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The distribution of eigenvalues of N times N random matrices in the limit N to infinity is the solution to a variational principle that determines the ground state energy of a confined fluid of classical unit charges. This fact is a…

Mathematical Physics · Physics 2009-10-31 Michael K. -H. Kiessling , Herbert Spohn

The eigenvalue bounds obtained earlier [J. Phys. A: Math. Gen. 31 (1998) 963] for smooth transformations of the form V(x) = g(x^2) + f(1/x^2) are extended to N-dimensions. In particular a simple formula is derived which bounds the…

Quantum Physics · Physics 2008-11-26 Richard L. Hall , Nasser Saad

One-rank perturbations of Wigner matrices have been closely studied: let $P=\frac{1}{\sqrt{n}}A+\theta vv^T$ with $A=(a_{ij})_{1 \leq i,j \leq n} \in \mathbb{R}^{n \times n}$ symmetric, $(a_{ij})_{1 \leq i \leq j \leq n}$ i.i.d. with…

Probability · Mathematics 2022-08-05 Simona Diaconu

We obtain new estimates on the level of distribution of the set $\{Q(n)\}$ where $Q\in{\mathbb Z}[X]$ is irreducible quadratic, for well-factorable moduli, improving a result due to Iwaniec. As a by-product of our arguments, we study the…

Number Theory · Mathematics 2019-05-08 Régis de la Bretèche , Sary Drappeau

Let $X=(x_{ij})\in\mathbb{R}^{N\times n}$ be a rectangular random matrix with i.i.d. entries (we assume $N/n\to\mathbf{a}>1$), and denote by $\sigma_{min}(X)$ its smallest singular value. When entries have mean zero and unit second moment,…

Probability · Mathematics 2025-07-30 Yi Han

In this paper, we investigate the eigenvalue distribution of a class of kernel random matrices whose $(i,j)$-th entry is $f(X_i,X_j)$ where $f$ is a symmetric function belonging to the Paley-Wiener space $\mathcal{B}_c$ and $(X_i)_{1\leq i…

Statistics Theory · Mathematics 2025-07-22 Jebalia Mohamed , Ahmed Souabni

We consider sample covariance matrices $S_N=\frac{1}{p}\Sigma_N^{1/2}X_NX_N^* \Sigma_N^{1/2}$ where $X_N$ is a $N \times p$ real or complex matrix with i.i.d. entries with finite $12^{\rm th}$ moment and $\Sigma_N$ is a $N \times N$…

Probability · Mathematics 2009-11-17 Olivier Ledoit , Sandrine Péché

We study the eigenvalue distribution of a random matrix, at a transition where a new connected component of the eigenvalue density support appears away from other connected components. Unlike previously studied critical points, which…

Mathematical Physics · Physics 2007-05-23 Bertrand Eynard

We quantitatively analyze superradiance (collective emission) in a three-dimensional array of qubits without imposing any restrictions on the size of the sample. We show that even when the spacing between the qubits become arbitrarily…

Quantum Physics · Physics 2015-11-20 D. D. Yavuz , B. Lemberger

Consider a Hermitian matrix model under an external potential with spiked external source. When the external source is of rank one, we compute the limiting distribution of the largest eigenvalue for general, regular, analytic potential for…

Mathematical Physics · Physics 2010-12-21 Jinho Baik , Dong Wang

In this paper, we study the complex Wigner matrices $M_n=\frac{1}{\sqrt{n}}W_n$ whose eigenvalues are typically in the interval $[-2,2]$. Let $\lambda_1\leq \lambda_2...\leq\lambda_n$ be the ordered eigenvalues of $M_n$. Under the…

Probability · Mathematics 2015-06-05 Zhigang Bao , Guangming Pan , Wang Zhou

We prove that the multiplicity of a fixed eigenvalue $\alpha$ in a random recursive tree on $n$ vertices satisfies a central limit theorem with mean and variance asymptotically equal to $\mu_{\alpha} n$ and $\sigma^2_{\alpha} n$…

Combinatorics · Mathematics 2022-08-12 Kenneth Dadedzi , Stephan Wagner

This is the first part of a paper that studies the phase transition in the asymptotic limit of the rank 1 real Wishart spiked model. In this paper, we consider $N$-dimensional real Wishart matrices $S$ in the class…

Probability · Mathematics 2010-11-25 M. Y. Mo

We calculate analytically the probability of large deviations from its mean of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we show that the…

Statistical Mechanics · Physics 2009-11-11 David S. Dean , Satya N. Majumdar

In this work, a time-fractional nonlocal diffusion equation is considered. Based on the $L2$-$1_{\sigma}$ scheme on a graded mesh in time and the standard finite element method (FEM) in space, the fully-discrete $L2$-$1_{\sigma}$ finite…

Numerical Analysis · Mathematics 2023-06-06 Pari J. Kundaliya

The quadratic form $V(\varphi,Q)=\sum_{q\sim Q}\sum_{a\mod^* q}|S(\varphi,a/q)|^2$ and its eigenvalues are well understood when $Q=o(\sqrt{N})$, while $V(\varphi,Q)$ is expected to behave like a Riemann sum when $N=o(Q)$. The behavior in…

Number Theory · Mathematics 2024-09-11 Olivier Ramaré

There are numerous studies focusing on the convergence of the principal eigenvalue $\lambda(s)$ as $s\to+\infty$ corresponding to the elliptic eigenvalue problem \begin{align*}…

Analysis of PDEs · Mathematics 2023-11-14 Xueli Bai , Xin Xu , Kexin Zhang , Maolin Zhou

We study the growth of Laplacian eigenfunctions $ -\Delta \phi_k = \lambda_k \phi_k$ on compact manifolds $(M,g)$. H\"ormander proved sharp polynomial bounds on $\| \phi_k\|_{L^{\infty}}$ which are attained on the sphere. On a `generic'…

Spectral Theory · Mathematics 2021-11-25 Stefan Steinerberger

We consider the fluctuations of the number of eigenvalues of $n\times n$ random normal matrices depending on a potential $Q$ in a given set $A$. These eigenvalues are known to form a determinantal point process, and are known to accumulate…

Probability · Mathematics 2026-04-07 J. Marzo , L. D. Molag , J. Ortega-Cerdà

Consider the product of $m$ independent $n\times n$ random matrices from the spherical ensemble for $m\ge 1$. The spectral radius is defined as the maximum absolute value of the $n$ eigenvalues of the product matrix. When $m=1$, the…

Statistics Theory · Mathematics 2018-01-23 Shuhua Chang , Deli Li , Yongcheng Qi
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