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Given a sequence of deterministic matrices $A = A_N$ and a sequence of deterministic nonnegative matrices $\Sigma=\Sigma_N$ such that $A\to a$ and $\Sigma\to \sigma$ in $\ast$-distribution for some operators $a$ and $\sigma$ in a finite von…

Probability · Mathematics 2024-12-17 Ching-Wei Ho , Ping Zhong

We begin with a new analysis of formal words. Let w be a formal word in letters g_1,...,g_k. The word map associated with w maps the permutations s_1,...,s_k in S_n to the permutation obtained by replacing for each i, every occurrence of…

Combinatorics · Mathematics 2011-04-21 Nati Linial , Doron Puder

We study a random walk infiltration (RWI) model, in homogeneous and in fractal media, with localized sources at their boundaries. The particles released at a source, which is maintained at a constant density, execute unbiased random walks…

Statistical Mechanics · Physics 2019-04-11 Fabio D. A. Aarao Reis , Vaughan R. Voller

This is the second part of a study of the limiting distributions of the top eigenvalues of a Hermitian matrix model with spiked external source under a general external potential. The case when the external source is of rank one was…

Mathematical Physics · Physics 2012-05-30 Jinho Baik , Dong Wang

We introduce a new random matrix model called distance covariance matrix in this paper, whose normalized trace is equivalent to the distance covariance. We first derive a deterministic limit for the eigenvalue distribution of the distance…

Statistics Theory · Mathematics 2021-05-18 Weiming Li , Qinwen Wang , Jianfeng Yao

We consider symmetric and Hermitian random matrices whose entries are independent and symmetric random variables with an arbitrary variance pattern. Under a novel Short-to-Long Mixing condition, which is sharp in the sense that it precludes…

Probability · Mathematics 2025-11-12 Dang-Zheng Liu , Guangyi Zou

The spectral properties of the Laplacian operator on ``small-world'' lattices, that is mixtures of unidimensional chains and random graphs structures are investigated numerically and analytically. A transfer matrix formalism including a…

Disordered Systems and Neural Networks · Physics 2009-10-31 Remi Monasson

We study the statistics of the local resolvent and non-ergodic properties of eigenvectors for a generalised Rosenzweig-Porter $N\times N$ random matrix model, undergoing two transitions separated by a delocalised non-ergodic phase.…

Disordered Systems and Neural Networks · Physics 2016-09-29 Davide Facoetti , Pierpaolo Vivo , Giulio Biroli

We consider the fluctuation of linear eigenvalue statistics of random band $n\times n$ matrices whose entries have the form $\mathcal{M}_{ij}=b^{-1/2}u^{1/2}(|i-j|)\tilde w_{ij}$ with i.i.d. $w_{ij}$ possessing the $(4+\varepsilon)$th…

Mathematical Physics · Physics 2015-09-30 Mariya Shcherbina

The eigenvalue distribution of the sum of two large Hermitian matrices, when one of them is conjugated by a Haar distributed unitary matrix, is asymptotically given by the free convolution of their spectral distributions. We prove that this…

Probability · Mathematics 2016-12-21 Zhigang Bao , Laszlo Erdos , Kevin Schnelli

Recent studies have shown that in the presence of noise both fronts propagating into a metastable state and so-called pushed fronts propagating into an unstable state, exhibit diffusive wandering about the average position. In this paper we…

Statistical Mechanics · Physics 2016-08-31 Andrea Rocco , Jaume Casademunt , Ute Ebert , Wim van Saarloos

We study the fluctuations of smooth linear statistics of Laplace eigenvalues of compact hyperbolic surfaces lying in short energy windows, when averaged over the moduli space of surfaces of a given genus. The average is taken with respect…

Spectral Theory · Mathematics 2023-01-03 Zeév Rudnick , Igor Wigman

We prove the universality for the eigenvalue gap statistics in the bulk of the spectrum for band matrices, in the regime where the band width is comparable with the dimension of the matrix, $W\sim N$. All previous results concerning…

Probability · Mathematics 2016-04-18 Paul Bourgade , Laszlo Erdos , Horng-Tzer Yau , Jun Yin

The well-known Prager-Synge identity is valid in $H^1(\Omega)$ and serves as a foundation for developing equilibrated a posteriori error estimators for continuous elements. In this paper, we introduce a new inequality, that may be regarded…

Numerical Analysis · Mathematics 2020-01-27 Cuiyu He , Zhiqiang Cai , Shun Zhang

We propose an explanation of the bands of extended states appearing in random one dimensional models with correlated disorder, focusing on the Continuous Random Dimer model [A.\ S\'{a}nchez, E.\ Maci\'a, and F.\ Dom\'\i nguez-Adame, Phys.\…

Condensed Matter · Physics 2009-10-22 A. Sanchez , F. Dominguez-Adame , G. Berman , F. Izrailev

We consider sample covariance matrices of the form $\mathcal{Q}=(\Sigma^{1/2}X)(\Sigma^{1/2} X)^*$, where the sample $X$ is an $M\times N$ random matrix whose entries are real independent random variables with variance $1/N$ and where…

Probability · Mathematics 2015-06-10 Ji Oon Lee , Kevin Schnelli

The variance of the number of particles in a set is an important quantity in understanding the statistics of non-interacting fermionic systems in low dimensions. An exact map of their ground state in a harmonic trap in one and two…

Mathematical Physics · Physics 2026-03-26 G. Akemann , M. Duits , L. D. Molag

Recently, an analytic method was developed to study in the large $N$ limit non-hermitean random matrices that are drawn from a large class of circularly symmetric non-Gaussian probability distributions, thus extending the existing Gaussian…

Disordered Systems and Neural Networks · Physics 2015-06-24 Joshua Feinberg , R. Scalettar , A. Zee

By the use of extensive numerical simulations we show that the nearest-neighbor energy level spacing distribution $P(s)$ and the entropic eigenfunction localization length of the adjacency matrices of Erd\H{o}s-R\'enyi (ER) {\it fully}…

Disordered Systems and Neural Networks · Physics 2015-06-24 J. A. Mendez-Bermudez , A. Alcazar-Lopez , A. J. Martinez-Mendoza , Francisco A. Rodrigues , Thomas K. DM. Peron

Random feature ridge regression is often analyzed in the high-dimensional regime under the homogeneous sampling model $x_i=\Sigma^{1/2}x_i'$, where the vectors $x_i'$ have iid entries and the same covariance matrix $\Sigma$ is shared by all…

Machine Learning · Statistics 2026-05-19 Issa-Mbenard Dabo , Jérémie Bigot