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It is well known that the spectral measure of eigenvalues of a rescaled square non-Hermitian random matrix with independent entries satisfies the circular law. We consider the product $TX$, where $T$ is a deterministic $N\times M$ matrix…

Probability · Mathematics 2018-10-17 Haokai Xi , Fan Yang , Jun Yin

Given a selfadjoint polynomial $P(X,Y)$ in two noncommuting selfadjoint indeterminates, we investigate the asymptotic eigenvalue behavior of the random matrix $P(A\_N,B\_N)$, where $A\_N$ and $B\_N$ are independent Hermitian random matrices…

Operator Algebras · Mathematics 2018-11-07 Serban Belinschi , Hari Bercovici , Mireille Capitaine

We consider a square random matrix of size N of the form A + Y where A is deterministic and Y has iid entries with variance 1/N. Under mild assumptions, as N grows, the empirical distribution of the eigenvalues of A+Y converges weakly to a…

Probability · Mathematics 2014-11-04 Charles Bordenave , Mireille Capitaine

We describe the distribution of the first finite number of eigenvalues in a newly-forming band of the spectrum of the random Hermitean matrix model. The method is rigorously based on the Riemann-Hilbert analysis of the corresponding…

Mathematical Physics · Physics 2016-09-08 M. Bertola , S. Y. Lee

We consider the deformed Gaussian ensemble $H_n=H_n^{(0)}+M_n$ in which $H_n^{(0)}$ is a hermitian matrix (possibly random) and $M_n$ is the Gaussian unitary random matrix (GUE) independent of $H_n^{(0)}$. Assuming that the Normalized…

Mathematical Physics · Physics 2015-05-27 Tatyana Shcherbina

We consider the smallest eigenvalues of perturbed Hermitian operators with zero modes, either topological or system specific. To leading order for small generic perturbation we show that the corresponding eigenvalues broaden to a Gaussian…

Statistical Mechanics · Physics 2019-05-15 M. Kieburg , A. Mielke , K. Splittorff

We extend the so-called "single ring theorem"[1], also known as the Haagerup-Larsen theorem[2], by showing that in the limit when the size of the matrix goes to infinity a particular correlator between left and right eigenvectors of the…

Mathematical Physics · Physics 2017-02-09 Serban Belinschi , Maciej A. Nowak , Roland Speicher , Wojciech Tarnowski

Consider the $n\times n$ matrix $X_n=A_n+H_n$, where $A_n$ is a $n\times n$ matrix (either deterministic or random) and $H_n$ is a $n\times n$ matrix independent from $A_n$ drawn from complex Ginibre ensemble. We study the limiting…

Mathematical Physics · Physics 2025-09-03 Roman Sarapin

We propose a technique for calculating and understanding the eigenvalue distribution of sums of random matrices from the known distribution of the summands. The exact problem is formidably hard. One extreme approximation to the true density…

Quantum Physics · Physics 2017-10-27 Ramis Movassagh , Alan Edelman

The limiting distribution of eigenvalues of N x N random matrices has many applications. One of the most studied ensembles are real symmetric matrices with independent entries iidrv; the limiting rescaled spectral measure (LRSM)…

Probability · Mathematics 2012-12-27 Olivia Beckwith , Victor Luo , Steven J. Miller , Karen Shen , Nicholas Triantafillou

We prove an estimate on the smallest singular value of a multiplicatively and additively deformed random rectangular matrix. Suppose $n\le N \le M \le \Lambda N$ for some constant $\Lambda \ge 1$. Let $X$ be an $M\times n$ random matrix…

Probability · Mathematics 2018-10-17 Fan Yang

Consider $N\times N$ symmetric one-dimensional random band matrices with general distribution of the entries and band width $W \geq N^{3/4+\varepsilon}$ for any $\varepsilon>0$. In the bulk of the spectrum and in the large $N$ limit, we…

Probability · Mathematics 2018-07-05 Paul Bourgade , Horng-Tzer Yau , Jun Yin

We show that an independent family of uniformly distributed random permutation matrices is asymptotically *-free from an independent family of square complex Gaussian matrices and from an independent family of complex Wishart matrices, and…

Operator Algebras · Mathematics 2007-05-23 Mihail G. Neagu

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…

Probability · Mathematics 2017-11-29 Tiefeng Jiang , Yongcheng Qi

We analyze the eigenvalues of the adjacency matrices of a wide variety of random trees. Using general, broadly applicable arguments based on the interlacing inequalities for the eigenvalues of a principal submatrix of a Hermitian matrix and…

Probability · Mathematics 2011-04-12 Shankar Bhamidi , Steven N. Evans , Arnab Sen

Improving upon results of Rudelson and Vershynin, we establish delocalization bounds for eigenvectors of independent-entry random matrices. In particular, we show that with high probability every eigenvector is delocalized, meaning any…

Probability · Mathematics 2019-02-01 Kyle Luh , Sean O'Rourke

Consider an ensemble of $N\times N$ non-Hermitian matrices in which all entries are independent identically distributed complex random variables of mean zero and absolute mean-square one. If the entry distributions also possess bounded…

Probability · Mathematics 2007-05-23 B. Rider , Jack W. Silverstein

We continue the study of the Hermitian random matrix ensemble with external source $\frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM$ where $A$ has two distinct eigenvalues $\pm a$ of equal multiplicity. This model exhibits a phase transition for…

Mathematical Physics · Physics 2010-07-29 Alexander I. Aptekarev , Pavel M. Bleher , Arno B. J. Kuijlaars

Non-Hermitian random matrices with statistical spectral characteristics beyond the standard Ginibre ensembles have recently emerged in the description of dissipative quantum many-body systems as well as in non-ergodic wave transport in…

Mathematical Physics · Physics 2025-11-27 Gernot Akemann , Yan V. Fyodorov , Dmitry V. Savin

We introduce a powerful analytic method to study the statistics of the number $\mathcal{N}_{\textbf{A}}(\gamma)$ of eigenvalues inside any contour $\gamma \in \mathbb{C}$ for infinitely large non-Hermitian random matrices ${\textbf A}$. Our…

Disordered Systems and Neural Networks · Physics 2021-06-09 Antonio Tonatiúh Ramos Sánchez , Edgar Guzmán-González , Isaac Pérez Castillo , Fernando L. Metz