Related papers: Local elliptic law
The circular law asserts that the empirical distribution of eigenvalues of appropriately normalized $n\times n$ matrix with i.i.d. entries converges to the uniform measure on the unit disc as the dimension $n$ grows to infinity. Consider an…
Consider a square random matrix with independent and identically distributed entries of mean zero and unit variance. We show that as the dimension tends to infinity, the spectral radius is equivalent to the square root of the dimension in…
A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…
In this article, we analyse the domain mapping method approach to approximate statistical moments of solutions to linear elliptic partial differential equations posed over random geometries including smooth surfaces and bulk-surface…
Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…
The extreme eigenvalues of connectivity matrices govern the influence of the network structure on a number of network dynamical processes. A fundamental open question is whether the eigenvalues of large networks are well represented by…
We consider spectral properties and the edge universality of sparse random matrices, the class of random matrices that includes the adjacency matrices of the Erdos-Renyi graph model $G(N,p)$. We prove a local law for the eigenvalue density…
We investigate the eigenvalues statistics of ensembles of normal random matrices when their order N tends to infinite. In the model the eigenvalues have uniform density within a region determined by a simple analytic polynomial curve. We…
We completely determine the Brown measure of the sum of a self-adjoint element and an elliptic element, which is the limiting eigenvalue distribution of the random matrix \[Y_N+\sqrt{s-\frac{t}{2}}X_N+i\sqrt{\frac{t}{2}}X_N'\] where $Y_N$…
This paper proposes famillies of multimatricvariate and multimatrix variate distributions based on elliptically contoured laws in the context of real normed division algebras. The work allows to answer the following inference problems about…
In this paper, we consider the universality of the local eigenvalue statistics of random matrices. Our main result shows that these statistics are determined by the first four moments of the distribution of the entries. As a consequence, we…
This paper gives sharp rates of convergence for natural versions of the Metropolis algorithm for sampling from the uniform distribution on a convex polytope. The singular proposal distribution, based on a walk moving locally in one of a…
Spectral correlations in unitary invariant, non-Gaussian ensembles of large random matrices possessing an eigenvalue gap are studied within the framework of the orthogonal polynomial technique. Both local and global characteristics of…
We prove that in many cases the existence of an extremal metric for some Laplace eigenvalue in a conformal class allows to find extremal metrics in conformal classes close by. As a consequence and as part of the arguments we obtain…
In this paper we show that in systems where the probability distribution of the the overlap is non trivial in the infinity volume limit, the property of ultrametricity can be proved in general starting from two very simple and natural…
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…
In this paper, we investigate the small scale equidistribution properties of randomised sums of Laplacian eigenfunctions (i.e. random waves) on a compact manifold. We prove small scale expectation and variance results for random waves on…
We characterize diffusion matrices that yield a $L^{\infty}$ convergence rate of $\mathcal{O}(\varepsilon^2)$ in the theory of periodic homogenization of linear elliptic equations in nondivergence-form. Such type-$\varepsilon^2$ diffusion…
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 introduce a new random matrix model called distance covariance matrix in this paper, whose normalized trace is equivalent to the distance covariance. We first derive a deterministic limit for the eigenvalue distribution of the distance…