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We consider a general class of random matrices whose entries are centred random variables, independent up to a symmetry constraint. We establish precise high-probability bounds on the averages of arbitrary monomials in the resolvent matrix…

Probability · Mathematics 2015-06-05 Laszlo Erdos , Antti Knowles , Horng-Tzer Yau

We prove a sharp $\sqrt{N}$ transition for the infinitesimal distribution of a periodically banded GUE matrix. For band widths $b_N = \Omega(\sqrt{N})$, we further prove that our model is infinitesimally free from the matrix units and the…

Probability · Mathematics 2022-04-26 Benson Au

It is shown that certain ensembles of random matrices with entries that vanish outside a band around the diagonal satisfy a localization condition on the resolvent which guarantees that eigenvectors have strong overlap with a vanishing…

Mathematical Physics · Physics 2010-06-29 Jeffrey Schenker

In this paper, we survey some recent progress on rigorously establishing the universality of various spectral statistics of Wigner Hermitian random matrix ensembles, focusing on the Four Moment Theorem and its refinements and applications,…

Probability · Mathematics 2012-02-02 Terence Tao , Van Vu

In this paper, we prove a necessary and sufficient condition for Tracy-Widom law of Wigner matrices. Consider $N \times N$ symmetric Wigner matrices $H$ with $H_{ij} = N^{-1/2} x_{ij}$, whose upper right entries $x_{ij}$ $(1\le i< j\le N)$…

Probability · Mathematics 2015-01-14 Ji Oon Lee , Jun Yin

We develop a cluster expansion for the probability of full connectivity of high density random networks in confined geometries. In contrast to percolation phenomena at lower densities, boundary effects, which have previously been largely…

Disordered Systems and Neural Networks · Physics 2015-06-03 Justin Coon , Carl P. Dettmann , Orestis Georgiou

We develop a new method for deriving local laws for a large class of random matrices. It is applicable to many matrix models built from sums and products of deterministic or independent random matrices. In particular, it may be used to…

Probability · Mathematics 2016-08-05 Antti Knowles , Jun Yin

The local spectral statistics of random matrices forms distinct universality classes, strongly depending on the position in the spectrum. Surprisingly, the spacing between consecutive eigenvalues at the spectral edges has received little…

Mathematical Physics · Physics 2022-04-12 G. Akemann , V. Gorski , M. Kieburg

We study Hermitian non-commutative quadratic polynomials of multiple independent Wigner matrices. We prove that, with the exception of some specific reducible cases, the limiting spectral density of the polynomials always has a square root…

Probability · Mathematics 2023-09-01 Jacob Fronk , Torben Krüger , Yuriy Nemish

We develop a rigidity theory for bar-joint frameworks in Euclidean $d$-space in which specified classes of edges are allowed to change length in a coordinated fashion that requires differences of lengths to be preserved within each class.…

Metric Geometry · Mathematics 2022-06-14 Bernd Schulze , Hattie Serocold , Louis Theran

We extend a recent theory of parametric correlations in the spectrum of random matrices to study the response to an external perturbation of eigenvalues near the soft edge of the support. We demonstrate by explicit non-perturbative…

Condensed Matter · Physics 2009-10-22 A. M. S. Macedo

Let $\mathcal A$ be the adjacency matrix of a random $d$-regular graph on $N$ vertices, and we denote its eigenvalues by $\lambda_1\geq \lambda_2\cdots \geq \lambda_{N}$. For $N^{2/3}\ll d\leq N/2$, we prove optimal rigidity estimates of…

Probability · Mathematics 2024-08-01 Yukun He

A well-known result in random matrix theory, proven by Kahn, Koml\'os and Szemer\'edi in 1995, states that a square random matrix with i.i.d. uniform $\{\pm 1\}$ entries is invertible with probability $1-\exp(-\Omega(n))$. As a natural…

Probability · Mathematics 2026-02-20 Yi Han

The delay experienced by a probe due to interactions with a scattering media is highly related to the internal dynamics inside that media. This property is well captured by the Wigner delay time and the resonance widths. By the use of the…

Disordered Systems and Neural Networks · Physics 2025-04-25 K. B. Hidalgo-Castro , L. A. Razo-López , A. M. Martínez-Argüello , J. A. Méndez-Bermúdez

We theoretically demonstrate that the chiral structure of the nodes of nodal semimetals is responsible for the existence and universal local properties of the edge states in the vicinity of the nodes. We perform a general analysis of the…

Mesoscale and Nanoscale Physics · Physics 2018-11-06 Maxim Kharitonov , Julian-Benedikt Mayer , Ewelina M. Hankiewicz

The purpose of this note is to explain the structure, general strategy, and main ideas of the proof in the work of Huang, McKenzie, and Yau (2024) on the Ramanujan property and edge universality of random regular graphs. The core of the…

Probability · Mathematics 2026-02-03 Jiaoyang Huang , Horng-Tzer Yau

Let $\mathcal A$ be the adjacency matrix of the Erd\H{o}s-R\'{e}nyi directed graph $\mathscr G(N,p)$. We denote the eigenvalues of $\mathcal A$ by $\lambda_1^{\cal A},...,\lambda^{\cal A}_N$, and $|\lambda_1^{\cal A}|=\max_i|\lambda_i^{\cal…

Probability · Mathematics 2025-09-16 Yukun He

We prove the rigidity of isotropic harmonic maps from a 2-torus to a complex projective space, when they are constructed from holomorphic embeddings associated to complete linear systems. We also prove that this rigidity holds for any…

Mathematical Physics · Physics 2026-04-28 Yoshinori Hashimoto , Bruno Mera , Tomoki Ozawa

We show that eigenvalue correlations in unitary-invariant ensembles of large random matrices adhere to novel universal laws that only depend on a multicriticality of the bulk density of states near the soft edge of the spectrum. Our…

chao-dyn · Physics 2009-10-30 E. Kanzieper , V. Freilikher

It has been shown recently [10] that Cauchy transforms of orthogonal polynomials appear naturally in general correlation functions containing ratios of characteristic polynomials of random NxN Hermitian matrices. Our main goal is to…

High Energy Physics - Theory · Physics 2011-07-19 G. Akemann , Y. V. Fyodorov