Related papers: Outliers in the Single Ring Theorem

We consider the joint distribution of real and imaginary parts of eigenvalues of random matrices with independent entries with mean zero and unit variance. We prove the convergence of this distribution to the uniform distribution on the…

We define outliers as a set of observations which contradicts the proposed mathematical (statistical) model and we discuss the frequently observed types of the outliers. Further we explore what changes in the model have to be made in order…

Let A be an n x n symmetric random matrix whose upper-triangular entries are independent and follow possibly non-identical subgaussian distributions. This paper investigates the spectral properties of A, including its eigenvalues and…

For an $n \times n$ independent-entry random matrix $X_n$ with eigenvalues $\lambda_1, \ldots, \lambda_n$, the seminal work of Rider and Silverstein asserts that the fluctuations of the linear eigenvalue statistics $\sum_{i=1}^n…

For general non-Hermitian random matrices $X$ and deterministic deformation matrices $A$, we prove that the local eigenvalue statistics of $A+X$ close to the typical edge points of its spectrum are universal. Furthermore, we show that under…

In this note we give various characterizations of random walks with possibly different steps that have relatively large discrepancy from the uniform distribution modulo a prime p, and use these results to study the distribution of the rank…

We revisit the problem of perturbing a large, i.i.d. random matrix by a finite rank error. It is known that when elements of the i.i.d. matrix have finite fourth moment, then the outlier eigenvalues of the perturbed matrix are close to the…

Nonlinearity and non-Hermiticity, for example due to environmental gain-loss processes, are a common occurrence throughout numerous areas of science and lie at the root of many remarkable phenomena. For the latter, parity-time-reflection…

The Tracy-Widom distributions are among the most famous laws in probability theory, partly due to their connection with Wigner matrices. In particular, for $A=\frac{1}{\sqrt{n}}(a_{ij})_{1 \leq i,j \leq n} \in \mathbb{R}^{n \times n}$…

Let M be an arbitrary Hermitian matrix of order n, and k be a positive integer less than or equal to n. We show that if k is large, the distribution of eigenvalues on the real line is almost the same for almost all principal submatrices of…

We show that randomly choosing the matrices in a completely positive map from the unitary group gives a quantum expander. We consider Hermitian and non-Hermitian cases, and we provide asymptotically tight bounds in the Hermitian case on the…

We study the problem of detecting the presence of a single unknown spike in a rectangular data matrix, in a high-dimensional regime where the spike has fixed strength and the aspect ratio of the matrix converges to a finite limit. This…

For a class of sparse random matrices of the form $A_n =(\xi_{i,j}\delta_{i,j})_{i,j=1}^n$, where $\{\xi_{i,j}\}$ are i.i.d.~centered sub-Gaussian random variables of unit variance, and $\{\delta_{i,j}\}$ are i.i.d.~Bernoulli random…

We provide theoretical and experimental evidence of statistical outliers in random laser emission that are not accounted for by the, now established, power-law tailed (L\'evy) distribution. Such outliers manifest themselves as single, large…

We consider large non-Hermitian random matrices $X$ with complex, independent, identically distributed centred entries and show that the linear statistics of their eigenvalues are asymptotically Gaussian for test functions having…

We consider a class of sparse random matrices, which includes the adjacency matrix of Erd\H{o}s-R\'enyi graphs $\mathcal G(N,p)$ for $p \in [N^{\varepsilon-1},N^{-\varepsilon}]$. We identify the joint limiting distributions of the…

Exceptional points~(EPs) appear as degeneracies in the spectrum of non-Hermitian matrices at which the eigenvectors coalesce. In general, an EP of order $n$ may find room to emerge if $2(n-1)$ real constraints are imposed. Our results show…

In this paper, we consider a sequence of selfadjoint matrices $A_n$ having a limiting spectral distribution as $n\to \infty$, and we consider a sequence of full flags $\{0\le p_1^n\le\ldots\le p_i^n\le\ldots\le 1_n\}$ chosen at random…

In this paper, we investigate the asymptotic behaviors of the extreme eigenvectors in a general spiked covariance matrix, where the dimension and sample size increase proportionally. We eliminate the restrictive assumption of the block…

Unlike typical phase transitions of first and second order, a system displaying the Thouless effect exhibits characteristics of both at the critical point (jumps in the order parameter and anomalously large fluctuations). An $extreme$…