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We study the hierarchical analogue of power-law random band matrices, a symmetric ensemble of random matrices with independent entries whose variances decay exponentially in the metric induced by the tree topology on $\mathbb{N}$. We map…

Mathematical Physics · Physics 2018-01-19 Per von Soosten , Simone Warzel

L\'evy matrices are symmetric random matrices whose entry distributions lie in the domain of attraction of an $\alpha$-stable law. For $\alpha < 1$, predictions from the physics literature suggest that high-dimensional L\'{e}vy matrices…

Probability · Mathematics 2023-05-19 Amol Aggarwal , Charles Bordenave , Patrick Lopatto

In this paper we establish eigenvector delocalization and bulk universality for L\'{e}vy matrices, which are real, symmetric, $N \times N$ random matrices $\textbf{H}$ whose upper triangular entries are independent, identically distributed…

Probability · Mathematics 2019-11-13 Amol Aggarwal , Patrick Lopatto , Horng-Tzer Yau

We analyze statistics for eigenvector entries of heavy-tailed random symmetric matrices (also called L\'{e}vy matrices) whose associated eigenvalues are sufficiently small. We show that the limiting law of any such entry is non-Gaussian,…

Probability · Mathematics 2020-11-13 Amol Aggarwal , Patrick Lopatto , Jake Marcinek

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 study the behaviour of the inverse participation ratio and the localization transition in infinitely large random matrices through the cavity method. Results are shown for two ensembles of random matrices: Laplacian matrices on sparse…

Disordered Systems and Neural Networks · Physics 2010-10-01 F. L. Metz , I. Neri , D. Bollé

For random L\'evy matrices of size $N \times N$, where matrix elements are drawn with some heavy-tailed distribution $P(H_{ij}) \propto N^{-1} |H_{ij} |^{-1-\mu}$ with $0<\mu<2$ (infinite variance), there exists an extensive number of…

Disordered Systems and Neural Networks · Physics 2016-09-16 Cecile Monthus

Using the theory of free random variables (FRV) and the Coulomb gas analogy, we construct stable random matrix ensembles that are random matrix generalizations of the classical one-dimensional stable L\'{e}vy distributions. We show that the…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 Z. Burda , R. A. Janik , J. Jurkiewicz , M. A. Nowak , G. Papp , I. Zahed

We prove that the eigenvectors associated to small enough eigenvalues of an heavy-tailed symmetric random matrix are delocalized with probability tending to one as the size of the matrix grows to infinity. The delocalization is measured…

Probability · Mathematics 2017-08-23 Charles Bordenave , Alice Guionnet

Using exact numerical diagonalization, we investigate localization in two classes of random matrices corresponding to random graphs. The first class comprises the adjacency matrices of Erdos-Renyi (ER) random graphs. The second one…

Statistical Mechanics · Physics 2014-01-10 Frantisek Slanina

We consider a finite collection of independent Hermitian heavy-tailed random matrices of growing dimension. Our model includes the L\'evy matrices proposed by Bouchaud and Cizeau, as well as sparse random matrices with O(1) non-zero entries…

Probability · Mathematics 2024-09-24 Charles Bordenave , Alice Guionnet , Camille Male

We study the ultrametric random matrix ensemble, whose independent entries have variances decaying exponentially in the metric induced by the tree topology on $\mathbb{N}$, and map out the entire localization regime in terms of…

Probability · Mathematics 2018-07-27 Per von Soosten , Simone Warzel

We study heavy-tailed Hermitian random matrices that are unitarily invariant. The invariance implies that the eigenvalue and eigenvector statistics are decoupled. The motivating question has been whether a freely stable random matrix has…

Mathematical Physics · Physics 2021-09-27 Mario Kieburg , Adam Monteleone

The many-body localization transition (MBLT) between ergodic and many-body localized phase in disordered interacting systems is a subject of much recent interest. Statistics of eigenenergies is known to be a powerful probe of crossovers…

Disordered Systems and Neural Networks · Physics 2016-02-03 Maksym Serbyn , Joel E. Moore

We consider $N\times N$ symmetric random matrices where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove that the eigenvalue spacing statistics in the bulk of the…

Mathematical Physics · Physics 2010-11-25 Laszlo Erdos , Benjamin Schlein , Horng-Tzer Yau

We study the statistics of the local resolvent and non-ergodic properties of eigenvectors for a generalised Rosenzweig-Porter $N\times N$ random matrix model, undergoing two transitions separated by a delocalised non-ergodic phase.…

Disordered Systems and Neural Networks · Physics 2016-09-29 Davide Facoetti , Pierpaolo Vivo , Giulio Biroli

Level statistics is a crucial tool in the exploration of localization physics. The level spacing distribution of the disordered localized phase follows Poisson statistics, and many studies naturally apply it to the quasiperiodic localized…

Disordered Systems and Neural Networks · Physics 2024-06-28 Chao Yang , Yucheng Wang

We propose a working strategy to describe the eigenvalue statistics of random spin systems along the whole phase diagram with thermal to many-body localization (MBL) transition. Our strategy relies on two random matrix (RM) models with…

Disordered Systems and Neural Networks · Physics 2021-12-24 Wen-Jia Rao

This thesis presents original results in two domains of disordered statistical physics: logarithmic correlated Random Energy Models (logREMs), and localization transitions in long-range random matrices. In the first part devoted to logREMs,…

Disordered Systems and Neural Networks · Physics 2017-05-22 Xiangyu Cao

We study the local eigenvalue statistics (LES) associated with one-dimensional lattice models of random polymers. We consider models constructed from two polymers. Each polymer is a finite interval of lattice points with a finite potential.…

Mathematical Physics · Physics 2025-09-01 Peter D. Hislop , Fumihiko Nakano
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