Related papers: Random matrices with independent entries: beyond n…
Assume a finite set of complex random variables form a determinantal point process, we obtain a theorem on the limit of the empirical distribution of these random variables. The result is applied to %We study the limits of the empirical…
This paper considers random (non-Hermitian) circulant matrices, and proves several results analogous to recent theorems on non-Hermitian random matrices with independent entries. In particular, the limiting spectral distribution of a random…
Properties of universality have essential relevance for the theory of random matrices usually called the Wigner ensemble. The issue was analysed up to recent years with detailed and relevant results. We present a slightly different view and…
We analyze the spectral distribution of symmetric random matrices with correlated entries. While we assume that the diagonals of these random matrices are stochastically independent, the elements of the diagonals are taken to be correlated.…
We show that the distribution of (a suitable rescaling of) a single eigenvalue gap $\lambda_{i+1}(M_n)-\lambda_i(M_n)$ of a random Wigner matrix ensemble in the bulk is asymptotically given by the Gaudin-Mehta distribution, if the Wigner…
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)…
The paper is devoted to the derivation of random unitary matrices whose spectral statistics is the same as statistics of quantum eigenvalues of certain deterministic two-dimensional barrier billiards. These random matrices are extracted…
In the first part of these notes, we review some of the recent developments in the study of the spectral properties of Wigner matrices. In the second part, we present a new proof of a Wegner estimate for the eigenvalues of a large class of…
We consider a random symmetric matrix ${\bf X} = [X_{jk}]_{j,k=1}^n$ with upper triangular entries being i.i.d. random variables with mean zero and unit variance. We additionally suppose that $\mathbb E |X_{11}|^{4 + \delta} =:…
We show that the spectral radius of an $N\times N$ random symmetric matrix with i.i.d. bounded centered but non-symmetrically distributed entries is bounded from below by $ 2 \*\sigma - o(N^{-6/11+\epsilon}), $ where $\sigma^2 $ is the…
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…
For the eigenvalues of principal submatrices of stochastically evolving Wigner matrices, we construct and study the edge scaling limit: a random decreasing sequence of continuous functions of two variables, which at every point has the…
We consider the ``visible'' Wigner matrix, a Wigner matrix whose $(i, j)$-th entry is coerced to zero if $i, j$ are co-prime. Using a recent result from elementary number theory on co-primality patterns in integers, we show that the…
We introduce a new technique to prove bounds for the spectral radius of a random matrix, based on using Jensen's formula to establish the zerofreeness of the associated characteristic polynomial in a region of the complex plane. Our…
We explore the limiting empirical eigenvalue distributions arising from matrices of the form \[A_{n+1} = \begin{bmatrix} A_n & I\\ I & A_n \end{bmatrix} , \]where $A_0$ is the adjacency matrix of a $k$-regular graph. We find that for…
The eigenvalues for the minors of real symmetric ($\beta=1$) and complex Hermitian ($\beta=2$) Wigner matrices form the Wigner corner process, which is a multilevel interlacing particle system. In this paper, we study the microscopic…
Random matrix theory successfully models many systems, from the energy levels of heavy nuclei to zeros of $L$-functions. While most ensembles studied have continuous spectral distribution, Burkhardt et al introduced the ensemble of…
Let $\a$ be a complex random variable with mean zero and bounded variance $\sigma^{2}$. Let $N_{n}$ be a random matrix of order $n$ with entries being i.i.d. copies of $\a$. Let $\lambda_{1}, ..., \lambda_{n}$ be the eigenvalues of…
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…
We study the spectral measure of large Euclidean random matrices. The entries of these matrices are determined by the relative position of $n$ random points in a compact set $\Omega_n$ of $\R^d$. Under various assumptions we establish the…