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We study large $N\times N$ power-law random band matrices $H=(H_{ij})$ with centered complex Gaussian entries, where the variances satisfy a power-law decay $\mathbb{E}|H_{ij}|^2\propto (|i-j|/W+1)^{-1-\alpha}$, for some exponent…

Probability · Mathematics 2026-04-15 Jiaqi Fan , Fan Yang , Jun Yin

We consider Hermitian and symmetric random band matrices $H$ in $d \geq 1$ dimensions. The matrix elements $H_{xy}$, indexed by $x,y \in \Lambda \subset \Z^d$, are independent and their variances satisfy $\sigma_{xy}^2:=\E \abs{H_{xy}}^2 =…

Mathematical Physics · Physics 2015-05-18 Laszlo Erdos , Antti Knowles

Let $\mathbf X=(X_{jk})_{j,k=1}^n$ denote a Hermitian random matrix with entries $X_{jk}$, which are independent for $1\le j\le k\le n$. We consider the rate of convergence of the empirical spectral distribution function of the matrix…

Probability · Mathematics 2015-07-03 F. Götze , A. Tikhomirov

We study the asymptotic distribution of the eigenvalues of random Hermitian periodic band matrices, focusing on the spectral edges. The eigenvalues close to the edges converge in distribution to the Airy point process if (and only if) the…

Mathematical Physics · Physics 2011-01-25 Sasha Sodin

A non-perturbative random-matrix theory is applied to the transmission of a monochromatic scalar wave through a disordered waveguide. The probability distributions of the transmittances T_{mn} and T_n=\sum_m T_{mn} of an incident mode n are…

Condensed Matter · Physics 2007-05-23 S. A. van Langen , P. W. Brouwer , C. W. J. Beenakker

In this paper we study ensembles of random symmetric matrices $\X_n = {X_{ij}}_{i,j = 1}^n$ with dependent entries such that $\E X_{ij} = 0$, $\E X_{ij}^2 = \sigma_{ij}^2$, where $\sigma_{ij}$ may be different numbers. Assuming that the…

Probability · Mathematics 2013-03-19 F. Götze , A. Naumov , A. Tikhomirov

We consider large random matrices $X$ with centered, independent entries which have comparable but not necessarily identical variances. Girko's circular law asserts that the spectrum is supported in a disk and in case of identical…

Probability · Mathematics 2017-04-14 Johannes Alt , Laszlo Erdos , Torben Krüger

We investigate the spectral properties of non-Hermitian real random matrices whose entries exhibit long-range correlations decaying as~$|r-r'|^{-\alpha}$. We find a progressive breakdown of the circular law, controlled by the decrease…

Disordered Systems and Neural Networks · Physics 2026-05-26 Ulysse Marquis

We consider the problem of determining the limiting spectral distribution for random matrices whose row distributions are permitted to have limited dependence. We assume mild moment conditions and give an extension of the…

Probability · Mathematics 2018-01-16 Chris Connell , Pawan Patel

We consider Hermitian and symmetric random band matrices on the $d$-dimensional lattice $(\mathbb{Z}/L\mathbb{Z})^d$ with bandwidth $W$, focusing on local eigenvalue statistics at the spectral edge in the limit $W\to\infty$. Our analysis…

Probability · Mathematics 2025-06-04 Dang-Zheng Liu , Guangyi Zou

The power-law random banded matrices and the ultrametric random matrices are investigated numerically in the regime where eigenstates are extended but all integer matrix moments remain finite in the limit of large matrix dimensions. Though…

Mathematical Physics · Physics 2018-10-17 E. Bogomolny , M. Sieber

We study the spectral norm of large rectangular random Toeplitz and circulant matrices with independent entries. For Toeplitz matrices, we show that the scaled norm converges to the norm of a bilinear operator defined via the pointwise…

Probability · Mathematics 2025-09-05 Alexei Onatski

Let $\mathbf X=(X_{jk})$ denote a Hermitian random matrix with entries $X_{jk}$, which are independent for $1\le j\le k$. We consider the rate of convergence of the empirical spectral distribution function of the matrix $\mathbf X$ to the…

Probability · Mathematics 2013-10-29 Friedrich Götze , Alexander Tikhomirov

Let $ \bbB_n =\frac{1}{n}(\bbR_n + \bbT^{1/2}_n \bbX_n)(\bbR_n + \bbT^{1/2}_n \bbX_n)^* $, where $ \bbX_n $ is a $ p \times n $ matrix with independent standardized random variables, $ \bbR_n $ is a $ p \times n $ non-random matrix and $…

Probability · Mathematics 2023-03-23 Zhidong Bai , Jiang Hu , Jack W. Silverstein , Huanchao Zhou

We study limit distributions of independent random matrices as well as limit joint distributions of their blocks under normalized partial traces composed with classical expectation. In particular, we are concerned with the ensemble of…

Operator Algebras · Mathematics 2014-07-25 Romuald Lenczewski

Based on empirical evidence, quantum systems appear to be strictly linear and gauge invariant. This work uses concise mathematics to show that quantum eigenvalue equations on a one dimensional ring can either be gauge invariant or have a…

Quantum Physics · Physics 2014-07-15 Arthur Davidson

We consider $n\times n$ non-Hermitian random matrices with independent entries and a variance profile, as well as an additive deterministic diagonal deformation. We show that their empirical eigenvalue distribution converges to a limiting…

Probability · Mathematics 2024-11-11 Johannes Alt , Torben Krüger

We consider the limiting spectral distribution of matrices of the form $\frac{1}{2b_{n}+1} (R + X)(R + X)^{*}$, where $X$ is an $n\times n$ band matrix of bandwidth $b_{n}$ and $R$ is a non random band matrix of bandwidth $b_{n}$. We show…

Probability · Mathematics 2017-08-02 Indrajit Jana , Alexander Soshnikov

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…

Probability · Mathematics 2015-02-10 Arijit Chakrabarty , Rajat Subhra Hazra

We present a novel block reduction method for the study of a general class of random band matrices (RBM) defined on the $d$-dimensional lattice $\mathbb{Z}_{L}^d:=\{1,2,\ldots,L\}^{d}$ for $d\in \{1,2\}$, with band width $W$ and an almost…

Probability · Mathematics 2025-12-23 Jiaqi Fan , Fan Yang , Jun Yin
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