Related papers: On the Local Semicircular Law for Wigner Ensembles
We investigate the spectral distribution of random matrix ensembles with correlated entries. We consider symmetric matrices with real valued entries and stochastically independent diagonals. Along the diagonals the entries may be…
We prove equidistribution at shrinking scales for the monochromatic ensemble on a compact Riemannian manifold of any dimension. This ensemble on an arbitrary manifold takes a slowly growing spectral window in order to synthesize a random…
We prove local laws, i.e. optimal concentration estimates for arbitrary products of resolvents of a Wigner random matrix with deterministic matrices in between. We find that the size of such products heavily depends on whether some of the…
Consider an nxn random matrix X with i.i.d. nonnegative entries with bounded density, mean m, and finite positive variance sigma^2. Let M be the nxn random Markov matrix with i.i.d. rows obtained from X by dividing each row of X by its sum.…
Correlations between energy levels can help distinguish whether a many-body system is of integrable or chaotic nature. The study of short-range and long-range spectral correlations generally involves quantities which are very different,…
The aim of this paper is to provide a novel proof for the Local Semicircle Law for the Wigner ensemble. The core of the proof is the intensive use of the algebraic structure that arises, i.e. resolvent expansions and resolvent identities.…
In this paper, we obtain quantitative, non-asymptotic, and data-dependent \textit{Bernstein-von Mises type} bounds on the normal approximation of the posterior distribution in exponential family models with arbitrary centring and scaling.…
We consider a Wigner-type ensemble, i.e. large hermitian $N\times N$ random matrices $H=H^*$ with centered independent entries and with a general matrix of variances $S_{xy}=\mathbb E|H_{xy}|^2$. The norm of $H$ is asymptotically given by…
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…
We study the problem of estimating the Earth Mover's Distance (EMD) between probability distributions when given access only to samples. We give closeness testers and additive-error estimators over domains in $[0, \Delta]^d$, with sample…
The matrix $A:\mathbb{R}^n \to \mathbb{R}^m$ is $(\delta,k)$-regular if for any $k$-sparse vector $x$, $$ \left| \|Ax\|_2^2-\|x\|_2^2\right| \leq \delta \sqrt{k} \|x\|_2^2. $$ We show that if $A$ is $(\delta,k)$-regular for $1 \leq k \leq…
We consider $N\times N$ Hermitian random matrices $H$ consisting of blocks of size $M\geq N^{6/7}$. The matrix elements are i.i.d. within the blocks, close to a Gaussian in the four moment matching sense, but their distribution varies from…
We analyze the empirical spectral distribution of random periodic band matrices with correlated entries. The correlation structure we study was first introduced in 2015 by Hochst\"attler, Kirsch and Warzel, who named their setup "almost…
Ensemble Kalman Sampler (EKS) is a method to find approximately $i.i.d.$ samples from a target distribution. As of today, why the algorithm works and how it converges is mostly unknown. The continuous version of the algorithm is a set of…
We investigate the level spacing distribution for three ensembles of real symmetric matrices having additional structural constraint to reduce the number of independent entries to only $ (n+1)/2 $ in contrast to the $ n(n+1)/2 $ for a real…
The degree of entanglement of random pure states in bipartite quantum systems can be estimated from the distribution of the extreme Schmidt eigenvalues. For a bipartition of size M\geq N, these are distributed according to a…
We establish the self-averaging properties of the Wigner transform of a mixture of states in the regime when the correlation length of the random medium is much longer than the wave length but much shorter than the propagation distance. The…
We consider the convergence of the ESD for non-Hermitian random band matrices with independent entries to the circular law, which is the uniform measure on the unit disk in the center of the complex plane. We assume that the bandwidth of…
In this paper, convergence rates of the spectral distributions of quaternion self-dual Hermitian matrices are investigated. We show that under conditions of finite 6th moments, the expected spectral distribution of a large quaternion…
We obtain explicit error bounds for the $d$-dimensional normal approximation on hyperrectangles for a random vector that has a Stein kernel, or admits an exchangeable pair coupling, or is a non-linear statistic of independent random…