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We study the special case of $n\times n$ 1D Gaussian Hermitian random band matrices, when the covariance of the elements is determined by $J=(-W^2\triangle+1)^{-1}$. Assuming that the band width $W\ll \sqrt{n}$, we prove that the limit of…

Mathematical Physics · Physics 2017-04-05 Mariya Shcherbina , Tatyana Shcherbina

We consider the asymptotic local behavior of the second correlation functions of the characteristic polynomials of a certain class of Gaussian $N\times N$ non-Hermitian random band matrices with a bandwidth $W$. Given $W,N\to\infty$, we…

Mathematical Physics · Physics 2025-10-13 Mariya Shcherbina , Tatyana Shcherbina

The paper arXiv:2510.04255 shows that the asymptotic behavior of the second correlation function of characteristic polynomials of the $N\times N$ non-Hermitian random band matrices with a bandwidth $W$ exhibits the transition at $W\sim…

Mathematical Physics · Physics 2026-04-20 Mariya Shcherbina , Tatyana Shcherbina

This paper adapts the recently developed rigorous application of the supersymmetric transfer matrix approach for the 1d band matrices to the case of the orthogonal symmetry. We consider $N\times N$ block band matrices consisting of $W\times…

Mathematical Physics · Physics 2020-11-30 Tatyana Shcherbina

We study the special case of $n\times n$ 1D Gaussian Hermitian random band matrices, when the covariance of the elements is determined by the matrix $J=(-W^2\triangle+1)^{-1}$. Assuming that $n\ge CW\log W\gg 1$, we prove that the averaged…

Mathematical Physics · Physics 2016-08-24 Mariya Shcherbina , Tatyana Shcherbina

We discuss an application of the transfer operator approach to the analysis of the different spectral characteristics of 1d random band matrices (correlation functions of characteristic polynomials, density of states, spectral correlation…

Mathematical Physics · Physics 2019-05-22 Mariya Shcherbina , Tatyana Shcherbina

We consider 1d random Hermitian $N\times N$ block band matrices consisting of $W\times W$ random Gaussian blocks (parametrized by $j,k \in\Lambda=[1,n]\cap \mathbb{Z}$, $N=nW$) with a fixed entry's variance…

Mathematical Physics · Physics 2019-10-09 Mariya Shcherbina , Tatyana Shcherbina

We investigate the second-order correlation function of the characteristic polynomial of a sample covariance matrix. Starting from an explicit formula for the generating function, we re-obtain several well-known kernels from random matrix…

Probability · Mathematics 2009-06-16 Holger Kösters

We consider the asymptotic behavior of the second mixed moment of the characteristic polynomials of the 1D Gaussian band matrices, i.e. of the hermitian matrices $H_n$ with independent Gaussian entries such that $<…

Mathematical Physics · Physics 2013-09-10 Tatyana Shcherbina

We study the statistics of eigenvectors in correlated random band matrix models. These models are characterized by two parameters, the band width B(N) of a Hermitian N times N matrix and the correlation parameter C(N) describing…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 Martin Janssen , Krystian Pracz

The distribution of the characteristic polynomial $Z(U,\theta)$ of $N\times N$ matrices $U$ in the Circular Unitary Ensemble is studied by the method of second quantization for one-dimensional fermions. For infinite $N$ the Gaussian…

Chaotic Dynamics · Physics 2008-11-26 Dimitry M. Gangardt

We consider a class of random banded Hessenberg matrices with independent entries having identical distributions along diagonals. The distributions may be different for entries belonging to different diagonals. For a sequence of $n\times n$…

Probability · Mathematics 2023-08-30 Abey López-García , Vasiliy A. Prokhorov

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…

Mathematical Physics · Physics 2018-03-14 Mariya Shcherbina , Tatyana Shcherbina

We consider the logarithm of the characteristic polynomial of random permutation matrices, evaluated on a finite set of different points. The permutations are chosen with respect to the Ewens distribution on the symmetric group. We show…

Probability · Mathematics 2013-09-17 Kim Dang , Dirk Zeindler

We study the spectral norm of N-dimensional hermitian random matrices whose entries are zero outside of the band of the width b along the principal diagonal. Inside this band the elements are given by gaussian centered jointly independent…

Mathematical Physics · Physics 2007-05-23 A. Khorunzhy

We consider the asymptotic local behavior of the second correlation function of the characteristic polynomials of sparse non-Hermitian random matrices $X_n$ whose entries have the form $x_{jk}=d_{jk}w_{jk}$ with iid complex standard…

Mathematical Physics · Physics 2023-12-19 Ievgenii Afanasiev , Tatyana Shcherbina

We consider asymptotic behavior of the correlation functions of the characteristic polynomials of the hermitian sample covariance matrices $H_n=n^{-1}A_{m,n}^*A_{m,n}$, where $A_{m,n}$ is a $m\times n$ complex matrix with independent and…

Mathematical Physics · Physics 2011-05-19 T. Shcherbina

We consider the asymptotics of the second-order correlation function of the characteristic polynomial of a random matrix. We show that the known result for a random matrix from the Gaussian Unitary Ensemble essentially continues to hold for…

Probability · Mathematics 2009-11-13 F. Götze , H. Kösters

In this paper, we study the fluctuation of linear eigenvalue statistics of Random Band Matrices defined by $M_{n}=\frac{1}{\sqrt{b_{n}}}W_{n}$, where $W_{n}$ is a $n\times n$ band Hermitian random matrix of bandwidth $b_{n}$, i.e., the…

Probability · Mathematics 2016-10-07 Indrajit Jana , Koushik Saha , Alexander Soshnikov

We consider a general class of $n\times n$ random band matrices with bandwidth $W$. When $W^2\ll n$, we prove that with high probability the eigenvectors of such matrices are localized and decay exponentially at the sharp scale $W^2$.…

Probability · Mathematics 2025-08-29 Reuben Drogin
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