Related papers: Eigenvectors distribution and quantum unique ergod…

Eugene Wigner's revolutionary vision predicted that the energy levels of large complex quantum systems exhibit a universal behavior: the statistics of energy gaps depend only on the basic symmetry type of the model. Simplified models of…

Eigenvalue distributions are important dynamical quantities in matrix models, and it is a challenging problem to derive them in tensor models. In this paper, we consider real symmetric order-three tensors with Gaussian distributions as the…

Previous literature on random matrix and network science has traditionally employed measures derived from nearest-neighbor level spacing distributions to characterize the eigenvalue statistics of random matrices. This approach, however,…

We consider the empirical eigenvalue distribution of an $m\times m$ principal submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. For $n$ and $m$ large with $\frac{m}{n}=\alpha$, the empirical spectral…

We study the limiting behavior of smooth linear statistics of the spectrum of random permutation matrices in the mesoscopic regime, when the permutation follows one of the Ewens measures on the symmetric group. If we apply a smooth enough…

Let $M_n$ be an $n\times n$ real (resp. complex) Wigner matrix and $U_n\Lambda_n U_n^*$ be its spectral decomposition. Set $(y_1,y_2...,y_n)^T=U_n^*x$, where $x=(x_1,x_2,...,$ $x_n)^T$ is a real (resp. complex) unit vector. Under the…

We study the asymptotic behavior of the eigenvalues of Gaussian perturbations of large Hermitian random matrices for which the limiting eigenvalue density vanishes at a singular interior point or vanishes faster than a square root at a…

This paper focuses on investigating Stein's invariant shrinkage estimators for large sample covariance matrices and precision matrices in high-dimensional settings. We consider models that have nearly arbitrary population covariance…

In this paper we study ensembles of random symmetric matrices $\X_n = {X_{ij}}_{i,j = 1}^n$ with dependent entries such that $\E X_{ij} = 0$, $\E X_{ij}^2 = \sigma_{ij}^2$, where $\sigma_{ij}$ may be different numbers. Assuming that the…

Given $A_n:=\frac{1}{\sqrt{n}}(a_{ij})$ an $n\times n$ symmetric random matrix, with elements above the diagonal given by i.i.d. random variables having mean zero and unit variance. It is known that when…

We consider the distribution of the values at real points of random functions which belong to the Herglotz-Pick (HP) class of analytic mappings of the upper half plane into itself. It is shown that under mild stationarity assumptions the…

Eigenvalue distributions are important dynamical quantities in matrix models, and it is an interesting challenge to study corresponding quantities in tensor models. We study real tensor eigenvalue/vector distributions for real symmetric…

Consider a point scatterer (the Laplacian perturbed by a delta-potential) on the standard three-dimensional flat torus. Together with the eigenfunctions of the Laplacian which vanish at the point, this operator has a set of new, perturbed…

We present a simple and versatile method for deriving (an)isotropic local laws for general random matrices constructed from independent random variables. Our method is applicable to mean-field random matrices, where all independent…

In order to have a better understanding of finite random matrices with non-Gaussian entries, we study the $1/N$ expansion of local eigenvalue statistics in both the bulk and at the hard edge of the spectrum of random matrices. This gives…

Let $d\geq 3$ be fixed and $G$ be a large random $d$-regular graph on $n$ vertices. We show that if $n$ is large enough then the entry distribution of every almost eigenvector $v$ of $G$ (with entry sum 0 and normalized to have length…

We consider eigenvectors of adjacency matrices of Erd\H{o}s-R\'{e}nyi graphs and study the variation of their directions by resampling the entries randomly. Let $\mathbf{v}$ be the eigenvector associated with the second-largest eigenvalue…

We prove a result of delocalization for the Anderson model on the regular tree (Bethe lattice). When the disorder is weak, it is known that large parts of the spectrum are a.s. purely absolutely continuous, and that the dynamical transport…

Eigenspaces of the quantum isotropic Harmonic Oscillator $\hat{H}_{\hbar} : = - \frac{\hbar^2}{2} \Delta + \frac{||x||^2}{2}$ on $\mathbb{R}^d$ have extremally high multiplicites and the eigenspace projections $\Pi_{\hbar, E_N(\hbar)} $…

We study a class of random matrices that appear in several communication and signal processing applications, and whose asymptotic eigenvalue distribution is closely related to the reconstruction error of an irregularly sampled bandlimited…