Related papers: Spacings - An Example for Universality in Random M…
Properties of universality have essential relevance for the theory of random matrices usually called the Wigner ensemble. The issue was analysed up to recent years with detailed and relevant results. We present a slightly different view and…
This is an elementary review, aimed at non-specialists, of results that have been obtained for the limiting distribution of eigenvalues and for the operator norms of real symmetric random matrices via the method of moments. This method goes…
Neural network models are one of the most successful approaches to machine learning, enjoying an enormous amount of development and research over recent years and finding concrete real-world applications in almost any conceivable area of…
We prove that the distribution of eigenvectors of generalized Wigner matrices is universal both in the bulk and at the edge. This includes a probabilistic version of local quantum unique ergodicity and asymptotic normality of the…
This paper develops a geometric reinterpretation of probability in which expectation arises from averaging in probability coordinates rather than in value space. By interpreting the cumulative distribution functions as coordinate maps, a…
Electronic transport through chaotic quantum dots exhibits universal, system independent, properties, consistent with random matrix theory. The quantum transport can also be rooted, via the semiclassical approximation, in sums over the…
We study the ensemble of complex symmetric matrices. The ensemble is useful in the study of effect of dissipation on systems with time reversal invariance. We consider the nearest neighbor spacing distribution and spacing ratio to…
Let $M_n$ be a simple triangulation of the sphere $S^2$, drawn uniformly at random from all such triangulations with n vertices. Endow $M_n$ with the uniform probability measure on its vertices. After rescaling graph distance on $V(M_n)$ by…
We study the rate of convergence of the empirical spectral distribution of products of independent non-Hermitian random matrices to the power of the Circular Law. The distance to the deterministic limit distribution will be measured in…
We consider the empirical eigenvalue distribution of an $m\times m$ principal submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. For $n$ and $m$ large with $\frac{m}{n}=\alpha$, the empirical spectral…
An exchangeable random matrix is a random matrix with distribution invariant under any permutation of the entries. For such random matrices, we show, as the dimension tends to infinity, that the empirical spectral distribution tends to the…
In a recent paper the author proved a theorem to the effect that the matrix of normalized Euclidean distances on the set of specially distributed random points in the $n$-dimensional Euclidean space $\mathbb R^{n}$ with independent…
We give a proof of the Universality Conjecture for orthogonal and symplectic ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial, V(x)=kappa_{2m}x^{2m}+..., kappa_{2m}>0. For such…
Starting from a semiclassical quantization condition based on the trace formula, we derive a periodic-orbit formula for the distribution of spacings of eigenvalues with k intermediate levels. Numerical tests verify the validity of this…
Let $\mathcal{M}_n(E)$ denote the set of vectors of the first $n$ moments of probability measures on $E\subset\mathbb{R}$ with existing moments. The investigation of such moment spaces in high dimension has found considerable interest in…
In this paper, we analyse a sub-class of two-dimensional homogeneous nearest neighbour (simple) random walk restricted on the lattice using the matrix geometric approach. In particular, we first present an alternative approach for the…
Number theorists have studied extensively the connections between the distribution of zeros of the Riemann $\zeta$-function, and of some generalizations, with the statistics of the eigenvalues of large random matrices. It is interesting to…
We analyze complete spectra of the lattice Dirac operator in SU(2) gauge theory and demonstrate that the distribution of low-lying eigenvalues is described by random matrix theory. We present possible practical applications of this…
The first paper in this series introduced a \emph{short-to-long mixing} condition that captures mean-field GOE/GUE edge universality in the supercritical sparsity regime, for symmetric/Hermitian random matrices with independent entries and…
We introduce an universum of the Polish (=complete separable metric) space - the convex cone of distance matrices and study its geometry. It happened that the generic Polish spaces in this sense of this universum is so called Urysohn spaces…