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The use of higher-order stochastic processes such as nonlinear Markov chains or vertex-reinforced random walks is significantly growing in recent years as they are much better at modeling high dimensional data and nonlinear dynamics in…

Numerical Analysis · Mathematics 2020-04-29 Dario Fasino , Francesco Tudisco

In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter $\theta>0$) by replacing the entries equal to one by…

Probability · Mathematics 2010-05-05 Joseph Najnudel , Ashkan Nikeghbali

We analyze statistics for eigenvector entries of heavy-tailed random symmetric matrices (also called L\'{e}vy matrices) whose associated eigenvalues are sufficiently small. We show that the limiting law of any such entry is non-Gaussian,…

Probability · Mathematics 2020-11-13 Amol Aggarwal , Patrick Lopatto , Jake Marcinek

The eigenvalue densities of two random matrix ensembles, the Wigner Gaussian matrices and the Wishart covariant matrices, are decomposed in the contributions of each individual eigenvalue distribution. It is shown that the fluctuations of…

Mathematical Physics · Physics 2010-08-16 O. Bohigas , M. P. Pato

We consider large non-Hermitian real or complex random matrices $X$ with independent, identically distributed centred entries. We prove that their local eigenvalue statistics near the spectral edge, the unit circle, coincide with those of…

Probability · Mathematics 2023-01-11 Giorgio Cipolloni , László Erdős , Dominik Schröder

We have calculated the joint probability distribution function for random reverse-cyclic matrices and shown that it is related to an N-body exactly solvable model. We refer to this well-known model potential as a screened harmonic…

Mathematical Physics · Physics 2013-02-13 Shashi C. L. Srivastava , Sudhir R. Jain

A large i.i.d. random matrix with deterministic low-rank perturbation has been extensively studied, particularly in the aspects of the ESD (Empirical Spectral Distribution) and the outliers of eigenvalues. In this work, we investigate the…

Information Theory · Computer Science 2025-06-24 Kun Chen , Zhihua Zhang

We consider Hermitian random band matrices $H=(h_{xy})$ on the $d$-dimensional lattice $(\mathbb Z/L \mathbb Z)^d$, where the entries $h_{xy}=\overline h_{yx}$ are independent centered complex Gaussian random variables with variances…

Probability · Mathematics 2023-10-26 Changji Xu , Fan Yang , Horng-Tzer Yau , Jun Yin

We investigate eigenvectors of rank-one deformations of random matrices $\boldsymbol B = \boldsymbol A + \theta \boldsymbol {uu}^*$ in which $\boldsymbol A \in \mathbb R^{N \times N}$ is a Wigner real symmetric random matrix, $\theta \in…

Statistics Theory · Mathematics 2018-08-14 Farzan Haddadi , Arash Amini

We consider random $d$-regular graphs on $N$ vertices, with degree $d$ at least $(\log N)^4$. We prove that the Green's function of the adjacency matrix and the Stieltjes transform of its empirical spectral measure are well approximated by…

Probability · Mathematics 2019-08-21 Roland Bauerschmidt , Antti Knowles , Horng-Tzer Yau

The Wegner orbital model is a class of random operators introduced by Wegner to model the motion of a quantum particle with many internal degrees of freedom (orbitals) in a disordered medium. We consider the case when the matrix potential…

Mathematical Physics · Physics 2017-09-22 Jeffrey Schenker , Ron Peled , Mira Shamis , Sasha Sodin

We survey recent mathematical results about the spectrum of random band matrices. We start by exposing the Erd{\H o}s-Schlein-Yau dynamic approach, its application to Wigner matrices, and extension to other mean-field models. We then…

Probability · Mathematics 2018-08-31 Paul Bourgade

We prove that a very general class of $N\times N$ Hermitian random band matrices is in the delocalized phase when the band width $W$ exceeds the critical threshold, $W\gg \sqrt{N}$. In this regime, we show that, in the bulk spectrum, the…

Probability · Mathematics 2025-06-10 László Erdős , Volodymyr Riabov

We examine the empirical distribution of the eigenvalues and the eigenvectors of adjacency matrices of sparse regular random graphs. We find that when the degree sequence of the graph slowly increases to infinity with the number of…

Probability · Mathematics 2012-10-15 Ioana Dumitriu , Soumik Pal

We investigate the asymptotic behavior of the eigenvalues of spiked perturbations of Wigner matrices when the dimension goes to infinity. The entries of the Hermitian Wigner matrix have a distribution which is symmetric and satisfies a…

Probability · Mathematics 2011-09-19 Mireille Capitaine , Catherine Donati-Martin , Delphine Féral , Maxime Février

Consider an $ N \times N$ Hermitian one-dimensional random band matrix with band width $W > N^{1 / 2 + \frak c} $ for any $ {\frak c} > 0$. In the bulk of the spectrum and in the large $ N $ limit, we obtain the following results: (i) The…

Probability · Mathematics 2025-05-22 Horng-Tzer Yau , Jun Yin

We discuss the properties of eigenphases of S--matrices in random models simulating classically chaotic scattering. The energy dependence of the eigenphases is investigated and the corresponding velocity and curvature distributions are…

chao-dyn · Physics 2009-10-28 Petr Seba , Karol Zyczkowski , Jakub Zakrzewski

The total energy of an eigenstate in a composite quantum system tends to be distributed equally among its constituents. We identify the quantum fluctuation around this equipartition principle in the simplest disordered quantum system…

Mathematical Physics · Physics 2023-12-21 Giorgio Cipolloni , László Erdős , Joscha Henheik , Oleksii Kolupaiev

We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These…

Statistical Mechanics · Physics 2011-06-28 Z. Burda , A. Jarosz , G. Livan , M. A. Nowak , A. Swiech

Improving upon results of Rudelson and Vershynin, we establish delocalization bounds for eigenvectors of independent-entry random matrices. In particular, we show that with high probability every eigenvector is delocalized, meaning any…

Probability · Mathematics 2019-02-01 Kyle Luh , Sean O'Rourke
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