Related papers: A method for calculating spectral statistics based…
Riemannian Gaussian distributions were initially introduced as basic building blocks for learning models which aim to capture the intrinsic structure of statistical populations of positive-definite matrices (here called covariance…
As we move towards future galaxy surveys, the three-point statistics will be increasingly leveraged to enhance the constraining power of the data on cosmological parameters. An essential part of the three-point function estimation is…
We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…
Sparse non-Hermitian random matrices arise in the study of disordered physical systems with asymmetric local interactions, and have applications ranging from neural networks to ecosystem dynamics. The spectral characteristics of these…
Number theorists have studied extensively the connections between the distribution of zeros of the Riemann $\zeta$-function, and of some generalizations, with the statistics of the eigenvalues of large random matrices. It is interesting to…
We develop technique concerning statistical analyses of the large-scale structure of the universe in the presence of biasing in the structure formation. We formulate the diagrammatic method to calculate the correlation functions of the…
We use a smoothed version of the explicit formula to find an approximation to the Riemann zeta function as a product over its nontrivial zeros multiplied by a product over the primes. We model the first product by characteristic polynomials…
In this paper, we survey some recent progress on rigorously establishing the universality of various spectral statistics of Wigner Hermitian random matrix ensembles, focusing on the Four Moment Theorem and its refinements and applications,…
For general large non-Hermitian random matrices $X$ and deterministic normal deformations $A$, we prove that the local eigenvalue statistics of $A+X$ close to the critical edge points of its spectrum are universal. This concludes the proof…
We prove multi-dimensional central limit theorems for the spectral moments (of arbitrary degrees) associated with random matrices with real-valued i.i.d. entries, satisfying some appropriate moment conditions. Our techniques rely on a…
The supersymmetric technique is applied to computing the average spectral density near zero energy in the large-N limit of the random-matrix ensembles with zero eigenvalues: B, DIII-odd, and the chiral ensembles (classes AIII, BDI, and…
We compute the large scale (macroscopic) correlations in ensembles of normal random matrices with an arbitrary measure and in ensembles of general non-Hermition matrices with a class of non-Gaussian measures. In both cases the eigenvalues…
A variant for the Hilbert and Polya spectral interpretation of the Riemann zeta function is proposed. Instead of looking for a self-adjoint linear operator H, whose spectrum coincides with the Riemann zeta zeros, we look for the complex…
Statistical properties of ensembles of random density matrices are investigated. We compute traces and von Neumann entropies averaged over ensembles of random density matrices distributed according to the Bures measure. The eigenvalues of…
We introduce a random matrix framework for studying statistical-mechanical lattice systems through spectral observables. Equilibrium configurations sampled from a Boltzmann measure are mapped to matrix ensembles whose covariance structure…
We calculate eigenvector statistics in an ensemble of non-Hermitian matrices describing open quantum systems [F. Haake et al., Z. Phys. B 88, 359 (1992)] in the limit of large matrix size. We show that ensemble-averaged eigenvector…
The Riemann hypothesis states that all nontrivial zeros of the zeta function lie in the critical line $\Re(s)=1/2$. Hilbert and P\'olya suggested that one possible way to prove the Riemann hypothesis is to interpret the nontrivial zeros in…
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 establish a general framework to explore parametric statistics of individual energy levels in unitary random matrix ensembles. For a generic confinement potential $W(H)$, we (i) find the joint distribution functions of the eigenvalues of…
Let $\mathbf{Q}=(Q_1,\ldots,Q_n)$ be a random vector drawn from the uniform distribution on the set of all $n!$ permutations of $\{1,2,\ldots,n\}$. Let $\mathbf{Z}=(Z_1,\ldots,Z_n)$, where $Z_j$ is the mean zero variance one random variable…