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We address overcrowding estimates for the singular values of random iid matrices, as well as for the eigenvalues of random Wigner matrices. We show evidence of long range separation under arbitrary perturbation even in matrices of discrete…

Probability · Mathematics 2018-10-09 Hoi H. Nguyen

We consider the sum of two large Hermitian matrices $A$ and $B$ with a Haar unitary conjugation bringing them into a general relative position. We prove that the eigenvalue density on the scale slightly above the local eigenvalue spacing is…

Probability · Mathematics 2020-05-18 Zhigang Bao , Laszlo Erdos , Kevin Schnelli

We study the dynamics of the entanglement spectrum, that is the time evolution of the eigenvalues of the reduced density matrices after a bipartition of a one-dimensional spin chain. Starting from the ground state of an initial Hamiltonian,…

Statistical Mechanics · Physics 2014-06-26 G. Torlai , L. Tagliacozzo , G. De Chiara

Wishart correlation matrices are the standard model for the statistical analysis of time series. The ensemble averaged eigenvalue density is of considerable practical and theoretical interest. For complex time series and correlation…

Mathematical Physics · Physics 2011-01-28 Christian Recher , Mario Kieburg , Thomas Guhr

We consider a class of one-dimensional nonselfadjoint semiclassical pseudo-differential operators, subject to small random perturbations, and study the statistical properties of their (discrete) spectra, in the semiclassical limit $h\to 0$.…

Spectral Theory · Mathematics 2022-01-19 Stéphane Nonnenmacher , Martin Vogel

The entanglement spectrum, i.e., the full distribution of Schmidt eigenvalues of the reduced density matrix, contains more information than the conventional entanglement entropy and has been studied recently in several many-particle…

Strongly Correlated Electrons · Physics 2011-02-02 Maurizio Fagotti , Pasquale Calabrese , Joel E. Moore

Given any fixed $N \times N$ positive semi-definite diagonal matrix $G\ge 0$ we derive the explicit formula for the density of complex eigenvalues for random matrices $A$ of the form $A=U\sqrt{G}$} where the random unitary matrices $U$ are…

Mathematical Physics · Physics 2009-11-13 Yi Wei , Yan V. Fyodorov

We study a subsystem of an isolated one-dimensional correlated metal when it is driven by a steady electric field or when it relaxes after driving. We obtain numerically exact reduced density matrix $\rho$ for subsystems which are…

Strongly Correlated Electrons · Physics 2013-05-21 M. Mierzejewski , T. Prosen , D. Crivelli , P. Prelovsek

In this article, we study the convergence of the empirical spectral measure of twisted Toeplitz matrices subject to small random perturbations. We show that the empirical spectral measure converges weakly in probability to the push-forward…

Probability · Mathematics 2026-04-10 Lucas Noël

This paper is the second chapter of three of the author's undergraduate thesis. In this paper, we consider the random matrix ensemble given by $(d_b, d_w)$-regular graphs on $M$ black vertices and $N$ white vertices, where $d_b \in…

Probability · Mathematics 2018-01-18 Kevin Yang

The eigenvalue density for members of the Gaussian orthogonal and unitary ensembles follows the Wigner semi-circle law. If the Gaussian entries are all shifted by a constant amount c/Sqrt(2N), where N is the size of the matrix, in the large…

Mathematical Physics · Physics 2009-04-21 Kevin E. Bassler , Peter J. Forrester , Norman E. Frankel

We consider large complex random sample covariance matrices obtained from "spiked populations", that is when the true covariance matrix is diagonal with all but finitely many eigenvalues equal to one. We investigate the limiting behavior of…

Mathematical Physics · Physics 2015-05-13 Delphine Féral , Sandrine Péché

This work is about the asymptotic spectral theory of tridiagonal Toeplitz matrices with matrix entries, with periodicity broken on a finite number of entries. Varying the ranks of these perturbations allow to interpolate between open…

Mathematical Physics · Physics 2025-06-17 Lars Koekenbier , Hermann Schulz-Baldes

A generalized Wigner matrix perturbed by a finite-rank deterministic matrix is considered. The fluctuations of the largest eigenvalues, which emerge outside the bulk of the spectrum, and the corresponding eigenvectors, are studied. Under…

Probability · Mathematics 2026-01-16 Bishakh Bhattacharya , Arijit Chakrabarty , Rajat Subhra Hazra

We formulate and partially prove a general conjecture providing necessary and sufficient conditions for the reality of the asymptotic spectrum of an arbitrary real banded block Toeplitz matrix. Additionally we present numerical experiments…

Spectral Theory · Mathematics 2026-04-23 Dario Giandinoto

It was shown in a series of recent publications that the eigenvalues of $n\times n$ Toeplitz matrices generated by so-called simple-loop symbols admit certain regular asymptotic expansions into negative powers of $n+1$. On the other hand,…

Functional Analysis · Mathematics 2020-09-25 Mauricio Barrera , Albrecht Boettcher , Sergei M. Grudsky , Egor A. Maximenko

We study the asymptotic behavior of the principal eigenvector and eigenvalue of the random conductance Laplacian in a large domain of $\mathbb{Z}^d$ ($d\geq 2$) with zero Dirichlet condition. We assume that the conductances $w$ are positive…

Probability · Mathematics 2018-01-19 Franziska Flegel

A perturbation decaying to 0 at infinity and not too irregular at 0 introduces at most a discrete set of eigenvalues into the spectral gaps of a one-dimensional Dirac operator on the half-line. We show that the number of these eigenvalues…

Spectral Theory · Mathematics 2007-05-23 Karl Michael Schmidt

In this paper, we study spectral properties of generalized weighted Hilbert matrices. In particular, we establish results on the spectral norm, determinant, as well as various relations between the eigenvalues and eigenvectors of such…

Spectral Theory · Mathematics 2013-03-06 Emmanuel Preissmann , Olivier Leveque

We study the spectral measure of large Euclidean random matrices. The entries of these matrices are determined by the relative position of $n$ random points in a compact set $\Omega_n$ of $\R^d$. Under various assumptions we establish the…

Probability · Mathematics 2007-12-12 Charles Bordenave
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