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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.…

Probability · Mathematics 2026-02-24 Yukun He , Jiaoyang Huang , Chen Wang

These notes provide an introduction to the local semicircle law from random matrix theory, as well as some of its applications. We focus on Wigner matrices, Hermitian random matrices with independent upper-triangular entries with zero…

Probability · Mathematics 2018-09-11 Florent Benaych-Georges , Antti Knowles

Let $G_n$ be a random geometric graph with vertex set $[n]$ based on $n$ i.i.d.\ random vectors $X_1,\ldots,X_n$ drawn from an unknown density $f$ on $\R^d$. An edge $(i,j)$ is present when $\|X_i -X_j\| \le r_n$, for a given threshold…

Machine Learning · Statistics 2023-11-23 Caelan Atamanchuk , Luc Devroye , Gabor Lugosi

Let $W_n= \frac{1}{\sqrt n} M_n$ be a Wigner matrix whose entries have vanishing third moment, normalized so that the spectrum is concentrated in the interval $[-2,2]$. We prove a concentration bound for $N_I = N_I(W_n)$, the number of…

Probability · Mathematics 2013-08-13 Terence Tao , Van Vu

We consider n by n real matrices whose entries are non-degenerate random variables that are independent but non necessarily identically distributed, and show that the probability that such a matrix is singular is O(1/sqrt{n}). The purpose…

Probability · Mathematics 2008-01-09 Laurent Bruneau , Francois Germinet

The eigenvector empirical spectral distribution (VESD) is a useful tool in studying the limiting behavior of eigenvalues and eigenvectors of covariance matrices. In this paper, we study the convergence rate of the VESD of sample covariance…

Probability · Mathematics 2020-08-19 Haokai Xi , Fan Yang , Jun Yin

Information of localization properties of eigenvectors of the complex network has applicability in many different areas which include networks centrality measures, spectral partitioning, development of approximation algorithms, and disease…

Physics and Society · Physics 2021-09-29 Priodyuti Pradhan , Sarika Jalan

We prove the universality of the joint distribution of an eigenvalue and the corresponding diagonal eigenvector overlap, in the bulk and at the edge, for eigenvalues of complex matrices and real eigenvalues of real matrices. As part of the…

Probability · Mathematics 2025-01-03 Mohammed Osman

We study a class of Gaussian random band matrices of dimension $N \times N$ and band-width $W$. We show that delocalization holds for bulk eigenvectors and that quantum diffusion holds for the resolvent, all under the assumption that $W \gg…

Probability · Mathematics 2024-12-20 Sofiia Dubova , Kevin Yang

Motivated by the constrained many-body dynamics, the stability of the localization-delocalization properties to the inclusion of the soft constraints is addressed in random matrix models. These constraints are modeled by correlations in…

Disordered Systems and Neural Networks · Physics 2019-07-01 P. A. Nosov , I. M. Khaymovich

Consider an $N\times N$ hermitian random matrix with independent entries, not necessarily Gaussian, a so called Wigner matrix. It has been conjectured that the local spacing distribution, i.e. the distribution of the distance between…

Mathematical Physics · Physics 2009-10-31 Kurt Johansson

Chatterjee (2016) proved, as an application of his general framework relating superconcentration and chaos, that after the entries of an $n \times n$ matrix drawn from the Gaussian unitary ensemble undergo an entrywise Ornstein-Uhlenbeck…

Probability · Mathematics 2026-02-19 Xiangyi Zhu , Dmitriy Kunisky

We prove a local law in the bulk of the spectrum for random Gram matrices $XX^*$, a generalization of sample covariance matrices, where $X$ is a large matrix with independent, centered entries with arbitrary variances. The limiting…

Probability · Mathematics 2017-03-13 Johannes Alt , László Erdős , Torben Krüger

In the random geometric graph model $\mathsf{Geo}_d(n,p)$, we identify each of our $n$ vertices with an independently and uniformly sampled vector from the $d$-dimensional unit sphere, and we connect pairs of vertices whose vectors are…

Probability · Mathematics 2021-11-23 Siqi Liu , Sidhanth Mohanty , Tselil Schramm , Elizabeth Yang

We consider Hermitian random matrices of the form $H = W + \lambda V$, where $W$ is a Wigner matrix and $V$ a diagonal random matrix independent of $W$. We assume subexponential decay for the matrix entries of $W$ and we choose $\lambda…

Probability · Mathematics 2013-09-17 Ji Oon Lee , Kevin Schnelli

A result of Zyczkowski and Sommers [J.Phys.A, 33, 2045--2057 (2000)] gives the eigenvalue probability density function for the top N x N sub-block of a Haar distributed matrix from U(N+n). In the case n \ge N, we rederive this result,…

Mathematical Physics · Physics 2015-05-13 Peter J. Forrester , Manjunath Krishnapur

Let $d\geq 3$ be a fixed integer and $A$ be the adjacency matrix of a random $d$-regular directed or undirected graph on $n$ vertices. We show there exist constants $\mathfrak d>0$, \begin{align*} {\mathbb P}(\text{$A$ is singular in…

Probability · Mathematics 2019-01-01 Jiaoyang Huang

We investigate the noise sensitivity of the top eigenvector of a sparse random symmetric matrix. Let $v$ be the top eigenvector of an $N\times N$ sparse random symmetric matrix with an average of $d$ non-zero centered entries per row. We…

Probability · Mathematics 2022-04-07 Charles Bordenave , Jaehun Lee

We show the eigenvectors of a Gaussian random band matrix are localized when the band width is less than the 1/4 power of the matrix size. Our argument is essentially an optimized version of Schenker's proof of the 1/8 exponent.

Probability · Mathematics 2022-06-15 Nixia Chen , Charles K Smart

We consider a sequence of finite quantum graphs with few loops, so that they converge, in the sense of Benjamini-Schramm, to a random infinite quantum tree. We assume these quantum trees are spectrally delocalized in some interval $I$, in…

Mathematical Physics · Physics 2021-02-09 Nalini Anantharaman , Maxime Ingremeau , Mostafa Sabri , Brian Winn