Related papers: Local deformed semicircle law and complete delocal…

We consider a Wigner-type ensemble, i.e. large hermitian $N\times N$ random matrices $H=H^*$ with centered independent entries and with a general matrix of variances $S_{xy}=\mathbb E|H_{xy}|^2$. The norm of $H$ is asymptotically given by…

On the one hand, we prove that almost surely, for large dimension, there is no eigenvalue of a Hermitian polynomial in independent Wigner and deterministic matrices, in any interval lying at some distance from the supports of a sequence of…

We prove a universal mesoscopic central limit theorem for linear eigenvalue statistics of a Wigner-type matrix inside the bulk of the spectrum with compactly supported twice continuously differentiable test functions. The main novel…

It is well known that the spectral measure of eigenvalues of a rescaled square non-Hermitian random matrix with independent entries satisfies the circular law. We consider the product $TX$, where $T$ is a deterministic $N\times M$ matrix…

We use the idea of a Wigner surmise to compute approximate distributions of the first eigenvalue in chiral Random Matrix Theory, for both real and complex eigenvalues. Testing against known results for zero and maximal non-Hermiticity in…

We consider $n\times n$ non-Hermitian random matrices with independent entries and a variance profile, as well as an additive deterministic diagonal deformation. We show that their empirical eigenvalue distribution converges to a limiting…

Given two positive integers $n$ and $k$ and a parameter $t\in (0,1)$, we choose at random a vector subspace $V_{n}\subset \mathbb{C}^{k}\otimes\mathbb{C}^{n}$ of dimension $N\sim tnk$. We show that the set of $k$-tuples of singular values…

We give abstract versions of the large deviation theorem for the distribution of zeros of polynomials and apply them to the characteristic polynomials of Hermitian random matrices. We obtain new estimates related to the local semi-circular…

Let $\mathbf{k}$ be an algebraically closed field of arbitrary characteristic, let $\Lambda$ be a finite dimensional $\mathbf{k}$-algebra and let $V$ be a $\Lambda$-module with stable endomorphism ring isomorphic to $\mathbf{k}$. If…

For the vanishing deformation parameter $\lambda$, the full structure of the (anti)commutator relations in the ${\cal N}=4$ supersymmetric linear $W_{\infty}[\lambda=0]$ algebra is obtained for arbitrary weights $h_1$ and $h_2$ of the…

It is shown that a $N\times N$ real symmetric [complex hermitian] positive definite matrix $V$ is congruent to a diagonal matrix modulo a pseudo-orthogonal [pseudo-unitary] matrix in $SO(m,n)$ [ $SU(m,n)$], for any choice of partition…

We derive some localization and perturbation results for coneigenvalues of quaternion matrices. In localization results, we derive Ger\v{s}gorin type theorems for right and left coneigenvalues of quaternion matrices. We prove that certain…

For correlated real symmetric or complex Hermitian random matrices, we prove that the local eigenvalue statistics at any cusp singularity are universal. Since the density of states typically exhibits only square root edge or cubic root cusp…

Let $A_n$ be an $n \times n$ deterministic matrix and $\Sigma_n$ be a deterministic non-negative matrix such that $A_n$ and $\Sigma_n$ converge in $*$-moments to operators $a$ and $\Sigma$ respectively in some $W^*$-probability space. We…

We consider the Rosenzweig-Porter model $H = V + \sqrt{T}\, \Phi$, where $V$ is a $N \times N$ diagonal matrix, $\Phi$ is drawn from the $N \times N$ Gaussian Orthogonal Ensemble, and $N^{-1} \ll T \ll 1$. We prove that the eigenfunctions…

The universality for the eigenvalue spacing statistics of generalized Wigner matrices was established in our previous work \cite{EYY} under certain conditions on the probability distributions of the matrix elements. A major class of…

Real eigenvalues of pseudo-Hermitian matrices, such as real matrices and $\mathcal{PT-}$symmetric matrices, frequently split into complex conjugate pairs. This is accompanied by the breaking of certain symmetries of the eigenvectors and,…

The delocalized non-ergodic phase existing in some random $N \times N$ matrix models is analyzed via the Wigner-Weisskopf approximation for the dynamics from an initial site $j_0$. The main output of this approach is the inverse…

We establish universality of local eigenvalue correlations in unitary random matrix ensembles (1/Z_n) |\det M|^{2\alpha} e^{-n\tr V(M)} dM near the origin of the spectrum. If V is even, and if the recurrence coefficients of the orthogonal…

We consider random hermitian matrices in which distant above-diagonal entries are independent but nearby entries may be correlated. We find the limit of the empirical distribution of eigenvalues by combinatorial methods. We also prove that…