Related papers: Edge Universality for Deformed Wigner Matrices
Random matrix models consisting of normal matrices, defined by the sole constraint $[N^{\dag},N]=0$, will be explored. It is shown that cubic eigenvalue repulsion in the complex plane is universal with respect to the probability…
Universality of eigenvalue spacings is one of the basic characteristics of random matrices. We give the precise meaning of universality and discuss the standard universality classes (sine, Airy, Bessel) and their appearance in unitary,…
Consider a Hermitian matrix model under an external potential with spiked external source. When the external source is of rank one, we compute the limiting distribution of the largest eigenvalue for general, regular, analytic potential for…
We consider ensembles of real symmetric band matrices with entries drawn from an infinite sequence of exchangeable random variables, as far as the symmetry of the matrices permits. In general the entries of the upper triangular parts of…
Higher-order spacing ratios are investigated analytically using a Wigner-like surmise for Gaussian ensembles of random matrices. For $k$-th order spacing ratio $(r^{(k)}$, $k>1)$ the matrix of dimension $2k+1$ is considered. A universal…
We study the asymptotic distribution of level crossings for random matrix pencils A_n+\lambda B_n in several ensembles, including complex and real i.i.d. matrices and Gaussian/Hermitian settings. We derive a representation of the normalized…
We consider the normalized adjacency matrix of a random $d$-regular graph on $N$ vertices with any fixed degree $d\geq 3$ and denote its eigenvalues as $\lambda_1=d/\sqrt{d-1}\geq \lambda_2\geq\lambda_3\cdots\geq \lambda_N$. We establish…
We prove the universality for the eigenvalue gap statistics in the bulk of the spectrum for band matrices, in the regime where the band width is comparable with the dimension of the matrix, $W\sim N$. All previous results concerning…
We define a random commuting $d$-tuple of $n$-by-$n$ matrices to be a random variable that takes values in the set of commuting $d$-tuples and has a distribution that is a rapidly decaying continuous weight on this algebraic set. In the…
We consider Hermitian and symmetric random band matrices $H = (h_{xy})$ in $d \geq 1$ dimensions. The matrix entries $h_{xy}$, indexed by $x,y \in (\bZ/L\bZ)^d$, are independent, centred random variables with variances $s_{xy} = \E…
We consider real symmetric and complex Hermitian random matrices with the additional symmetry $h_{xy}=h_{N-x,N-y}$. The matrix elements are independent (up to the fourfold symmetry) and not necessarily identically distributed. This ensemble…
We extend several relative perturbation bounds to Hermitian matrices that are possibly singular, and also develop a general class of relative bounds for Hermitian matrices. As a result, corresponding relative bounds for singular values of…
We show that the spectral radius of an $N\times N$ random symmetric matrix with i.i.d. bounded centered but non-symmetrically distributed entries is bounded from above by $ 2 \*\sigma + o(N^{-6/11+\epsilon}), $ where $\sigma^2 $ is the…
We analyze the expectation value of observables in a scalar theory on the fuzzy two sphere, represented as a generalized hermitian matrix model. We calculate explicitly the form of the expectation values in the large-N limit and demonstrate…
We establish the relation between two objects: an integrable system related to Painlev\'e II equation, and the symplectic invariants of a certain plane curve S(TW). This curve describes the average eigenvalue density of a random hermitian…
The Hermite Normal Form (HNF) is a canonical representation of matrices over any principal ideal domain. Over the integers, the distribution of the HNFs of randomly looking matrices is far from uniform. The aim of this article is to present…
We consider the ensemble of adjacency matrices of Erd\H{o}s-R\'{e}nyi random graphs, that is, graphs on $N$ vertices where every edge is chosen independently and with probability $p\equiv p(N)$. We rescale the matrix so that its bulk…
In this paper we calculate, in the large N limit, the eigenvalue density of an infinite product of random unitary matrices, each of them generated by a random hermitian matrix. This is equivalent to solving unitary diffusion generated by a…
We consider the statistics of extreme eigenvalues of random $d$-regular graphs, with $N^{\mathfrak c}\leq d\leq N^{1/3-{\mathfrak c}}$ for arbitrarily small ${\mathfrak c}>0$. We prove that in this regime, the fluctuations of extreme…
In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter $\theta>0$) by replacing the entries equal to one by…