Related papers: Interior eigenvalue density of large bi-diagonal m…
We derive concentration inequalities for functions of the empirical measure of large random matrices with infinitely divisible entries and, in particular, stable ones. We also give concentration results for some other functionals of these…
We estimate the norms of standard Gaussian random Toeplitz and circulant matrices and their inverses, mostly by means of combining some basic techniques of linear algebra. In the case of circulant matrices we obtain sharp probabilistic…
We study the gaps between consecutive singular values of random rectangular matrices. Specifically, if $M$ is an $n \times p$ random matrix with independent and identically distributed entries and $\Sigma$ is a $n \times n$ deterministic…
We show that, with very high probability, the random graph Laplacian has simple spectrum. Our method provides a quantitatively effective estimate of the spectral gaps. Along the way, we establish results on affine no-gaps delocalization,…
We observe a sample of $n$ independent $p$-dimensional Gaussian vectors with Toeplitz covariance matrix $ \Sigma = [\sigma_{|i-j|}]_{1 \leq i,j \leq p}$ and $\sigma_0=1$. We consider the problem of testing the hypothesis that $\Sigma$ is…
In this article, we derive concentration inequalities for the spectral norm of two classical sample estimators of large dimensional Toeplitz covariance matrices, demonstrating in particular their asymptotic almost sure consistence. The…
Let A be an n x n symmetric random matrix whose upper-triangular entries are independent and follow possibly non-identical subgaussian distributions. This paper investigates the spectral properties of A, including its eigenvalues and…
We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…
We discuss the limiting spectral density of real symmetric random matrices. Other than in standard random matrix theory the upper diagonal entries are not assumed to be independent, but we will fill them with the entries of a stochastic…
We investigate monotonicity properties of eigenvalues of the Dirichlet Laplacian in polyhedral layers of fixed width. We establish that eigenvalues below the essential spectrum threshold monotonically depend on geometric parameters defining…
We study the average bipartite entanglement entropy of Haar-random pure states in quantum many-body systems with global $\mathrm{SU}(2)$ symmetry, constrained to fixed total spin $J$ and magnetization $J_z = 0$. Focusing on spin-$\tfrac12$…
We introduce two kinds of matrix-valued dynamical processes generated by nonnormal Toeplitz matrices with the additive rank 1 perturbations $\delta J$, where $\delta \in {\mathbb{C}}$ and $J$ is the all-ones matrix. For each process, first…
For symmetric random matrices with correlated entries, which are functions of independent random variables, we show that the asymptotic behavior of the empirical eigenvalue distribution can be obtained by analyzing a Gaussian matrix with…
Eigenvalues of Wigner matrices has been a major topic of investigation. A particularly important subclass of such random matrices is formed by the adjacency matrix of an Erd\H{o}s-R\'{e}nyi graph $\mathcal{G}_{n,p}$ equipped with i.i.d.…
It is well known that the joint probability density of the eigenvalues of Gaussian ensembles of random matrices may be interpreted as a Coulomb gas. We review these classical results for hermitian and complex random matrices, with special…
We study numerically and analytically the spectrum of incidence matrices of random labeled graphs on N vertices : any pair of vertices is connected by an edge with probability p. We give two algorithms to compute the moments of the…
We obtain the asymptotic distribution of eigenvalues of real symmetric tridiagonal matrices as their dimension increases to infinity and whose diagonal and off-diagonal elements asymptotically change with the index n as J_{nt+i nt+i}\sim…
We study the spectra and eigenvectors of the adjacency matrices of scale-free networks when bi-directional interaction is allowed, so that the adjacency matrix is real and symmetric. The spectral density shows an exponential decay around…
This paper studies the asymptotic spectral properties of a renormalized sample correlation matrix, including the limiting spectral distribution, the properties of largest eigenvalues, and the central limit theorem for linear spectral…
We study two spiked models of random matrices under general frameworks corresponding respectively to additive deformation of random symmetric matrices and multiplicative perturbation of random covariance matrices. In both cases, the…