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We consider $N\times N$ Hermitian random matrices with independent identical distributed entries. The matrix is normalized so that the average spacing between consecutive eigenvalues is of order 1/N. Under suitable assumptions on the…

Mathematical Physics · Physics 2009-11-13 Laszlo Erdos , Benjamin Schlein , Horng-Tzer Yau

The paper deals with the distribution of singular values of the input-output Jacobian of deep untrained neural networks in the limit of their infinite width. The Jacobian is the product of random matrices where the independent rectangular…

Machine Learning · Statistics 2022-07-13 Leonid Pastur

The goal of this article is to study how much the eigenvalues of large Hermitian random matrices deviate from certain deterministic locations -- or in other words, to investigate optimal rigidity estimates for the eigenvalues. We do this in…

Probability · Mathematics 2019-06-05 Tom Claeys , Benjamin Fahs , Gaultier Lambert , Christian Webb

These notes provide an introduction to the local semicircle law from random matrix theory, as well as some of its applications. We focus on Wigner matrices, Hermitian random matrices with independent upper-triangular entries with zero…

Probability · Mathematics 2018-09-11 Florent Benaych-Georges , Antti Knowles

Employing the currently discussed notion of pseudo-Hermiticity, we define a pseudo-unitary group. Further, we develop a random matrix theory which is invariant under such a group and call this ensemble of pseudo-Hermitian random matrices as…

Quantum Physics · Physics 2009-11-07 Zafar Ahmed , Sudhir R. Jain

Consider a $n\times n$ sparse non-Hermitian random matrix $X_n$ defined as the Hadamard product between a random matrix with centered independent and identically distributed entries and a sparse Bernoulli matrix with success probability…

Probability · Mathematics 2026-02-25 Walid Hachem , Michail Louvaris , Jamal Najim

Consider the empirical spectral distribution of complex random $n\times n$ matrix whose entries are independent and identically distributed random variables with mean zero and variance $1/n$. In this paper, via applying potential theory in…

Probability · Mathematics 2007-06-13 Guangming Pan , Wang Zhou

We study the eigenvalue distribution of a GUE matrix with a variance profile that is perturbed by an additive random matrix that may possess spikes. Our approach is guided by Voiculescu's notion of freeness with amalgamation over the…

Statistics Theory · Mathematics 2020-05-19 Jérémie Bigot , Camille Male

The aim of this paper is to prove a local version of the circular law for non-Hermitian random matrices and its generalization to the product of non-Hermitian random matrices under weak moment conditions. More precisely we assume that the…

Probability · Mathematics 2018-12-10 Friedrich Götze , Alexey Naumov , Alexander Tikhomirov

This paper extends the property of interlacing of the zeros of eigenfunctions in Hermitian systems to the topological property of winding number in non-Hermitian systems. Just as the number of nodes of each eigenfunction in a self-adjoint…

Mathematical Physics · Physics 2018-01-17 Stella T. Schindler , Carl M. Bender

The limiting distribution of eigenvalues of N x N random matrices has many applications. One of the most studied ensembles are real symmetric matrices with independent entries iidrv; the limiting rescaled spectral measure (LRSM)…

Probability · Mathematics 2012-12-27 Olivia Beckwith , Victor Luo , Steven J. Miller , Karen Shen , Nicholas Triantafillou

Pseudo-hermitian matrices are matrices hermitian with respect to an indefinite metric. They can be thought of as the truncation of pseudo-hermitian operators, defined over some Krein space, together with the associated metric, to a finite…

Mathematical Physics · Physics 2022-02-03 Joshua Feinberg , Roman Riser

We study the empirical measure $L_{A_n}$ of the eigenvalues of non-normal square matrices of the form $A_n=U_nD_nV_n$ with $U_n,V_n$ independent Haar distributed on the unitary group and $D_n$ real diagonal. We show that when the empirical…

Probability · Mathematics 2010-11-15 Alice Guionnet , Manjunath Krishnapur , Ofer Zeitouni

Let $\nu$ be a probability distribution over the semi-group of square matrices of size $d \ge 2$ over a locally compact field $\mathbb{K}$, \textit{e.g.} $\mathbb{R}$. We consider the random walk $\overline{\gamma}_n :=…

Probability · Mathematics 2026-05-19 Axel Péneau

Let $A_n$ be an $n\times n$ matrix with iid entries distributed as Bernoulli random variables with parameter $p = p_n$. Rudelson and Tikhomirov, in a beautiful and celebrated paper, show that the distribution of eigenvalues of $A_n \cdot…

Probability · Mathematics 2025-01-09 Ashwin Sah , Julian Sahasrabudhe , Mehtaab Sawhney

We consider the fluctuations of the number of eigenvalues of $n\times n$ random normal matrices depending on a potential $Q$ in a given set $A$. These eigenvalues are known to form a determinantal point process, and are known to accumulate…

Probability · Mathematics 2026-04-07 J. Marzo , L. D. Molag , J. Ortega-Cerdà

The XY spin chain is a paradigmatic example of a model solved by free fermions, in which the energy eigenspectrum is built from combinations of quasi-energies. In this article we show that by extending the XY model's anisotropy parameter…

Quantum Physics · Physics 2025-10-13 Robert A. Henry , D. C. Liu , Murray T. Batchelor

Using the subdivision schemes theory, we develop a criterion to check if any natural number has at most one representation in the $n$-ary number system with a set of non-negative integer digits $A=\{a_1, a_2,\ldots, a_n\}$ that contains…

Number Theory · Mathematics 2025-11-25 Sergei V. Konyagin , Vladimir Yu. Protasov , Alexey L. Talambutsa

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

The joint eigenvalue distributions of random-matrix ensembles are derived by applying the principle maximum entropy to the Renyi, Abe and Kaniadakis entropies. While the Renyi entropy produces essentially the same matrix-element…

Statistical Mechanics · Physics 2007-05-23 A. Y. Abul-Magd