Related papers: On the local eigenvalue statistics for random band…

Using exact numerical diagonalization, we investigate localization in two classes of random matrices corresponding to random graphs. The first class comprises the adjacency matrices of Erdos-Renyi (ER) random graphs. The second one…

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…

Given a large, high-dimensional sample from a spiked population, the top sample covariance eigenvalue is known to exhibit a phase transition. We show that the largest eigenvalues have asymptotic distributions near the phase transition in…

We consider the ensemble of adjacency matrices of Erd{\H o}s-R\'enyi random graphs, i.e.\ graphs on $N$ vertices where every edge is chosen independently and with probability $p \equiv p(N)$. We rescale the matrix so that its bulk…

We consider the extreme eigenvalues of the sample covariance matrix $Q=YY^*$ under the generalized elliptical model that $Y=\Sigma^{1/2}XD.$ Here $\Sigma$ is a bounded $p \times p$ positive definite deterministic matrix representing the…

We investigate small scale equidistribution of random orthonormal bases of eigenfunctions (i.e. eigenbases) on a compact manifold M. Assume that the group of isometries acts transitively on M and the multiplicity of eigenfrequency tends to…

We consider a class of sparse random matrices, which includes the adjacency matrix of Erd\H{o}s-R\'enyi graphs $\mathcal G(N,p)$ for $p \in [N^{\varepsilon-1},N^{-\varepsilon}]$. We identify the joint limiting distributions of the…

We consider two $n\times n$ non-Hermitian random matrices such that the $ij$th entry of one matrix is correlated with the $ij$th entry of the other matrix. However, the entries of any particular matrix are i.i.d. random variables. We study…

Consider the random matrix model $A^{1/2} UBU^* A^{1/2},$ where $A$ and $B$ are two $N \times N$ deterministic matrices and $U$ is either an $N \times N$ Haar unitary or orthogonal random matrix. It is well-known that on the macroscopic…

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 $…

We consider ensembles of real symmetric band matrices with entries drawn from an infinite sequence of exchangeable random variables, as far as the symmetry of the matrices permits. In general the entries of the upper triangular parts of…

Consider a random block matrix model consisting of $D$ random systems arranged along a circle, where each system is modeled by an independent $N\times N$ complex Hermitian Wigner matrix. Neighboring systems interact via an arbitrary…

We consider a general class of random matrices whose entries are centred random variables, independent up to a symmetry constraint. We establish precise high-probability bounds on the averages of arbitrary monomials in the resolvent matrix…

We extend classical time-frequency limiting analysis, historically applied to one-dimensional finite signals, to the multidimensional discrete setting. This extension is relevant for images, videos, and other multidimensional signals, as it…

The distribution of eigenvalues of N times N random matrices in the limit N to infinity is the solution to a variational principle that determines the ground state energy of a confined fluid of classical unit charges. This fact is a…

The article studies the almost surely asymptotics of extreme values $\bar{\xi}_n = \max_{1\leq i \leq n} \xi_i$, where $ \xi , \xi_1 , \xi_2 , \ldots$ are discrete identically distributed random variables. One of the main results on this…

This work is concerned with finite range bounds on the variance of individual eigenvalues of random covariance matrices, both in the bulk and at the edge of the spectrum. In a preceding paper, the author established analogous results for…

We consider Hermitian random band matrices $H=(h_{xy})$ on the $d$-dimensional lattice $(\mathbb Z/L\mathbb Z)^d$. The entries $h_{xy}$ are independent (up to Hermitian conditions) centered complex Gaussian random variables with variances…

We study eigenvalue distribution of the adjacency matrix $A^{(N,p,q)}$ of weighted random uniform $q$-hypergraphs $\Gamma= \Gamma_{N,p,q}$. We assume that the graphs have $N$ vertices and the average number of hyperedges attached to one…

We consider $N\times N$ self-adjoint Gaussian random matrices defined by an arbitrary deterministic sparsity pattern with $d$ nonzero entries per row. We show that such random matrices exhibit a canonical localization-delocalization…