Related papers: An Exposition on Wigner's Semicircular Law

We consider a dilute version of the Wigner ensemble of n-dimensional random matrices H such that each row has in average \rho_n non-zero elements. We study asymptotic properties of the spectral norm of H on the scale n^{-2/3} in the limit…

We consider $N\times N$ random matrices of the form $H=W+V$ where $W$ is a real symmetric or complex Hermitian Wigner matrix and $V$ is a random or deterministic, real, diagonal matrix whose entries are independent of $W$. We assume…

We derive a Central Limit Theorem (CLT) for $\log \left\vert\det \left( W_{N}-E_{N}\right)\right\vert,$ where $W_{N}$ is a Wigner matrix, and $E_{N}$ is local to the edge of the semi-circle law. Precisely, $E_N=2+N^{-2/3}\sigma_N$ with…

Consider an nxn random matrix X with i.i.d. nonnegative entries with bounded density, mean m, and finite positive variance sigma^2. Let M be the nxn random Markov matrix with i.i.d. rows obtained from X by dividing each row of X by its sum.…

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…

Traces of large powers of real-valued Wigner matrices are known to have Gaussian fluctuations: for $A=\frac{1}{\sqrt{n}}(a_{ij})_{1 \leq i,j \leq n}\in \mathbb{R}^{n \times n}, A=A^T$ with $(a_{ij})_{1 \leq i \leq j \leq n}$ i.i.d.,…

We present conditions that allow us to pass from the convergence of probability measures in distribution to the uniform convergence of the associated quantile functions. Under these conditions, one can in particular pass from the asymptotic…

Let $U_n=[u_{i,j}]$ be the eigenvectors matrix of a Wigner matrix. We prove that under some moments conditions, the bivariate random process indexed by $[0,1]^2$ with value at $(s,t)$ equal to the sum, over $1\le i \le ns$ and $1\le j \le…

In this paper we define distributions on moment spaces corresponding to measures on the real line with an unbounded support. We identify these distributions as limiting distributions of random moment vectors defined on compact moment spaces…

We propose a numerical method to solve the Wigner equation in quantum systems of spinless, non-relativistic particles. The method uses a spectral decomposition into $L^2(\mathbb{R}^d)$ basis functions in momentum-space to obtain a system of…

We consider an ensemble of large non-Hermitian random matrices of the form $\hat{H}+i\hat{A}_s$, where $\hat{H}$ and $\hat{A}_s$ are Hermitian statistically independent random $N\times N$ matrices. We demonstrate the existence of a new…

We consider sparse inhomogeneous Erd\H{o}s-R\'enyi random graph ensembles where edges are connected independently with probability $p_{ij}$. We assume that $p_{ij}= \varepsilon_N f(w_i, w_j)$ where $(w_i)_{i\ge 1}$ is a sequence of…

We consider a class of sparse random matrices, which includes the adjacency matrix of Erd\H{o}s-R\'enyi graph ${\bf G}(N,p)$. For $N^{-1+o(1)}\leq p\leq 1/2$, we show that the non-trivial edge eigenvectors are asymptotically jointly normal.…

We consider a general class of random matrices whose entries are centred random variables, independent up to a symmetry constraint. We establish precise high-probability bounds on the averages of arbitrary monomials in the resolvent matrix…

In the framework of continued fraction expansions of Stieltjes transforms, we consider shifting of semicircular laws. The continuous part of the associated measure admits a density function which is the quotient of semicircular one by a…

For complex Wigner-type matrices, i.e. Hermitian random matrices with independent, not necessarily identically distributed entries above the diagonal, we show that at any cusp singularity of the limiting eigenvalue distribution the local…

The randomized quantum marginal problem asks about the joint distribution of the partial traces ("marginals") of a uniform random Hermitian operator with fixed spectrum acting on a space of tensors. We introduce a new approach to this…

In this paper, we study the limiting distribution of the eigenvalues for random tridiagonal matrix models. The limiting distribution is well described by its moments. Here, an analytical approach allows us, as in the case of Wigner…

We set up Wigner distributions for $N$ state quantum systems following a Dirac inspired approach. In contrast to much of the work on this case, requiring a $2N\times 2N$ phase space, particularly when $N$ is even, our approach is uniformly…

We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an $n \times n$ matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian…