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We study the eigenvector mass distribution for generalized Wigner matrices on a set of coordinates $I$, where $N^\varepsilon \le | I | \le N^{1- \varepsilon}$, and prove it converges to a Gaussian at every energy level, including the edge,…

Probability · Mathematics 2023-05-16 Lucas Benigni , Patrick Lopatto

We prove that the distribution of eigenvectors of generalized Wigner matrices is universal both in the bulk and at the edge. This includes a probabilistic version of local quantum unique ergodicity and asymptotic normality of the…

Probability · Mathematics 2016-01-12 Paul Bourgade , Horng-Tzer Yau

We consider the single eigenvalue fluctuations of random matrices of general Wigner-type, under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove that the asymptotic fluctuations of a single eigenvalue…

Mathematical Physics · Physics 2022-12-07 Benjamin Landon , Patrick Lopatto , Philippe Sosoe

We study the eigenvector mass distribution of an $N\times N$ Wigner matrix on a set of coordinates $I$ satisfying $| I | \ge c N$ for some constant $c >0$. For eigenvectors corresponding to eigenvalues at the spectral edge, we show that the…

Probability · Mathematics 2025-10-14 Lucas Benigni , Nixia Chen , Patrick Lopatto , Xiaoyu Xie

We consider $N\times N$ symmetric or hermitian random matrices with independent, identically distributed entries where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove…

Mathematical Physics · Physics 2017-08-23 Laszlo Erdos

We consider $N\times N$ Hermitian or symmetric random matrices with independent entries. The distribution of the $(i,j)$-th matrix element is given by a probability measure $\nu_{ij}$ whose first two moments coincide with those of the…

Mathematical Physics · Physics 2011-11-16 Antti Knowles , Jun Yin

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

In this paper we consider Wigner random matrices -- symmetric n by n random matrices whose entries are independent identically distributed real random variables. We prove that the probability distribution of one or several eigenvalues close…

Mathematical Physics · Physics 2017-11-29 Anastasia A. Ruzmaikina

Consider $N\times N$ symmetric one-dimensional random band matrices with general distribution of the entries and band width $W \geq N^{3/4+\varepsilon}$ for any $\varepsilon>0$. In the bulk of the spectrum and in the large $N$ limit, we…

Probability · Mathematics 2018-07-05 Paul Bourgade , Horng-Tzer Yau , Jun Yin

We consider eigenvectors of the Hamiltonian $H_0$ perturbed by a generic perturbation $V$ modelled by a random matrix from the Gaussian Unitary Ensemble (GUE). Using the supersymmetry approach we derive analytical results for the statistics…

Disordered Systems and Neural Networks · Physics 2017-01-04 Kevin Truong , Alexander Ossipov

We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an $n \times n$ matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian…

Probability · Mathematics 2011-03-03 Sean O'Rourke

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…

Mathematical Physics · Physics 2015-05-18 Laszlo Erdos

We study the sensitivity of the eigenvectors of random matrices, showing that even small perturbations make the eigenvectors almost orthogonal. More precisely, we consider two deformed Wigner matrices $W+D_1$, $W+D_2$ and show that their…

Probability · Mathematics 2026-03-03 Giorgio Cipolloni , László Erdős , Joscha Henheik , Oleksii Kolupaiev

We study the eigenvalues and the eigenvectors of $N\times N$ structured random matrices of the form $H = W\tilde{H}W+D$ with diagonal matrices $D$ and $W$ and $\tilde{H}$ from the Gaussian Unitary Ensemble. Using the supersymmetry technique…

Mathematical Physics · Physics 2018-08-20 Kevin Truong , Alexander Ossipov

We consider the ensemble of adjacency matrices of Erd{\H o}s-R\'enyi random graphs, i.e.\ graphs on $N$ vertices where every edge is chosen independently and with probability $p \equiv p(N)$. We rescale the matrix so that its bulk…

Probability · Mathematics 2015-05-27 Laszlo Erdos , Antti Knowles , Horng-Tzer Yau , Jun Yin

We consider an $N$ by $N$ real or complex generalized Wigner matrix $H_N$, whose entries are independent centered random variables with uniformly bounded moments. We assume that the variance profile, $s_{ij}:=\mathbb{E} |H_{ij}|^2$,…

Probability · Mathematics 2020-08-20 Yiting Li , Yuanyuan Xu

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 show that the distribution of (a suitable rescaling of) a single eigenvalue gap $\lambda_{i+1}(M_n)-\lambda_i(M_n)$ of a random Wigner matrix ensemble in the bulk is asymptotically given by the Gaudin-Mehta distribution, if the Wigner…

Probability · Mathematics 2012-09-03 Terence Tao

We consider the ensemble of adjacency matrices of Erd\H{o}s-R\'{e}nyi random graphs, that is, graphs on $N$ vertices where every edge is chosen independently and with probability $p\equiv p(N)$. We rescale the matrix so that its bulk…

Probability · Mathematics 2013-07-12 László Erdős , Antti Knowles , Horng-Tzer Yau , Jun Yin

Given a random quantum state of multiple distinguishable or indistinguishable particles, we provide an effective method, rooted in symplectic geometry, to compute the joint probability distribution of the eigenvalues of its one-body reduced…

Quantum Physics · Physics 2014-10-21 Matthias Christandl , Brent Doran , Stavros Kousidis , Michael Walter
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