Related papers: In support of $n$-correlation
There has recently been interest in relating properties of matrices drawn at random from the classical compact groups to statistical characteristics of number-theoretical L-functions. One example is the relationship conjectured to hold…
Using Random Matrix Theory one can derive exact relations between the eigenvalue spectrum of the covariance matrix and the eigenvalue spectrum of its estimator (experimentally measured correlation matrix). These relations will be used to…
It has been shown that, if a model displays long-range (power-law) spatial correlations, its equal-time correlation matrix of this model will also have a power law tail in the distribution of its high-lying eigenvalues. The purpose of this…
We prove an approximate functional equation for the central value of the L-series attached to an irreducible cuspidal automorphic representation of GL(m) over a number field with unitary central character. We investigate the decay rate of…
This paper is concerned with continuous dependence of the n-th eigenvalue on self-adjoint discrete Sturm-Liouville problems. The n-th eigenvalue is considered as a function in the space of the problems. A necessary and sufficient condition…
Let FI denote the category whose objects are the sets $[n] = \{1,\ldots, n\}$, and whose morphisms are injections. We study functors from the category FI into the category of sets. We write $\mathfrak{S}_n$ for the symmetric group on $[n]$.…
The statistics of low-lying zeros of quadratic Dirichlet L-functions were conjectured by Katz and Sarnak to be given by the scaling limit of eigenvalues from the unitary symplectic ensemble. The n-level densities were found to be in…
In this paper we apply to the zeros of families of $L$-functions with orthogonal or symplectic symmetry the method that Conrey and Snaith used to calculate the $n$-correlation of the zeros of the Riemann zeta function. This method uses the…
Under the generalized Riemann Hypothesis (GRH), Baluyot, Chandee, and Li nearly doubled the range in which the density of low lying zeros predicted by Katz and Sarnak is known to hold for a large family of automorphic $L$-functions with…
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 $N \times N$…
We obtain general, exact formulas for the overlaps between the eigenvectors of large correlated random matrices, with additive or multiplicative noise. These results have potential applications in many different contexts, from quantum…
Using random matrix technique we determine an exact relation between the eigenvalue spectrum of the covariance matrix and of its estimator. This relation can be used in practice to compute eigenvalue invariants of the covariance…
Polyakov loop eigenvalues and their N-dependence are studied in 2 and 4 dimensional SU(N) YM theory. The connected correlation function of the single eigenvalue distributions of two separated Polyakov loops in 2D YM is calculated and is…
The Katz-Sarnak philosophy predicts that the behavior of zeros near the central point in families of $L$-functions agrees with that of eigenvalues near 1 of random matrix ensembles. Under GRH, Iwaniec, Luo and Sarnak showed agreement in the…
We study the eigenvectors and eigenvalues of random matrices with iid entries. Let $N$ be a random matrix with iid entries which have symmetric distribution. For each unit eigenvector $\mathbf{v}$ of $N$ our main results provide a small…
A recursive method is derived to calculate all eigenvalue correlation functions of a random hermitian matrix in the large size limit, and after smoothing of the short scale oscillations. The property that the two-point function is…
The Katz-Sarnak Density Conjecture states that zeros of families of $L$-functions are well-modeled by eigenvalues of random matrix ensembles. For suitably restricted test functions, this correspondence yields upper bounds for the families'…
The behavior of correlation functions is studied in a class of matrix models characterized by a measure $\exp(-S)$ containing a potential term and an external source term: $S=N\tr(V(M)-MA)$. In the large $N$ limit, the short-distance…
The current work applies some recent combinatorial tools due to Jain to control the eigenvalue gaps of a matrix $M_n = M + N_n$ where $M$ is deterministic, symmetric with large operator norm and $N_n$ is a random symmetric matrix with…
We consider large random matrices with a general slowly decaying correlation among its entries. We prove universality of the local eigenvalue statistics and optimal local laws for the resolvent away from the spectral edges, generalizing the…