Related papers: Universal hypotrochoidic law for random matrices w…
It is known that if one perturbs a large iid random matrix by a bounded rank error, then the majority of the eigenvalues will remain distributed according to the circular law. However, the bounded rank perturbation may also create one or…
We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…
This paper investigates limiting spectral distribution of a high-dimensional Kendall's rank correlation matrix. The underlying population is allowed to have general dependence structure. The result no longer follows the generalized…
Let $\log^{2+\varepsilon} n \le d \le n/2$ for some fixed $\varepsilon \in (0,1)$, and let $M_n$ be an $n\times n$ random matrix with entries in ${0,1}$, where each row is independently and uniformly sampled from the set of all vectors in…
In this note, we show that the limiting spectral distribution of symmetric random matrices with stationary entries is absolutely continuous under some sufficient conditions. This result is applied to obtain sufficient conditions on a…
Random matrices are used in fields as different as the study of multi-orthogonal polynomials or the enumeration of discrete surfaces. Both of them are based on the study of a matrix integral. However, this term can be confusing since the…
Boundary conditions in quantum graph vertices are generally given in terms of a unitary matrix $U$. Observing that if $U$ has at most two eigenvalues, then the scattering matrix $\mathcal{S}(k)$ of the vertex is a linear combination of the…
Fix a constant $C\geq 1$ and let $d=d(n)$ satisfy $d\leq \ln^{C} n$ for every large integer $n$. Denote by $A_n$ the adjacency matrix of a uniform random directed $d$-regular graph on $n$ vertices. We show that, as long as $d\to\infty$ with…
In this paper we consider the existence of Hamilton cycles and perfect matchings in a random graph model proposed by Krioukov et al.~in 2010. In this model, nodes are chosen randomly inside a disk in the hyperbolic plane and two nodes are…
We consider $N\times N$ Hermitian random matrices with independent identical distributed entries. The matrix is normalized so that the average spacing between consecutive eigenvalues is of order 1/N. Under suitable assumptions on the…
We introduce a family of coefficients based on U-statistics that generalize the notion of correlation and explore their properties in the large dimensional multivariate case, showing that in the null case of uncorrelated variables, the…
Consider a square random matrix with independent and identically distributed entries of mean zero and unit variance. We show that as the dimension tends to infinity, the spectral radius is equivalent to the square root of the dimension in…
We quantize graphs (networks) which consist of a finite number of bonds and vertices. We show that the spectral statistics of fully connected graphs is well reproduced by random matrix theory. We also define a classical phase space for the…
Given a collection $\{\lambda_1, \dots, \lambda_n\} $ of real numbers, there is a canonical probability distribution on the set of real symmetric or complex Hermitian matrices with eigenvalues $\lambda_1,\ldots,\lambda_n$. In this paper, we…
We consider the convergence of the ESD for non-Hermitian random band matrices with independent entries to the circular law, which is the uniform measure on the unit disk in the center of the complex plane. We assume that the bandwidth of…
A remarkable property of Hermitian ensembles is their universal behavior, that is, once properly rescaled the eigenvalue statistics does not depend on particularities of the ensemble. Recently, normal matrix ensembles have attracted…
Universality of local eigenvalue statistics is one of the most striking phenomena of Random Matrix Theory, that also accounts for a lot of the attention that the field has attracted over the past 15 years. In this paper we focus on the…
We study the variance and the Laplace transform of the probability law of linear eigenvalue statistics of unitary invariant Matrix Models of n-dimentional Hermitian matrices as n tends to infinity. Assuming that the test function of…
We report on experimental studies of the distribution of the off-diagonal elements of the scattering matrix of open microwave networks with symplectic symmetry and a chaotic wave dynamics. These consist of two geometrically identical…
The eigenvalue distribution of Hoppe's two matrix model is investigated in detail as a function of the model's coupling. For small couplings it is a perturbed Wigner semicircle, while for large couplings it is a parabolic distribution which…