Related papers: Random characteristics for Wigner matrices

We show that if the non Gaussian part of the cumulants of a random matrix model obey some scaling bounds in the size of the matrix, then Wigner's semicircle law holds. This result is derived using the replica technique and an analogue of…

We prove a general local law for Wigner matrices which optimally handles observables of arbitrary rank and thus it unifies the well-known averaged and isotropic local laws. As an application, we prove that the quadratic forms of a general…

In this paper we consider Wigner random matrices -- symmetric n by n random matrices whose entries are independent identically distributed real random variables. We prove that the probability distribution of one or several eigenvalues close…

The presence of negative values in the Wigner quasiprobability distribution is deemed one of the hallmarks of nonclassical phenomena in quantum systems. Here we demonstrate a classical model of squeezed light that, when combined with…

We extend the results about the fluctuations of the matrix entries of regular functions of Wigner matrices to the case of sample covariance random matrices.

We consider the characteristic function of linear spectral statistics of generalized Wigner matrices. We provide an expansion of the characteristic function with error $\mathcal{O} ( N^{-1})$ around its limiting Gaussian form, and identify…

The empirical likelihood inference is extended to a class of semiparametric models for stationary, weakly dependent series. A partially linear single-index regression is used for the conditional mean of the series given its past, and the…

We study the properties of the discrete Wigner distribution for two qubits introduced by Wotters. In particular, we analyze the entanglement properties within the Wigner distribution picture by considering the negativity of the Wigner…

We consider real symmetric and complex Hermitian random matrices with the additional symmetry $h_{xy}=h_{N-x,N-y}$. The matrix elements are independent (up to the fourfold symmetry) and not necessarily identically distributed. This ensemble…

This paper is a continuation of our paper "Fluctuations of Matrix Elements of Regular Functions of Gaussian Random Matrices", J. Stat. Phys. (134), 147--159 (2009), in which we proved the Central Limit Theorem for the matrix elements of…

In this paper we describe a strategy to study the Anderson model of an electron in a random potential at weak coupling by a renormalization group analysis. There is an interesting technical analogy between this problem and the theory of…

We consider the local eigenvalue distribution of large self-adjoint $N\times N$ random matrices $\mathbf{H}=\mathbf{H}^*$ with centered independent entries. In contrast to previous works the matrix of variances $s_{ij} = \mathbb{E}\,…

We consider two classical ensembles of the random matrix theory: the Wigner matrices and sample covariance matrices, and prove Central Limit Theorem for linear eigenvalue statistics under rather weak (comparing with results known before)…

We study statistical properties of a class of band random matrices which naturally appears in systems of interacting particles. The local spectral density is shown to follow the Breit-Wigner distribution in both localized and delocalized…

In this article, we give a few examples of local rings in relation to weak normality and seminormality in mixed characteristic. It is known that two concepts can differ in the equal prime characteristic case, while they coincide in the…

We discuss non-Gaussian random matrices whose elements are random variables with heavy-tailed probability distributions. In probability theory heavy tails of the distributions describe rare but violent events which usually have dominant…

This work proposes a very simple random matrix model, the Flip Matrix Model, liable to approximate the behavior of a two dimensional electron in a weak random potential. Its construction is based on a phase space analysis, a suitable…

We consider ensembles of $N \times N$ Hermitian Wigner matrices, whose entries are (up to the symmetry constraints) independent and identically distributed random variables. Assuming sufficient regularity for the probability density…

For random matrix ensembles with non-gaussian matrix elements that may exhibit some correlations, it is shown that centered traces of polynomials in the matrix converge in distribution to a Gaussian process whose covariance matrix is…

Let $(\sigma_N^{(i)})_{i \in I}$ be a family of symmetric permutations of the entries of a Wigner matrix $\mathbf{W}_N$. We characterize the limiting traffic distribution of the corresponding family of dependent Wigner matrices…