M. Serbyn, Z. Papic and D.A. Abanin, PRX 5, 041047 (2015)] of the Thouless point of view on the…

The ensemble of $L \times L$ power-law random banded matrices, where the random hopping $H_{i,j}$ decays as a power-law $(b/| i-j |)^a$, is known to present an Anderson localization transition at $a=1$, where one-particle eigenfunctions are…

We consider an $N \times N$ random symmetric Toeplitz matrix with an i.i.d. input sequence drawn from a distribution that lies in the domain of attraction of an $\alpha$-stable law for $0 < \alpha < 2$. We show that under an appropriate…

Eigenvalues and eigenvectors of non-Hermitian tridiagonal periodic random matrices are studied by means of the Hatano-Nelson deformation. The deformed spectrum is annular-shaped, with inner radius measured by the complex Thouless formula.…

Random electron systems show rich phases such as Anderson insulator, diffusive metal, quantum and anomalous quantum Hall insulator, Weyl semimetal, as well as strong/weak topological insulators. Eigenfunctions of each matter phase have…

For piecewise expanding one-dimensional maps without periodic turning points we prove that isolated eigenvalues of small (random) perturbations of these maps are close to isolated eigenvalues of the unperturbed system. (Here ``eigenvalue''…

We provide large deviations estimates for the upper tail of the number of triangles in scale-free inhomogeneous random graphs where the degrees have power law tails with index $-\alpha, \alpha \in (1,2)$. We show that upper tail…

We investigate the effects of wave localization on the delay time tau (frequency sensitivity of the scattering phase shift) of a wave transmitted through a disordered wave guide. Localization results in a separation tau=chi+chi' of the…

We consider a $p$-dimensional time series where the dimension $p$ increases with the sample size $n$. The resulting data matrix $X$ follows a stochastic volatility model: each entry consists of a positive random volatility term multiplied…

In this paper, we study the smallest non-zero eigenvalue of the sample covariance matrices $\mathcal{S}(Y)=YY^*$, where $Y=(y_{ij})$ is an $M\times N$ matrix with iid mean $0$ variance $N^{-1}$ entries. We prove a phase transition for its…

We study the sensitivity of the eigenvectors of random matrices, showing that even small perturbations make the eigenvectors almost orthogonal. More precisely, we consider two deformed Wigner matrices $W+D_1$, $W+D_2$ and show that their…

Understanding the distributions of spectral estimators in low-rank random matrix models, also known as signal-plus-noise matrix models, is fundamentally important in various statistical learning problems, including network analysis, matrix…

We consider the spatiotemporal evolution of a wave packet in disordered nonlinear Schr\"odinger and anharmonic oscillator chains. In the absence of nonlinearity all eigenstates are spatially localized with an upper bound on the localization…

Consider a deterministic self-adjoint matrix X_n with spectral measure converging to a compactly supported probability measure, the largest and smallest eigenvalues converging to the edges of the limiting measure. We perturb this matrix by…