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We consider the single eigenvalue fluctuations of random matrices of general Wigner-type, under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove that the asymptotic fluctuations of a single eigenvalue…

Mathematical Physics · Physics 2022-12-07 Benjamin Landon , Patrick Lopatto , Philippe Sosoe

A vast literature over the past fifteen years has been devoted to the study of the geometric properties of Gaussian random waves. In this work, we investigate the geometric behavior of \emph{uniform random waves}, a much less studied…

We discuss the product of $M$ rectangular random matrices with independent Gaussian entries, which have several applications including wireless telecommunication and econophysics. For complex matrices an explicit expression for the joint…

Mathematical Physics · Physics 2013-11-13 Gernot Akemann , Jesper R. Ipsen , Mario Kieburg

We develop a unified approach to universality of local scaling limits for eigenvalues of random normal matrices, or equivalently for planar Coulomb gases at inverse temperature $\beta=2$. The approach is direct in that it does not rely on…

Probability · Mathematics 2025-11-25 Joakim Cronvall , Aron Wennman

We consider an ensemble of non-Hermitian matrices with independent identically distributed real entries that have finite moments. We show that its $k$-point correlation function in the bulk away from the real line converges to a universal…

Probability · Mathematics 2024-04-29 Sofiia Dubova , Kevin Yang

We study the real eigenvalue statistics of products of independent real Ginibre random matrices. These are matrices all of whose entries are real i.i.d. standard Gaussian random variables. For such product ensembles, we demonstrate the…

Probability · Mathematics 2021-09-02 Will FitzGerald , Nick Simm

Universality of correlation functions obtained in parametric random matrix theory is explored in a multi-parameter formalism, through the introduction of a diffusion matrix $D_{ij}(R)$, and compared to results from a multi-parameter chaotic…

chao-dyn · Physics 2009-10-28 D. Mitchell , D. Kusnezov

Correlation functions in the O(n) models below the critical temperature are considered. Based on Monte Carlo (MC) data, we confirm the fact stated earlier by Engels and Vogt, that the transverse two-plane correlation function of the O(4)…

Statistical Mechanics · Physics 2016-08-24 J. Kaupuzs , R. V. N. Melnik , J. Rimsans

This manuscript considers the problem of learning a random Gaussian network function using a fully connected network with frozen intermediate layers and trainable readout layer. This problem can be seen as a natural generalization of the…

Machine Learning · Statistics 2023-02-02 Dominik Schröder , Hugo Cui , Daniil Dmitriev , Bruno Loureiro

The eigenvalue correlations of random matrices from the Jacobi Unitary Ensemble have a known asymptotic behavior as their size tends to infinity. In the bulk of the spectrum the behavior is described in terms of the sine kernel, and at the…

Mathematical Physics · Physics 2010-07-29 Arno Kuijlaars , Maarten Vanlessen

We study random Morse functions on a Riemann manifold $(M^m,g)$ defined as a random Gaussian weighted superpositions of eigenfunctions of the Laplacian of the metric $g$. The randomness is determined by a fixed Schwartz function $w$ and a…

Differential Geometry · Mathematics 2014-03-12 Liviu I. Nicolaescu

We obtain the explicit rate of convergence $N^{-1/2 + \epsilon}$ for the gaps of generalized Wigner matrices in the bulk of the spectrum, for distributions of matrix entries possibly atomic and supported on enough points. The proof proceeds…

Probability · Mathematics 2025-09-24 Albert Zhang

We study random matrices with independent subgaussian columns. Assuming each column has a fixed Euclidean norm, we establish conditions under which such matrices act as near-isometries when restricted to a given subset of their domain. We…

Probability · Mathematics 2025-09-05 Yaniv Plan , Roman Vershynin

In this paper the kernel for the spectral correlation functions of the invariant chiral random matrix ensembles with real ($\beta =1$) and quaternion real ($\beta = 4$) matrix elements is expressed in terms of the kernel of the…

High Energy Physics - Theory · Physics 2016-09-06 M. K. Sener , J. J. M. Verbaarschot

This paper establishes connections between the boundary behaviour of functions representable as absolutely convergent Dirichlet series in a half-plane and the convergence properties of partial sums of the Dirichlet series on the boundary.…

Complex Variables · Mathematics 2018-05-16 Stephen J. Gardiner , Myrto Manolaki

For time-reversal invariant graphs we prove the Bohigas-Giannoni-Schmit conjecture in its most general form: For graphs that are mixing in the classical limit, all spectral correlation functions coincide with those of the Gaussian…

Mathematical Physics · Physics 2015-06-18 Z. Pluhar , H. A. Weidenmueller

We consider the uniform random $d$-regular graph on $N$ vertices, with $d \in [N^\alpha, N^{2/3-\alpha}]$ for arbitrary $\alpha > 0$. We prove that in the bulk of the spectrum the local eigenvalue correlation functions and the distribution…

Probability · Mathematics 2019-08-21 Roland Bauerschmidt , Jiaoyang Huang , Antti Knowles , Horng-Tzer Yau

We show that skew-orthogonal functions, defined with respect to Jacobi weight $w_{a,b}(x)={(1-x)}^a{(1+x)}^b$, $a$, $b>-1$, including the limiting cases of Laguerre ($w_{a}(x)=x^{a}e^{-x}$, $a > -1$) and Gaussian weight ($w(x)=e^{-x^2}$),…

Mathematical Physics · Physics 2008-09-30 Ghosh Saugata

Let $\{f_j\}_{j=0}^n$ be a sequence of orthonormal polynomials where the orthogonality relation is satisfied on either the real line or on the unit circle. We study zero distribution of random linear combinations of the form…

Classical Analysis and ODEs · Mathematics 2018-02-12 Aaron Yeager

Consider the ensemble of real symmetric Toeplitz matrices, each independent entry an i.i.d. random variable chosen from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. Previous investigations showed that…

Probability · Mathematics 2010-11-16 Adam Massey , Steven J. Miller , John Sinsheimer