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We prove that any deterministic matrix is approximately the identity in the eigenbasis of a large random Wigner matrix with very high probability and with an optimal error inversely proportional to the square root of the dimension. Our…

Probability · Mathematics 2021-11-17 Giorgio Cipolloni , László Erdős , Dominik Schröder

We prove the Eigenstate Thermalisation Hypothesis for Wigner matrices uniformly in the entire spectrum, in particular near the spectral edges, with a bound on the fluctuation that is optimal for any observable. This complements earlier…

Probability · Mathematics 2024-12-18 Giorgio Cipolloni , László Erdős , Joscha Henheik

We obtain general, exact formulas for the overlaps between the eigenvectors of large correlated random matrices, with additive or multiplicative noise. These results have potential applications in many different contexts, from quantum…

Statistical Mechanics · Physics 2018-12-05 Joël Bun , Jean-Philippe Bouchaud , Marc Potters

We consider $N\times N$ Hermitian random matrices with independent identical distributed entries. The matrix is normalized so that the average spacing between consecutive eigenvalues is of order 1/N. Under suitable assumptions on the…

Mathematical Physics · Physics 2009-11-13 Laszlo Erdos , Benjamin Schlein , Horng-Tzer Yau

We investigate the overlap matrix between the eigenvectors of a Wigner matrix $H_{N+K}$ of size $(N+K)\times(N+K)$ and those of its principal minor $H_N$ of size $N\times N$, for both the real symmetric ($\beta=1$) and complex Hermitian…

Probability · Mathematics 2025-11-18 Antonin Barbe , Benjamin De Bruyne , Romain Allez

We consider $N\times N$ non-Hermitian random matrices of the form $X+A$, where $A$ is a general deterministic matrix and $\sqrt{N}X$ consists of independent entries with zero mean, unit variance, and bounded densities. For this ensemble, we…

Probability · Mathematics 2023-06-06 László Erdős , Hong Chang Ji

Non-Hermitian random matrices provide a useful framework for understanding universal characteristics of dissipative quantum chaotic systems with loss or gain. We consider a model of two such system represented by two independent $N\times N$…

Mathematical Physics · Physics 2026-04-28 Margherita Disertori , Yan V. Fyodorov

We consider $N\times N$ symmetric or hermitian random matrices with independent, identically distributed entries where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove…

Mathematical Physics · Physics 2017-08-23 Laszlo Erdos

We consider the density of complex eigenvalues, $\rho(z)$, and the associated mean eigenvector self-overlaps, $\mathcal{O}(z)$, at the spectral edge of $N \times N$ real and complex elliptic Ginibre matrices, as $N \to \infty$. Two…

Mathematical Physics · Physics 2024-07-10 Mark J. Crumpton , Tim R. Würfel

We prove the Eigenstate Thermalization Hypothesis for general Wigner-type matrices in the bulk of the self-consistent spectrum, with optimal control on the fluctuations for observables of arbitrary rank. As the main technical ingredient, we…

Probability · Mathematics 2024-04-05 Volodymyr Riabov , László Erdős

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

Systems with an effectively non-Hermitian Hamiltonian display an enhanced sensitivity to parametric and dynamic perturbations, which arises from the nonorthogonality of their eigenstates. This enhanced sensitivity can be quantified by the…

Quantum Physics · Physics 2023-12-15 Henning Schomerus

We consider the standard overlap $\mathcal{O}_{ij}: =\langle \mathbf{r}_j, \mathbf{r}_i\rangle\langle \mathbf{l}_j, \mathbf{l}_i\rangle$ of any bi-orthogonal family of left and right eigenvectors of a large random matrix $X$ with centred…

Probability · Mathematics 2026-01-22 Giorgio Cipolloni , László Erdős , Yuanyuan Xu

We study the mean diagonal overlap of left and right eigenvectors associated with complex eigenvalues in $N\times N$ non-Hermitian random Gaussian matrices. In well known works by Chalker and Mehlig the expectation of this (self-)overlap…

Mathematical Physics · Physics 2024-03-22 Mark J. Crumpton , Yan V. Fyodorov , Tim R. Würfel

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

Non-smoothness at optimal points is a common phenomenon in many eigenvalue optimization problems. We consider two recent algorithms to minimize the largest eigenvalue of a Hermitian matrix dependent on one parameter, both proven to be…

Numerical Analysis · Mathematics 2018-05-14 Fatih Kangal , Emre Mengi

We prove an optimal order delocalization estimate for the eigenvectors of general $N \times N$ non-Hermitian matrices $X$: $\| {\bf v } \|_\infty \leq C \sqrt{\frac{\log N}{N}}$ with very high probability, for any right or left eigenvector…

Probability · Mathematics 2025-09-19 Giorgio Cipolloni , Benjamin Landon

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

In this paper, we derive new relative perturbation bounds for eigenvectors and eigenvalues for regular quadratic eigenvalue problems of the form $\lambda^2 M x + \lambda C x + K x = 0$, where $M$ and $K$ are nonsingular Hermitian matrices…

Numerical Analysis · Mathematics 2021-04-02 Peter Benner , Xin Liang , Suzana Miodragović , Ninoslav Truhar

Rayleigh-Schr\"{o}dinger perturbation theory is a well-known theory in quantum mechanics and it offers useful characterization of eigenvectors of a perturbed matrix. Suppose $A$ and perturbation $E$ are both Hermitian matrices, $A^t = A +…

Probability · Mathematics 2017-02-02 Yiqiao Zhong
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