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Related papers: No-gaps delocalization for general random matrices

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Consider an $ N \times N$ Hermitian one-dimensional random band matrix with band width $W > N^{1 / 2 + \frak c} $ for any $ {\frak c} > 0$. In the bulk of the spectrum and in the large $ N $ limit, we obtain the following results: (i) The…

Probability · Mathematics 2025-05-22 Horng-Tzer Yau , Jun Yin

We consider a general class of random matrices whose entries are centred random variables, independent up to a symmetry constraint. We establish precise high-probability bounds on the averages of arbitrary monomials in the resolvent matrix…

Probability · Mathematics 2015-06-05 Laszlo Erdos , Antti Knowles , Horng-Tzer Yau

We propose a technique for calculating and understanding the eigenvalue distribution of sums of random matrices from the known distribution of the summands. The exact problem is formidably hard. One extreme approximation to the true density…

Quantum Physics · Physics 2017-10-27 Ramis Movassagh , Alan Edelman

For matrices with all nonnegative entries, the Perron-Frobenius theorem guarantees the existence of an eigenvector with all nonnegative components. We show that the existence of such an eigenvector is also guaranteed for a very different…

Rings and Algebras · Mathematics 2018-08-30 Hunter Swan

In this text, we consider an N by N random matrix X such that all but o(N) rows of X have W non identically zero entries, the other rows having lass than $W$ entries (such as, for example, standard or cyclic band matrices). We always…

Probability · Mathematics 2014-01-21 Florent Benaych-Georges , Sandrine Péché

We prove a local law for the adjacency matrix of the Erd\H{o}s-R\'enyi graph $G(N, p)$ in the supercritical regime $ pN \geq C\log N$ where $G(N,p)$ has with high probability no isolated vertices. In the same regime, we also prove the…

Probability · Mathematics 2019-01-16 Yukun He , Antti Knowles , Matteo Marcozzi

Random matrices arise in many mathematical contexts, and it is natural to ask about the properties that such matrices satisfy. If we choose a matrix with integer entries at random, for example, what is the probability that it will have a…

Probability · Mathematics 2008-08-15 Greg Martin , Erick B. Wong

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…

Probability · Mathematics 2020-01-22 Werner Kirsch , Thomas Kriecherbauer

We consider $N\times N$ random matrices of the form $H=W+V$ where $W$ is a real symmetric or complex Hermitian Wigner matrix and $V$ is a random or deterministic, real, diagonal matrix whose entries are independent of $W$. We assume…

Probability · Mathematics 2016-06-08 Ji Oon Lee , Kevin Schnelli , Ben Stetler , Horng-Tzer Yau

We consider some random band matrices with band-width $N^\mu$ whose entries are independent random variables with distribution tail in $x^{-\alpha}$. We consider the largest eigenvalues and the associated eigenvectors and prove the…

Probability · Mathematics 2015-06-25 Florent Benaych-Georges , Sandrine Péché

We consider a general class of symmetric or Hermitian random band matrices $H=(h_{xy})_{x,y \in \llbracket 1,N\rrbracket^d}$ in any dimension $d\ge 1$, where the entries are independent, centered random variables with variances…

Probability · Mathematics 2020-08-19 Fan Yang , Jun Yin

We calculate analytically the probability of large deviations from its mean of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we show that the…

Statistical Mechanics · Physics 2009-11-11 David S. Dean , Satya N. Majumdar

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…

Probability · Mathematics 2008-01-09 Laurent Bruneau , Francois Germinet

Consider a real diagonal deterministic matrix $X_n$ of size $n$ with spectral measure converging to a compactly supported probability measure. We perturb this matrix by adding a random finite rank matrix, with delocalized eigenvectors. We…

Probability · Mathematics 2011-06-21 Florent Benaych-Georges , Alice Guionnet , Mylène Maïda

Let $d$ and $n$ be integers satisfying $C\leq d\leq \exp(c\sqrt{\ln n})$ for some universal constants $c, C>0$, and let $z\in \mathbb{C}$. Denote by $M$ the adjacency matrix of a random $d$-regular directed graph on $n$ vertices. In this…

In this paper we consider Wigner random matrices -- symmetric n by n random matrices whose entries are independent identically distributed real random variables. We prove that the probability distribution of one or several eigenvalues close…

Mathematical Physics · Physics 2017-11-29 Anastasia A. Ruzmaikina

Motivated by the question of whether a random polynomial with integer coefficients is likely to be irreducible, we study the probability that a monic polynomial with integer coefficients has a low-degree factor over the integers, which is…

Probability · Mathematics 2018-05-23 Sean O'Rourke , Philip Matchett Wood

We analyse the eigenvectors of the adjacency matrix of the Erd\H{o}s-R\'enyi graph on $N$ vertices with edge probability $\frac{d}{N}$. We determine the full region of delocalization by determining the critical values of $\frac{d}{\log N}$…

Probability · Mathematics 2021-12-03 Johannes Alt , Raphael Ducatez , Antti Knowles

We consider $N\times N$ random matrices of the form $H = W + V$ where $W$ is a real symmetric Wigner matrix and $V$ a random or deterministic, real, diagonal matrix whose entries are independent of $W$. We assume subexponential decay for…

Probability · Mathematics 2015-09-29 Ji Oon Lee , Kevin Schnelli

For any real diagonalizable matrix with complex eigenvalues we provide a real, coordinate free decomposition with a clear geometric interpretation.

History and Overview · Mathematics 2022-08-29 Cristobal Arratia