Related papers: Local laws for multiplication of random matrices
We consider the free additive convolution semigroup $\lbrace \mu^{\boxplus t}:\,t\ge 1\rbrace$ and determine the local behavior of the density of $\mu^{\boxplus t}$ at the endpoints and at any singular point of its support. We then study…
We consider a class of one-dimensional nonselfadjoint semiclassical pseudo-differential operators, subject to small random perturbations, and study the statistical properties of their (discrete) spectra, in the semiclassical limit $h\to 0$.…
We obtain asymptotic expansions for local probabilities of partial sums for uniformly bounded independent but not necessarily identically distributed integer-valued random variables. The expansions involve products of polynomials and…
We obtain nonasymptotic bounds on the spectral norm of random matrices with independent entries that improve significantly on earlier results. If $X$ is the $n\times n$ symmetric matrix with $X_{ij}\sim N(0,b_{ij}^2)$, we show that…
We prove that the bulk eigenvectors of sparse random matrices, i.e. the adjacency matrices of Erd\H{o}s-R\'enyi graphs or random regular graphs, are asymptotically jointly normal, provided the averaged degree increases with the size of the…
We study the spectral norm of random kernel matrices with polynomial scaling, where the number of samples scales polynomially with the data dimension. In this regime, Lu and Yau (2022) proved that the empirical spectral distribution…
We study the asymptotic behavior of eigenvalues of large complex correlated Wishart matrices at the edges of the limiting spectrum. In this setting, the support of the limiting eigenvalue distribution may have several connected components.…
Consider semiparametric models that display local asymptotic exponentiality (Ibragimov and Has'minskii (1981)), an asymptotic property of the likelihood associated with discontinuities of densities. Our interest goes to estimation of the…
We consider some random band matrices with band-width $N^\mu$ whose entries are independent random variables with distribution tail in $x^{-\alpha}$. We consider the largest eigenvalues and the associated eigenvectors and prove the…
We consider time-harmonic electromagnetic wave equations in composites of a dispersive material surrounded by a classical material. In certain frequency ranges this leads to sign-changing permittivity and/or permeability. Previously meshing…
We study the distribution of eigenvalues of almost-Hermitian random matrices associated with the classical Gaussian and Laguerre unitary ensembles. In the almost-Hermitian setting, which was pioneered by Fyodorov, Khoruzhenko and Sommers in…
We continue our work [arXiv:2403.07628] on asymptotic expansions at the soft edge for the classical $n$-dimensional Gaussian and Laguerre random matrix ensembles. By revisiting the construction of the associated skew-orthogonal polynomials…
This paper studies the asymptotic behavior of eigenvalues of random abelian G-circulant matrices, that is, matrices whose structure is related to a finite abelian group G in a way that naturally generalizes the relationship between…
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…
We study the large-volume asymptotics of the sum of power-weighted edge lengths $\sum_{e \in E}|e|^\alpha$ in Poisson-based spatial random networks. In the regime $\alpha > d$, we provide a set of sufficient conditions under which the upper…
We consider an individual-based SIR stochastic epidemic model in continuous space. The evolution of the epidemic involves the rates of infection and cure of individuals. We assume that individuals move randomly on the two-dimensional torus…
The neighbourhood of the largest eigenvalue $\lambda_{\rm max}$ in the Gaussian unitary ensemble (GUE) and Laguerre unitary ensemble (LUE) is referred to as the soft edge. It is known that there exists a particular centring and scaling such…
Regularized system identification is the major advance in system identification in the last decade. Although many promising results have been achieved, it is far from complete and there are still many key problems to be solved. One of them…
In the first part of this article, we proved a local version of the circular law up to the finest scale $N^{-1/2+ \e}$ for non-Hermitian random matrices at any point $z \in \C$ with $||z| - 1| > c $ for any $c>0$ independent of the size of…
We introduce a class of paired binary matrices called admixed arrays, which arise in analyses of large-scale genetic data and can be viewed as weighted edge colorings of complete bipartite graphs. This combinatorial structure gives rise to…