Related papers: On the Convergence of Random Tridiagonal Matrices …
We consider ensembles of real symmetric band matrices with entries drawn from an infinite sequence of exchangeable random variables, as far as the symmetry of the matrices permits. In general the entries of the upper triangular parts of…
Random matrices acting on structured sets play a fundamental role in high-dimensional geometry, compressed sensing, and randomized algorithms. Existing results primarily focus on subgaussian models, when random matrices act as…
The research on spectral inequalities for discrete Schrodinger Operators has proved fruitful in the last decade. Indeed, several authors analysed the operator's canonical relation to a tridiagonal Jacobi matrix operator. In this paper, we…
This paper is devoted to the Gaussian fluctuations and deviations of the traces of tridiagonal random matrix. Under quite general assumptions, we prove that the traces are approximately normal distributed. Multi-dimensional central limit…
Many models for chaotic systems consist of joining two integrable systems with incompatible constants of motion. The quantum counterparts of such models have a propagator which factorizes into two integrable parts. Each part can be…
Random matrix theory has proven very successful in the understanding of the spectra of chaotic systems. Depending on symmetry with respect to time reversal and the presence or absence of a spin 1/2 there are three ensembles, the Gaussian…
In this manuscript we study tridiagonal random matrix models related to the classical $\beta$-ensembles (Gaussian, Laguerre, Jacobi) in the high temperature regime, i.e. when the size $N$ of the matrix tends to infinity with the constraint…
The paper continues the development of the rigorous supersymmetric transfer matrix approach to the random band matrices started in J Stat Phys 164:1233 -- 1260, 2016; Commun Math Phys 351:1009 -- 1044, 2017. We consider random Hermitian…
We consider the problem of generating pseudo-random matrices based on the similarity of their spectra to Wigner's semicircular law. We introduce the notion of an r-independent pseudo-Wigner matrix ensemble and prove closeness of the spectra…
We study the global spectrum fluctuations for $\beta$-Hermite and $\beta$-Laguerre ensembles via the tridiagonal matrix models introduced in \cite{dumitriu02}, and prove that the fluctuations describe a Gaussian process on monomials. We…
Stochastic symmetries and related invariance properties of finite dimensional SDEs driven by general c\`adl\`ag semimartingales taking values in Lie groups are defined and investigated. In order to enlarge the class of possible symmetries…
We study a new Selberg-type integral with $n+m$ indeterminates, which turns out to be related to the deformed Calogero-Sutherland systems. We show that the integral satisfies a holonomic system of $n+m$ non-symmetric linear partial…
We study the local properties of eigenvalues for the Hermite (Gaussian), Laguerre (Chiral) and Jacobi $\beta$-ensembles of $N\times N$ random matrices. More specifically, we calculate scaling limits of the expectation value of products of…
In this article, we solve the loop equations of the \beta-random matrix model, in a way similar to what was found for the case of hermitian matrices \beta=1. For \beta=1, the solution was expressed in terms of algebraic geometry properties…
We consider families of tridiagonal- matrices with diagonal $\beta_{k} = \mu k$ and off-diagonal entries $\alpha_{k} = i\lambda k\sqrt{k+1}$; $1 \leq k \leq n$, $n \in \mathbb{N}$ and $i^{2} = -1$ where $\mu \in \mathbb{C}$ and $\lambda \in…
We study the number of triangles $T_n$ in the sparse $\beta$-model on $n$ vertices, a random graph model that captures degree heterogeneity in real-world networks. Using the norms of the heterogeneity parameter vector, we first determine…
Random Matrix Theory (RMT) has successfully modeled diverse systems, from energy levels of heavy nuclei to zeros of $L$-functions; this correspondence has allowed RMT to successfully predict many number theoretic behaviors. However there…
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 introduce the first random matrix model of a complex $\beta$-ensemble. The matrices are tridiagonal and can be thought of as the non-Hermitian analogue of the Hermite $\beta$-ensembles discovered by Dumitriu and Edelman (J. Math. Phys.,…
We present a systematic study of the performance of numerical pseudo-atomic orbital basis sets in the calculation of dielectric matrices of extended systems using the self-consistent Sternheimer approach of [F. Giustino et al., Phys. Rev. B…