Related papers: Local Single Ring Theorem

Some properties that nominally involve the eigenvalues of Gaussian Unitary Ensemble (GUE) can instead be phrased in terms of singular values. By discarding the signs of the eigenvalues, we gain access to a surprising decomposition: the…

Let $M_n$ be a random matrix of size $n\times n$ and let $\lambda_1,...,\lambda_n$ be the eigenvalues of $M_n$. The empirical spectral distribution $\mu_{M_n}$ of $M_n$ is defined as $$\mu_{M_n}(s,t)=\frac{1}{n}# \{k\le n, \Re(\lambda_k)\le…

We propose definitions of SVD, spectral decomposition (for self-adjoint matrices) and Jordan decomposition which make sense for all rings. For many rings, these decompositions can be shown to exist. For some specific rings, these…

We study the distribution of the least singular value associated to an ensemble of sparse random matrices. Our motivating example is the ensemble of $N\times N$ matrices whose entries are chosen independently from a Bernoulli distribution…

An associative ring with 1 is said to be semilocal provided it is semisimple artinian modulo its Jacobson radical, that is, modulo its Jacobson radical it is isomorphic to a finite product of matrices over division rings. Modules with a…

In this article, we establish a limiting distribution for eigenvalues of a class of auto-covariance matrices. The same distribution has been found in the literature for a regularized version of these auto-covariance matrices. The original…

We investigate the universality of singular value and eigenvalue distributions of matrix valued functions of independent random matrices and apply these general results in several examples. In particular we determine the limit distribution…

We consider large non-Hermitian real or complex random matrices $X$ with independent, identically distributed centred entries. We prove that their local eigenvalue statistics near the spectral edge, the unit circle, coincide with those of…

The product matrix of a finite commutative ring $R=\{x_1,x_2,\ldots,x_n\}$ and an element $u \in R$ is the matrix $A_u(R)=[a_{ij}]$, where $a_{ij}=1$ if $x_ix_j=u$, and $a_{ij}=0$ otherwise. This provides a natural extension of the concept…

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…

In this paper we consider ensemble of random matrices $\X_n$ with independent identically distributed vectors $(X_{ij}, X_{ji})_{i \neq j}$ of entries. Under assumption of finite fourth moment of matrix entries it is proved that empirical…

Let R be an unramified regular local ring of mixed characteristic, D an Azumaya R-algebra, K the fraction field of R, Nrd the reduced norm homomorphism for the Azumaya R-algebra D. Let a be a unit in R. It is proved the following: suppose…

We consider large random matrices $X$ with centered, independent entries which have comparable but not necessarily identical variances. Girko's circular law asserts that the spectrum is supported in a disk and in case of identical…

In this paper, we consider the universality of the local eigenvalue statistics of random matrices. Our main result shows that these statistics are determined by the first four moments of the distribution of the entries. As a consequence, we…

Consider the product of $m$ independent $n\times n$ random matrices from the spherical ensemble for $m\ge 1$. The empirical distribution based on the $n$ eigenvalues of the product is called the empirical spectral distribution. Two recent…

This paper is about the relation of random matrix theory and the subordination phenomenon in complex analysis. We find that the resolvent of the sum of two random matrices is approximately subordinated to the resolvents of the original…

We consider n by n real matrices whose entries are non-degenerate random variables that are independent but non necessarily identically distributed, and show that the probability that such a matrix is singular is O(1/sqrt{n}). The purpose…

In order to have a better understanding of finite random matrices with non-Gaussian entries, we study the $1/N$ expansion of local eigenvalue statistics in both the bulk and at the hard edge of the spectrum of random matrices. This gives…

We determine the limiting empirical singular value distribution for random unitary matrices with Haar distribution and discrete Fourier transform (DFT) matrices when a random set of columns and rows is removed.

We prove that the local eigenvalue statistics in the bulk for complex random matrices with independent entries whose $r$-th absolute moment decays as $N^{-1-(r-2)\epsilon}$ for some $\epsilon>0$ are universal. This includes sparse matrices…