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Related papers: In support of $n$-correlation

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We propose a boundary regularity condition for the $M_n(\mathbb{C})$-valued subordination functions in free probability to prove the local limit theorem and delocalization of eigenvectors for polynomials in two random matrices. We prove…

Probability · Mathematics 2020-05-01 Ching-Wei Ho

This work introduces the minimax Laplace transform method, a modification of the cumulant-based matrix Laplace transform method developed in "User-friendly tail bounds for sums of random matrices" (arXiv:1004.4389v6) that yields both upper…

Probability · Mathematics 2011-07-22 Alex Gittens , Joel A. Tropp

We consider the fluctuation of linear eigenvalue statistics of random band $n\times n$ matrices whose entries have the form $\mathcal{M}_{ij}=b^{-1/2}u^{1/2}(|i-j|)\tilde w_{ij}$ with i.i.d. $w_{ij}$ possessing the $(4+\varepsilon)$th…

Mathematical Physics · Physics 2015-09-30 Mariya Shcherbina

The microscopic correlation functions of non-chiral random matrix models with complex eigenvalues are analyzed for a wide class of non-Gaussian measures. In the large-N limit of weak non-Hermiticity, where N is the size of the complex…

High Energy Physics - Theory · Physics 2014-11-18 G. Akemann

Covariances and variances of linear statistics of a point process can be written as integrals over the truncated two-point correlation function. When the point process consists of the eigenvalues of a random matrix ensemble, there are often…

Mathematical Physics · Physics 2022-05-04 Peter J. Forrester

Using large $N$ arguments, we propose a scheme for calculating the two-point eigenvector correlation function for non-normal random matrices in the large $N$ limit. The setting generalizes the quaternionic extension of free probability to…

Mathematical Physics · Physics 2018-07-03 Maciej A. Nowak , Wojciech Tarnowski

It is believed that, in the limit as the conductor tends to infinity, correlations between the zeros of elliptic curve $L$-functions averaged within families follow the distribution laws of the eigenvalues of random matrices drawn from the…

Number Theory · Mathematics 2008-11-17 D. K. Huynh , J. P. Keating , N. C. Snaith

We consider $n\times n$ real symmetric and hermitian random matrices $H_{n,m}$ equals the sum of a non-random matrix $H_{n}^{(0)}$ matrix and the sum of $m$ rank-one matrices determined by $m$ i.i.d. isotropic random vectors with…

Probability · Mathematics 2007-10-09 Alain Pajor , Leonid Pastur

Consider Ginibre's ensemble of $N \times N$ non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance $\frac{1}{N}$. As $N \uparrow \infty$ the normalized counting measure of the…

Probability · Mathematics 2007-05-23 Brian Rider

We study functions defined on the vertices of the Hamming graphs $H(n,q)$. The adjacency matrix of $H(n,q)$ has $n+1$ distinct eigenvalues $n(q-1)-q\cdot i$ with corresponding eigenspaces $U_{i}(n,q)$ for $0\leq i\leq n$. In this work, we…

Combinatorics · Mathematics 2021-11-29 Alexandr Valyuzhenich , Konstantin Vorob'ev

We consider two classical ensembles of the random matrix theory: the Wigner matrices and sample covariance matrices, and prove Central Limit Theorem for linear eigenvalue statistics under rather weak (comparing with results known before)…

Mathematical Physics · Physics 2011-01-18 Mariya Shcherbina

A new approach to solving random matrix models directly in the large $N$ limit is developed. First, a set of numerical values for some low-pt correlation functions is guessed. The large $N$ loop equations are then used to generate values of…

High Energy Physics - Theory · Physics 2021-12-17 Henry W. Lin

We calculate the autocorrelation function for the characteristic polynomial of a random matrix in the microscopic scaling regime. While results fitting this description have be proved before, we will cover all values of inverse temperature…

Probability · Mathematics 2010-04-12 Rowan Killip , Eric Ryckman

The theory of random matrices contains many central limit theorems. We have central limit theorems for eigenvalues statistics, for the log-determinant and log-permanent, for limiting distribution of individual eigenvalues in the bulk, and…

Probability · Mathematics 2016-05-25 Asaf Ferber , Daniel Montealegre , Van Vu

The Ratios Conjecture of Conrey, Farmer and Zirnbauer predicts the answers to numerous questions in number theory, ranging from n-level densities and correlations to mollifiers to moments and vanishing at the central point. The conjecture…

Number Theory · Mathematics 2010-11-16 John Goes , Steven Jackson , Steven J. Miller , David Montague , Kesinee Ninsuwan , Ryan Peckner , Thuy Pham

Let $\lambda_{\phi}(n)$ be the Fourier coefficients of a Hecke holomorphic or Hecke--Maass cusp form on ${\rm SL}_2(\mathbb Z)$, and $f$ be any multiplicative function that satisfies two mild hypotheses. We establish a non-trivial upper…

Number Theory · Mathematics 2022-04-19 Yujiao Jiang , Guangshi Lü

Motivated by the importance ascribed to correlations in random matrices used to model phenomena in various scientific disciplines, we report how algebraic correlations between matrix elements affect the eigenvalue statistics and spectral…

Statistical Mechanics · Physics 2026-04-27 Abbas Ali Saberi , Roderich Moessner

We prove the Central Limit Theorem for finite-dimensional vectors of linear eigenvalue statistics of submatrices of Wigner random matrices under the assumption that test functions are sufficiently smooth. We connect the asymptotic…

Probability · Mathematics 2020-05-06 Lingyun Li , Matthew Reed , Alexander Soshnikov

We consider the adjacency matrix $A$ of a large random graph and study fluctuations of the function $f_n(z,u)=\frac{1}{n}\sum_{k=1}^n\exp\{-uG_{kk}(z)\}$ with $G(z)=(z-iA)^{-1}$. We prove that the moments of fluctuations normalized by…

Mathematical Physics · Physics 2015-05-14 M. Shcherbina , B. Tirozzi

In this article, we have surveyed the result of Ze\'ev Rudnick and Peter Sarnak on the Zeros of principal L-function and Random Matrix Theory

Number Theory · Mathematics 2020-02-04 Madhuparna Das