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We consider $N\times N$ Hermitian random band matrices $H=(H_{xy})$, whose entries are centered complex Gaussian random variables. The indices $x,y$ range over the $d$-dimensional discrete torus $(\mathbb Z/L\mathbb Z)^d$ with $d\in…

Probability · Mathematics 2025-06-25 Fan Yang , Jun Yin

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 a random band matrix $H=(H_{xy})_{x,y}$ of dimension $N\times N$ with mean-zero complex Gaussian entries, where $x,y$ belong to the discrete torus $(\mathbb{Z}/\sqrt{N}\mathbb{Z})^{2}$. The variance profile…

Probability · Mathematics 2025-03-11 Sofiia Dubova , Kevin Yang , Horng-Tzer Yau , Jun Yin

We study the normalized eigenvalue counting measure d\sigma of matrices of long-range percolation model. These are (2n+1)\times (2n+1) random real symmetric matrices H=\{H(i,j)\}_{i,j} whose elements are independent random variables taking…

Probability · Mathematics 2008-06-30 Ayadi Slim

For complex Wigner-type matrices, i.e. Hermitian random matrices with independent, not necessarily identically distributed entries above the diagonal, we show that at any cusp singularity of the limiting eigenvalue distribution the local…

Probability · Mathematics 2024-10-29 László Erdős , Torben Krüger , Dominik Schröder

In this paper, we investigate the asymptotic spectrum of complex or real Deformed Wigner matrices $(M_N)_N$ defined by $M_N=W_N/\sqrt{N}+A_N$ where $W_N$ is an $N\times N$ Hermitian (resp., symmetric) Wigner matrix whose entries have a…

Probability · Mathematics 2011-02-24 Mireille Capitaine , Catherine Donati-Martin , Delphine Féral

We consider large-dimensional Hermitian or symmetric random matrices of the form $W=M+\vartheta V$ where $M$ is a Wigner matrix and $V$ is a real diagonal matrix whose entries are independent of $M$. For a large class of diagonal matrices…

Probability · Mathematics 2019-04-22 Hong Chang Ji , Ji Oon Lee

We consider a general class of $n\times n$ random band matrices with bandwidth $W$. When $W^2\ll n$, we prove that with high probability the eigenvectors of such matrices are localized and decay exponentially at the sharp scale $W^2$.…

Probability · Mathematics 2025-08-29 Reuben Drogin

Consider the eigenvalues $\lambda_i(M_n)$ (in increasing order) of a random Hermitian matrix $M_n$ whose upper-triangular entries are independent with mean zero and variance one, and are exponentially decaying. By Wigner's semicircular law,…

Probability · Mathematics 2011-08-16 Terence Tao , Van Vu

For linear Hamiltonian $2n\times 2n$ systems $J y'(x) = (\lambda W(x)+H(x))y(x)$ we investigate the problem how the eigenvalues $\lambda$ depend on the entries of the coefficient matrix $H$. This question turns into a deformation equation…

Exactly Solvable and Integrable Systems · Physics 2021-02-10 Harald Schmid

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…

Probability · Mathematics 2026-03-03 Giorgio Cipolloni , László Erdős , Joscha Henheik , Oleksii Kolupaiev

Following E. Wigner's original vision, we prove that sampling the eigenvalue gaps within the bulk spectrum of a fixed (deformed) Wigner matrix $H$ yields the celebrated Wigner-Dyson-Mehta universal statistics with high probability.…

Mathematical Physics · Physics 2024-04-18 Giorgio Cipolloni , László Erdős , Dominik Schröder

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

We consider random Hermitian matrices with independent upper triangular entries. Wigner's semicircle law says that under certain additional assumptions, the empirical spectral distribution converges to the semicircle distribution. We…

Probability · Mathematics 2022-06-14 Calvin Wooyoung Chin

We develop a new method for deriving local laws for a large class of random matrices. It is applicable to many matrix models built from sums and products of deterministic or independent random matrices. In particular, it may be used to…

Probability · Mathematics 2016-08-05 Antti Knowles , Jun Yin

We revisit the moment method to obtain a slightly strengthened version of the usual semicircular law. Our version assumes only that the upper triangular entries of Hermitian random matrices are independent, have mean zero and variances…

Probability · Mathematics 2019-07-30 Wooyoung Chin

We consider Hermitian and symmetric random band matrices $H = (h_{xy})$ in $d \geq 1$ dimensions. The matrix entries $h_{xy}$, indexed by $x,y \in (\bZ/L\bZ)^d$, are independent, centred random variables with variances $s_{xy} = \E…

Probability · Mathematics 2015-06-05 Laszlo Erdos , Antti Knowles , Horng-Tzer Yau , Jun Yin

Our main result is a local limit law for the empirical spectral distribution of the anticommutator of independent Wigner matrices, modeled on the local semicircle law. Our approach is to adapt some techniques from one of the recent papers…

Probability · Mathematics 2013-08-29 Greg W. Anderson

Consider an $N\times N$ hermitian random matrix with independent entries, not necessarily Gaussian, a so called Wigner matrix. It has been conjectured that the local spacing distribution, i.e. the distribution of the distance between…

Mathematical Physics · Physics 2009-10-31 Kurt Johansson

Consider a random matrix of the form $W_n = M_n + D_n$, where $M_n$ is a Wigner matrix and $D_n$ is a real deterministic diagonal matrix ($D_n$ is commonly referred to as an external source in the mathematical physics literature). We study…

Probability · Mathematics 2014-08-18 Sean O'Rourke , Van Vu