Related papers: Limiting distribution of eigenvalues in the large …

We study the distribution of the smallest eigenvalue for certain classes of positive-definite Hermitian random matrices, in the limit where the size of the matrices becomes large. Their limit distributions can be expressed as Fredholm…

Let $A$ be an $n\times n$ matrix with mutually independent centered Gaussian entries. Define \begin{align*} \sigma^*:=\max\limits_{i,j\leq n}\sqrt{{\mathbb E}\,|A_{i,j}|^2}, \quad \sigma:=\max\bigg(\max\limits_{j\leq n}\sqrt{{\mathbb…

We prove that the optimal constant in the Lieb--Thirring inequality on a star graph with $N$ edges coincides with that on $\mathbb R$ if $N$ is even. For odd $N$ we show that this property holds when restricting to radial potentials and we…

We study the fluctuation behavior of individual eigenvalues of kernel matrices arising from dense graphon-based random graphs. Under minimal integrability and boundedness assumptions on the graphon, we establish distributional limits for…

For a pair of coupled rectangular random matrices we consider the squared singular values of their product, which form a determinantal point process. We show that the limiting mean distribution of these squared singular values is described…

We obtain large sieve type inequalities for the Rayleigh quotient of the restriction of phase space representations of higher rank operators, via an operator analogue of the short-time Fourier transform (STFT). The resulting bounds are…

Let $M$ be a compact, connected Riemannian manifold whose Riemannian volume measure is denoted by $\sigma$. Let $f: M \rightarrow \mathbb{R}$ be a non-constant eigenfunction of the Laplacian. The random wave conjecture suggests that in…

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.…

Let $X_1,..., X_N\in\R^n$ be independent centered random vectors with log-concave distribution and with the identity as covariance matrix. We show that with overwhelming probability at least $1 - 3 \exp(-c\sqrt{n}\r)$ one has $ \sup_{x\in…

A methodology to analyze the properties of the first (largest) eigenvalue and its eigenvector is developed for large symmetric random sparse matrices utilizing the cavity method of statistical mechanics. Under a tree approximation, which is…

We introduce a new random matrix model called distance covariance matrix in this paper, whose normalized trace is equivalent to the distance covariance. We first derive a deterministic limit for the eigenvalue distribution of the distance…

Let $A$ be an $n \times n$ random matrix with iid entries over a finite field of order $q$. Suppose that the entries do not take values in any additive coset of the field with probability greater than $1 - \alpha$ for some fixed $0 < \alpha…

We consider the eigenvalues and eigenvectors of finite, low rank perturbations of random matrices. Specifically, we prove almost sure convergence of the extreme eigenvalues and appropriate projections of the corresponding eigenvectors of…

The spacing distribution between Farey points has drawn attention in recent years. It was found that the gaps $\gamma_{j+1}-\gamma_j$ between consecutive elements of the Farey sequence produce, as $Q\to\infty$, a limiting measure. Numerical…

Let $x$ be a complex random variable such that ${\E {x}=0}$, ${\E |x|^2=1}$, ${\E |x|^{4} < \infty}$. Let $x_{ij}$, $i,j \in \{1,2,...\}$ be independet copies of $x$. Let ${\Xb=(N^{-1/2}x_{ij})}$, $1\leq i,j \leq N$ be a random matrix.…

Ramachandran (1969, Theorem 8) has shown that for any univariate infinitely divisible distribution and any positive real number $\alpha$, an absolute moment of order $\alpha$ relative to the distribution exists (as a finite number) if and…

We prove new large sieve inequalities for the Fourier coefficients $\rho_{j\mathfrak{a}}(n)$ of exceptional Maass forms of a given level, weighted by sequences $(a_n)$ with sparse Fourier transforms - including two key types of sequences…

In this paper, we study the extreme statistics in the complex Ginibre ensemble of $N \times N$ random matrices with complex Gaussian entries, but with no other symmetries. All the $N$ eigenvalues are complex random variables and their joint…

Let \{$X_{ij}$\}, $i,j=...,$ be a double array of i.i.d. complex random variables with $EX_{11}=0,E|X_{11}|^2=1$ and $E|X_{11}|^4<\infty$, and let $A_n=\frac{1}{N}T_n^{{1}/{2}}X_nX_n^*T_n^{{1}/{2}}$, where $T_n^{{1}/{2}}$ is the square root…

Let A be a p-variate real Wishart matrix on n degrees of freedom with identity covariance. The distribution of the largest eigenvalue in A has important applications in multivariate statistics. Consider the asymptotics when p grows in…