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We consider sample covariance matrices of the form $X^*X$, where $X$ is an $M \times N$ matrix with independent random entries. We prove the isotropic local Marchenko-Pastur law, i.e. we prove that the resolvent $(X^* X - z)^{-1}$ converges…

Probability · Mathematics 2015-07-17 Alex Bloemendal , Laszlo Erdos , Antti Knowles , Horng-Tzer Yau , Jun Yin

The eigenvalue density for members of the Gaussian orthogonal and unitary ensembles follows the Wigner semi-circle law. If the Gaussian entries are all shifted by a constant amount c/Sqrt(2N), where N is the size of the matrix, in the large…

Mathematical Physics · Physics 2009-04-21 Kevin E. Bassler , Peter J. Forrester , Norman E. Frankel

In this article, we analyze the propagation of Wigner measures of a family of solutions to a system of semi-classical pseudodifferential equations presenting eigenvalues crossings on hypersurfaces. We prove the propagation along classical…

Mathematical Physics · Physics 2008-11-14 Thomas Duyckaerts , Clotilde Fermanian Kammerer , Thierry Jecko

Let $\Lambda$ be a basic finite dimensional algebra over an algebraically closed field $\mathbf{k}$, and let $\widehat{\Lambda}$ be the repetitive algebra of $\Lambda$. In this article, we prove that if $\widehat{V}$ is a left…

Representation Theory · Mathematics 2021-07-27 Adriana Fonce-Camacho , Hernán Giraldo , Pedro Rizzo , José A. Vélez-Marulanda

We consider the empirical eigenvalue distribution for a class of non-Hermitian random block tridiagonal matrices $T$ with independent entries. The matrix has $n$ blocks on the diagonal and each block has size $\ell_n$, so the whole matrix…

Probability · Mathematics 2025-11-18 Yi Han

We consider real symmetric or complex hermitian random matrices with correlated entries. We prove local laws for the resolvent and universality of the local eigenvalue statistics in the bulk of the spectrum. The correlations have fast decay…

Probability · Mathematics 2018-03-01 Oskari Ajanki , Laszlo Erdos , Torben Krüger

We analyse the eigenvectors of the adjacency matrix of the Erd\H{o}s-R\'enyi graph on $N$ vertices with edge probability $\frac{d}{N}$. We determine the full region of delocalization by determining the critical values of $\frac{d}{\log N}$…

Probability · Mathematics 2021-12-03 Johannes Alt , Raphael Ducatez , Antti Knowles

The eigenvalues for the minors of real symmetric ($\beta=1$) and complex Hermitian ($\beta=2$) Wigner matrices form the Wigner corner process, which is a multilevel interlacing particle system. In this paper, we study the microscopic…

Probability · Mathematics 2019-07-25 Jiaoyang Huang

Let $K$ be a complete discretely valued field whose residue field has characteristic different from $2$. Let $(D,\sigma)$ be a $K-$division algebra with involution of the first kind, and $h$ be a $K-$anisotropic $\epsilon$-hermitian form…

Rings and Algebras · Mathematics 2024-12-17 Amin Soofiani

In this paper we propose an accurate, highly parallel algorithm for the generalized eigendecomposition of a matrix pair $(H, S)$, given in a factored form $(F^{\ast} J F, G^{\ast} G)$. Matrices $H$ and $S$ are generally complex and…

Numerical Analysis · Mathematics 2020-09-22 Sanja Singer , Edoardo Di Napoli , Vedran Novaković , Gayatri Čaklović

We propose and study the properties of a set of polynomials $M_{n\alpha, H\ }^{s}(z)$, $C_{n\alpha, H}^{s}(z)$ $W_{n\alpha, H}^{s}(z)$ with $n,s\in N$ $;\alpha =\pm 1;$and where $H$ stands for Hermite ; the ''root '' polynomial >.These…

Mathematical Physics · Physics 2007-05-23 M. Mekhfi

In this document we study some local deformation properties of matrix representations of the universal C$^*$-algebras denoted by $\mathbb{I}^{m}_\varepsilon[p_1,\ldots,p_m]$ and $\mathbb{S}^{m-1}_\varepsilon[p_1,\ldots,p_m]$, and that we…

Operator Algebras · Mathematics 2016-08-31 Fredy Vides

We consider ensembles of $N \times N$ Hermitian Wigner matrices, whose entries are (up to the symmetry constraints) independent and identically distributed random variables. Assuming sufficient regularity for the probability density…

Mathematical Physics · Physics 2011-03-15 Anna Maltsev , Benjamin Schlein

This paper is about the relation of random matrix theory and the subordination phenomenon in complex analysis. We find that the resolvent of the sum of two random matrices is approximately subordinated to the resolvents of the original…

Probability · Mathematics 2015-06-22 V. Kargin

We consider the discrete Schr\"odinger operator $H=-\Delta+V$ on a cube $M\subset \mathbb{Z}^d$, with periodic or Dirichlet (simple) boundary conditions. We use a hidden landscape function $u$, defined as the solution of an inhomogeneous…

Mathematical Physics · Physics 2021-05-12 Wei Wang , Shiwen Zhang

This paper is the first chapter of three of the author's undergraduate thesis. We study the random matrix ensemble of covariance matrices arising from random $(d_b, d_w)$-regular bipartite graphs on a set of $M$ black vertices and $N$ white…

Probability · Mathematics 2017-04-28 Kevin Yang

In this paper, we present new results relating the numerical range of a matrix $A$ with generalized Levinger transformation $\mathcal{L}(A,\alpha,\beta) = \alphaH_A +\betaS_A$, where $H_A$ and $S_A$, are respectively the Hermitian and…

Rings and Algebras · Mathematics 2007-12-27 M. Adam , J. Maroulas

We consider the local statistics of $H = V^* X V + U^* Y U$ where $V$ and $U$ are independent Haar-distributed unitary matrices, and $X$ and $Y$ are deterministic real diagonal matrices. In the bulk, we prove that the gap statistics and…

Probability · Mathematics 2017-01-04 Ziliang Che , Benjamin Landon

We study random, symmetric $N \times N$ band matrices with a band of size $W$ and Bernoulli random variables as entries. This interpolates between nearest neighbour interaction $W = 1$ and Wigner matrices $W = N$. Eigenvectors are known to…

Probability · Mathematics 2020-05-07 Stefan Steinerberger

Let $X=G/H$ be a homogeneous space, where $G \supset H$ are reductive Lie groups. We ask: in the setting where $\Gamma \backslash G/H$ is a standard quotient, to what extent can the discrete subgroup $\Gamma$ be deformed while preserving…

Differential Geometry · Mathematics 2025-07-22 Kazuki Kannaka , Toshiyuki Kobayashi
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