Related papers: On the Local Semicircular Law for Wigner Ensembles

We consider a class of sparse random matrices, which includes the adjacency matrix of Erd\H{o}s-R\'enyi graph ${\bf G}(N,p)$. For $N^{-1+o(1)}\leq p\leq 1/2$, we show that the non-trivial edge eigenvectors are asymptotically jointly normal.…

In this note, we give a precise description of the limiting empirical spectral distribution (ESD) for the non-backtracking matrices for an Erd\H{o}s-R\'{e}nyi graph assuming $np/\log n$ tends to infinity. We show that derandomizing part of…

Let $F_N$ and $F$ be the empirical and limiting spectral distributions of an $N\times N$ Wigner matrix. The Cram\'{e}r-von Mises (CvM) statistic is a classical goodness-of-fit statistic that characterizes the distance between $F_N$ and $F$…

We study the empirical spectral distribution (ESD) in the limit where n goes to infinity of a fixed n by n matrix M_n plus small random noise of the form f(n)X_n, where X_n has iid mean 0, variance 1/n entries and f(n) goes to 0 as n goes…

For a large class of symmetric random matrices with correlated entries, selected from stationary random fields of centered and square integrable variables, we show that the limiting distribution of eigenvalue counting measure always exists…

We equip the polytope of $n\times n$ Markov matrices with the normalized trace of the Lebesgue measure of $\mathbb{R}^{n^2}$. This probability space provides random Markov matrices, with i.i.d. rows following the Dirichlet distribution of…

The distribution of higher order level spacings, i.e. the distribution of $\{s_{i}^{(n)}=E_{i+n}-E_{i}\}$ with $n\geq 1$ is derived analytically using a Wigner-like surmise for Gaussian ensembles of random matrix as well as Poisson…

We study the largest eigenvalue of a Gaussian random symmetric matrix $X_n$, with zero-mean, unit variance entries satisfying the condition $\sup_{(i, j) \ne (i', j')}|\mathbb{E}[X_{ij} X_{i'j'}]| = O(n^{-(1 + \varepsilon)})$, where…

Consider a $N\times n$ random matrix $Y_n=(Y_{ij}^{n})$ where the entries are given by $Y_{ij}^{n}=\frac{\sigma(i/N,j/n)}{\sqrt{n}} X_{ij}^{n}$, the $X_{ij}^{n}$ being centered i.i.d. and $\sigma:[0,1]^2 \to (0,\infty)$ being a continuous…

We show that the fluctuations of the largest eigenvalue of a real symmetric or complex Hermitian Wigner matrix of size $N$ converge to the Tracy--Widom laws at a rate $O(N^{-1/3+\omega})$, as $N$ tends to infinity. For Wigner matrices this…

We prove an optimal order delocalization estimate for the eigenvectors of general $N \times N$ non-Hermitian matrices $X$: $\| {\bf v } \|_\infty \leq C \sqrt{\frac{\log N}{N}}$ with very high probability, for any right or left eigenvector…

Let $\mathbf X=(X_{jk})$ denote a $n\times p$ random matrix with entries $X_{jk}$, which are independent for $1\le j\le n, 1\le k\le p$. Let $n,p$ tend to infinity such that $\frac np=y+O(n^{-1})\in(0,1]$. For those values of $n,p$ we…

We derive the leading asymptotic approximation, for low angle {\theta}, of the Wigner rotation matrix elements $d^j_{m_1m_2}(\theta)$, uniform in $j,m_1$ and $m_2$. The result is in terms of a Bessel function of integer order. We…

We prove a homogenization result for the difference of two coupled Dyson Brownian motions started from generalized Wigner matrix initial data. We prove an optimal order, high probability estimate that is valid throughout the spectrum,…

Real non-symmetric matrices may have either real or complex conjugate eigenvalues. These matrices can be seen to be pseudo-symmetric as $\eta M \eta^{-1} = M^t$, where the metric $\eta$ could be secular (a constant matrix) or depending upon…

The famous \emph{circular law} asserts that if $M_n$ is an $n \times n$ matrix with iid complex entries of mean zero and unit variance, then the empirical spectral distribution (ESD) of the normalized matrix $\frac{1}{\sqrt{n}} M_n$…

For a class of random matrix ensembles with correlated matrix elements, it is shown that the density of states is given by the Wigner semi-circle law. This is applied to effective Hamiltonians related to the Anderson model in dimensions…

We use the tridiagonal matrix representation to derive a local semicircle law for Gaussian beta ensembles at the optimal level of $n^{-1+\delta}$ for any $\delta > 0$. Using a resolvent expansion, we first derive a semicircle law at the…

We consider random matrices of the form $H = W + \lambda V$, $\lambda\in\mathbb{R}^+$, where $W$ is a real symmetric or complex Hermitian Wigner matrix of size $N$ and $V$ is a real bounded diagonal random matrix of size $N$ with i.i.d.\…

We show that the distribution of (a suitable rescaling of) a single eigenvalue gap $\lambda_{i+1}(M_n)-\lambda_i(M_n)$ of a random Wigner matrix ensemble in the bulk is asymptotically given by the Gaudin-Mehta distribution, if the Wigner…