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Related papers: Quenched universality for deformed Wigner matrices

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We study a class of bivariate deformed Hermite polynomials and some of their properties using classical analytic techniques and the Wigner map. We also prove the positivity of certain determinants formed by the deformed polynomials. Along…

Mathematical Physics · Physics 2014-10-21 S. Twareque Ali , Mourad E. H. Ismail , Nurisya M. Shah

We prove that the linear statistics of the eigenvalues of a Wigner matrix converge to a universal Gaussian process on all mesoscopic spectral scales, i.e. scales larger than the typical eigenvalue spacing and smaller than the global extent…

Probability · Mathematics 2018-03-29 Yukun He , Antti Knowles

Identifying the spectrum of the sum of two given Hermitian matrices with fixed eigenvalues is the famous Horn's problem.In this note, we investigate a variant of Horn's problem, i.e., we identify the probability density function (abbr. pdf)…

Quantum Physics · Physics 2019-09-20 Lin Zhang , Hua Xiang

It is a result of Ginibre that the normalized bulk $k$-point correlation functions of a complex $n\times n$ Gaussian matrix with independent entries of mean zero and unit variance are asymptotically given by the determinantal point process…

Probability · Mathematics 2024-05-28 Terence Tao , Van Vu

We give a new proof of universality properties in the bulk of spectrum of the hermitian matrix models, assuming that the potential that determines the model is globally $C^{2}$ and locally $C^{3}$ function (see Theorem \ref{t:U.t1}). The…

Mathematical Physics · Physics 2009-11-13 L. Pastur , M. Shcherbina

Within a random matrix theory approach, we obtain spectral statistics of the Wigner time delay matrix $Q$, for arbitrary channels number $M$ and for all symmetry classes, in fact for general Dyson parameter $\beta$. We also put forth two…

Chaotic Dynamics · Physics 2022-08-18 Marcel Novaes

We prove that the distribution of eigenvectors of generalized Wigner matrices is universal both in the bulk and at the edge. This includes a probabilistic version of local quantum unique ergodicity and asymptotic normality of the…

Probability · Mathematics 2016-01-12 Paul Bourgade , Horng-Tzer Yau

We consider complex, weakly non-Hermitian matrices $A = W_1 +i\sqrt{{\tau}_N}W_2$ , where $W_1$ and $W_2$ are Hermitian matrices and $\tau_N = O(N^{-1})$. We first show that for pairs of Hermitian matrices $(W_1 , W_2)$ such that $W_1$…

Probability · Mathematics 2023-11-13 Mohammed Osman

Non-Hermitian random matrices have been utilized in such diverse fields as dissipative and stochastic processes, mesoscopic physics, nuclear physics, and neural networks. However, the only known universal level-spacing statistics is that of…

Statistical Mechanics · Physics 2020-06-08 Ryusuke Hamazaki , Kohei Kawabata , Naoto Kura , Masahito Ueda

We consider the quadratic form of a general deterministic matrix on the eigenvectors of an $N\times N$ Wigner matrix and prove that it has Gaussian fluctuation for each bulk eigenvector in the large $N$ limit. The proof is a combination of…

Probability · Mathematics 2022-03-04 Giorgio Cipolloni , László Erdős , Dominik Schröder

Consider $D$ random systems that are modeled by independent $N\times N$ complex Hermitian Wigner matrices. Suppose they are lying on a circle and the neighboring systems interact with each other through a deterministic matrix $A$. We prove…

Probability · Mathematics 2025-02-19 Bertrand Stone , Fan Yang , Jun Yin

For the deformed complex Ginibre ensemble with a mean normal matrix, under certain assumptions on the mean matrix we prove that the same bulk statistics holds as in the complex Ginibre matrix bulk. This is the continuation of the previous…

Probability · Mathematics 2024-03-26 Lu Zhang

We study high moments of truncated Wigner nxn random matrices by using their representation as the sums over the set W of weighted even closed walks. We construct the subset W' of W such that the corresponding sum diverges in the limit of…

Probability · Mathematics 2010-05-20 O. Khorunzhiy

Let $M_n$ be an $n\times n$ real (resp. complex) Wigner matrix and $U_n\Lambda_n U_n^*$ be its spectral decomposition. Set $(y_1,y_2...,y_n)^T=U_n^*x$, where $x=(x_1,x_2,...,$ $x_n)^T$ is a real (resp. complex) unit vector. Under the…

Probability · Mathematics 2013-10-29 Zhigang Bao , Guangming Pan , Wang Zhou

We prove that a very general class of $N\times N$ Hermitian random band matrices is in the delocalized phase when the band width $W$ exceeds the critical threshold, $W\gg \sqrt{N}$. In this regime, we show that, in the bulk spectrum, the…

Probability · Mathematics 2025-06-10 László Erdős , Volodymyr Riabov

This work is concerned with finite range bounds on the variance of individual eigenvalues of Wigner random matrices, in the bulk and at the edge of the spectrum, as well as for some intermediate eigenvalues. Relying on the GUE example,…

Probability · Mathematics 2012-07-06 Sandrine Dallaporta

We consider dynamically defined Hermitian matrices generated from orbits of the doubling map. We prove that their spectra fall into the GUE universality class from random matrix theory.

Probability · Mathematics 2022-01-05 Arka Adhikari , Marius Lemm

We show that randomly choosing the matrices in a completely positive map from the unitary group gives a quantum expander. We consider Hermitian and non-Hermitian cases, and we provide asymptotically tight bounds in the Hermitian case on the…

Quantum Physics · Physics 2009-11-13 M. B. Hastings

We investigate the asymptotic behavior of the eigenvalues of spiked perturbations of Wigner matrices when the dimension goes to infinity. The entries of the Hermitian Wigner matrix have a distribution which is symmetric and satisfies a…

Probability · Mathematics 2011-09-19 Mireille Capitaine , Catherine Donati-Martin , Delphine Féral , Maxime Février

The eigenvalue densities of two random matrix ensembles, the Wigner Gaussian matrices and the Wishart covariant matrices, are decomposed in the contributions of each individual eigenvalue distribution. It is shown that the fluctuations of…

Mathematical Physics · Physics 2010-08-16 O. Bohigas , M. P. Pato
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