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We establish universality of local eigenvalue correlations in unitary random matrix ensembles (1/Z_n) |\det M|^{2\alpha} e^{-n\tr V(M)} dM near the origin of the spectrum. If V is even, and if the recurrence coefficients of the orthogonal…

Mathematical Physics · Physics 2009-11-10 A. B. J. Kuijlaars , M. Vanlessen

In this paper, we derive limit laws for the empirical spectral distributions of random band and block matrices with correlated entries. In the first part of the paper, we study band matrices with approximately uncorrelated entries. We…

Probability · Mathematics 2022-02-11 Riccardo Catalano , Michael Fleermann , Werner Kirsch

We consider a two dimensional random band matrix ensemble, in the limit of infinite volume and fixed but large band width $W$. For this model we rigorously prove smoothness of the averaged density of states. We also prove that the resulting…

Mathematical Physics · Physics 2017-05-01 Margherita Disertori , Mareike Lager

A graph $G$ covers a graph $H$ if there exists a locally bijective homomorphism from $G$ to $H$. We deal with regular covers where this homomorphism is prescribed by the action of a semiregular subgroup of $\textrm{Aut}(G)$. We study…

Discrete Mathematics · Computer Science 2017-01-31 Jiří Fiala , Pavel Klavík , Jan Kratochvíl , Roman Nedela

Let X be a non-singular algebraic curve of genus at least 3 and let M denote the moduli space of stable vector bundles of rank n and fixed determinant of degree d with n and d coprime. For any semistable bundle E over X, we can pull E back…

Algebraic Geometry · Mathematics 2007-05-23 I. Biswas , L. Brambila-Paz , P. E. Newstead

In $L_2({\mathbb R}^d;{\mathbb C}^n)$, we consider a selfadjoint operator ${\mathcal B}_\varepsilon$, $0< \varepsilon \leqslant 1$, given by the differential expression $b({\mathbf D})^* g({\mathbf x}/\varepsilon)b({\mathbf D}) +…

Analysis of PDEs · Mathematics 2015-09-08 Yu. M. Meshkova , T. A. Suslina

We define the complete numerical radius norm for homomorphisms from any operator algebra into ${\mathcal B}({\mathcal H})$, and show that this norm can be computed explicitly in terms of the completely bounded norm. This is used to show…

Operator Algebras · Mathematics 2016-12-20 Kenneth R. Davidson , Vern I. Paulsen , Hugo J. Woerdeman

We investigate the fluctuations of linear spectral statistics of a Wigner matrix $W\_N$ deformed by a deterministic diagonal perturbation $D\_N$, around a deterministic equivalent which can be expressed in terms of the free convolution…

Probability · Mathematics 2020-03-17 Sandrine Dallaporta , Maxime Fevrier

Root separation bounds play an important role as a complexity measure in understanding the behaviour of various algorithms in computational algebra, e.g., root isolation algorithms. A classic result in the univariate setting is the…

Symbolic Computation · Computer Science 2020-05-19 Vikram Sharma

We consider a dilute version of the Wigner ensemble of n-dimensional random matrices H such that each row has in average \rho_n non-zero elements. We study asymptotic properties of the spectral norm of H on the scale n^{-2/3} in the limit…

Mathematical Physics · Physics 2014-12-01 Oleksiy Khorunzhiy

The study of eigenvalue distributions in random matrix theory is often conducted by analyzing the resolvent matrix $ \mathbf{G}_{\mathbf{M}}^N(z) = (z \mathbf{1} - \mathbf{M})^{-1} $. The normalized trace of the resolvent, known as the…

Mathematical Physics · Physics 2024-12-02 Pierre Bousseyroux , Jean-Philippe Bouchaud , Marc Potters

We derive the joint asymptotic distribution of the outlier eigenvalues of an additively deformed Wigner matrix $H$. Our only assumptions on the deformation are that its rank be fixed and its norm bounded. Our results extend those of [The…

Probability · Mathematics 2014-09-04 Antti Knowles , Jun Yin

We consider the empirical eigenvalue distribution for a class of non-Hermitian random block tridiagonal matrices $T$ with independent entries. The matrix has $n$ blocks on the diagonal and each block has size $\ell_n$, so the whole matrix…

Probability · Mathematics 2025-11-18 Yi Han

The averages of ratios of characteristic polynomials det(lambda - X) of N x N random matrices X, are investigated in the large N limit for the GUE, GOE and GSE ensemble. The density of states and the two-point correlation function are…

Mathematical Physics · Physics 2009-11-07 E. Brezin , S. Hikami

We prove that the local eigenvalue statistics in the bulk for complex random matrices with independent entries whose $r$-th absolute moment decays as $N^{-1-(r-2)\epsilon}$ for some $\epsilon>0$ are universal. This includes sparse matrices…

Probability · Mathematics 2025-08-06 Mohammed Osman

For a large $n\times m$ Gaussian matrix, we compute the joint statistics, including large deviation tails, of generalized and total variance - the scaled log-determinant $H$ and trace $T$ of the corresponding $n\times n$ covariance matrix.…

Statistical Mechanics · Physics 2016-04-29 Fabio Deelan Cunden , Pierpaolo Vivo

We study the distribution of the outliers in the spectrum of finite rank deformations of Wigner random matrice under the assumption that the off-diagonal matrix entries have uniformly bounded fifth moment and the diagonal entries have…

Probability · Mathematics 2011-10-19 Alessandro Pizzo , David Renfrew , Alexander Soshnikov

We consider the eigenvalues of a fixed, non-normal matrix subject to a small additive perturbation. In particular, we consider the case when the fixed matrix is a banded Toeplitz matrix, where the bandwidth is allowed to grow slowly with…

Probability · Mathematics 2022-08-29 Sean O'Rourke , Philip Matchett Wood

This paper is concerned with the statistical properties of the Gram matrix $\mathbf{W}=\mathbf{H}\mathbf{H}^\dagger$, where $\mathbf{H}$ is a $2\times2$ complex central Gaussian matrix whose elements have arbitrary variances. With such…

Information Theory · Computer Science 2017-05-16 Nicolas Auguin , David Morales-Jimenez , Matthew McKay

We prove that GOE random band matrix localization length is $\le C\left(\log W\right)^3 W^2$, where $W$ is the width of the band and $C$ is an absolute constant. Our method consists of Green function edge-to-edge vector action approach to…

Mathematical Physics · Physics 2022-10-11 Michael Goldstein