Related papers: Edge universality of separable covariance matrices

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…

We consider quadratic forms of deterministic matrices $A$ evaluated at the random eigenvectors of a large $N \times N$ GOE or GUE matrix, or equivalently evaluated at the columns of a Haar-orthogonal or Haar-unitary random matrix. We prove…

In this paper, we are interested in the asymptotic properties for the largest eigenvalue of the Hermitian random matrix ensemble, called the Generalized Cauchy ensemble $GCy$, whose eigenvalues PDF is given by…

We extend the proof of the local semicircle law for generalized Wigner matrices given in [4] to the case when the matrix of variances has an eigenvalue $ -1 $. In particular, this result provides a short proof of the optimal local…

The eigenvector empirical spectral distribution (VESD) is a useful tool in studying the limiting behavior of eigenvalues and eigenvectors of covariance matrices. In this paper, we study the convergence rate of the VESD of sample covariance…

We prove the edge universality of the beta ensembles for any $\beta\ge 1$, provided that the limiting spectrum is supported on a single interval, and the external potential is $\mathscr{C}^4$ and regular. We also prove that the edge…

In this paper we calculate, in the large N limit, the eigenvalue density of an infinite product of random unitary matrices, each of them generated by a random hermitian matrix. This is equivalent to solving unitary diffusion generated by a…

We compute exact asymptotic results for the probability of the occurrence of large deviations of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we…

We consider the problem of deciding if a set of quantum one-qudit gates $\mathcal{S}=\{g_1,\ldots,g_n\}\subset G$ is universal, i.e if the closure $\overline{<\mathcal{S}>}$ is equal to $G$, where $G$ is either the special unitary or the…

It has been observed that the statistical distribution of the eigenvalues of random matrices possesses universal properties, independent of the probability law of the stochastic matrix. In this article we find the correlation functions of…

We consider the asymptotic fluctuation behavior of the largest eigenvalue of certain sample covariance matrices in the asymptotic regime where both dimensions of the corresponding data matrix go to infinity. More precisely, let $X$ be an…

Suppose $X$ is an $N \times n$ complex matrix whose entries are centered, independent, and identically distributed random variables with variance $1/n$ and whose fourth moment is of order ${\mathcal O}(n^{-2})$. In the first part of the…

Consider a sample of a centered random vector with unit covariance matrix. We show that under certain regularity assumptions, and up to a natural scaling, the smallest and the largest eigenvalues of the empirical covariance matrix converge,…

We derive a scale-free bound on the density of the maximum of a centered Gaussian vector. The basic bound is non-uniform, depends logarithmically on the dimension, and allows any covariance matrix. When the largest marginal variance is…

We consider a general class of $N\times N$ random matrices whose entries $h_{ij}$ are independent up to a symmetry constraint, but not necessarily identically distributed. Our main result is a local semicircle law which improves previous…

We study the statistics of the largest eigenvalues of real symmetric and sample covariance matrices when the entries are heavy tailed. Extending the result obtained by Soshnikov in \cite{Sos1}, we prove that, in the absence of the fourth…

Ensembles of isotropic random matrices are defined by the invariance of the probability measure under the left (and right) multiplication by an arbitrary unitary matrix. We show that the multiplication of large isotropic random matrices is…

We investigate the universality of microscopic eigenvalue correlations for Random Matrix Theories with the global symmetries of the QCD partition function. In this article we analyze the case of real valued chiral Random Matrix Theories…

In the first part of this article, we proved a local version of the circular law up to the finest scale $N^{-1/2+ \e}$ for non-Hermitian random matrices at any point $z \in \C$ with $||z| - 1| > c $ for any $c>0$ independent of the size of…

We consider a full rank deformation of the GUE $W_N+A_N$ where $A_N$ is a full rank Hermitian matrix of size $N$ and $W_N$ is a GUE. The empirical eigenvalue distribution $\mu_{A_N}$ of $A_N$ converges to a probability distribution $\nu$.…