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We prove a local law for eigenvalues of the random Hermitian matrices with external source $W_n=\frac{1}{n}X_n+A_n$ where $X_n$ is Wigner matrix and $A_n$ is diagonal matrix with only two values $a, -a$ on the diagonal. The local law is an…

Probability · Mathematics 2013-10-22 Linh Tran

We prove the Central Limit Theorem for finite-dimensional vectors of linear eigenvalue statistics of submatrices of Wigner random matrices under the assumption that test functions are sufficiently smooth. We connect the asymptotic…

Probability · Mathematics 2020-05-06 Lingyun Li , Matthew Reed , Alexander Soshnikov

The eigenstate thermalization hypothesis (ETH) posits how isolated quantum many-body systems thermalize, assuming that individual eigenstates at the same energy density have identical expectation values of local observables in the limit of…

Statistical Mechanics · Physics 2026-01-14 Maksym Serbyn , Alexander Avdoshkin , Oriana K. Diessel , David A. Huse

Eigenstate thermalization refers to the property that an energy eigenstate of a many-body system is indistinguishable from a thermal equilibrium ensemble at the same energy as far as expectation values of local observables are concerned. In…

Statistical Mechanics · Physics 2026-03-25 Lennart Dabelow , Christian Eidecker-Dunkel , Peter Reimann

We study linear spectral statistics of $N \times N$ Wigner random matrices $\mathcal{H}$ on mesoscopic scales. Under mild assumptions on the matrix entries of $\mathcal{H}$, we prove that after centering and normalizing, the trace of the…

Probability · Mathematics 2015-03-13 A. Lodhia , N. J. Simm

We show that the fluctuations of the largest eigenvalue of any generalized Wigner matrix $H$ converge to the Tracy-Widom laws at a rate nearly $O(N^{-1/3})$, as the matrix dimension $N$ tends to infinity. We allow the variances of the…

Probability · Mathematics 2022-08-04 Kevin Schnelli , Yuanyuan Xu

We introduce a random matrix model for the stationary covariance of multivariate Ornstein-Uhlenbeck processes with heterogeneous temperatures, where the covariance is constrained by the Sylvester-Lyapunov equation. Using the replica method,…

Disordered Systems and Neural Networks · Physics 2025-01-30 Leonardo Ferreira , Fernando Metz , Paolo Barucca

Newly introduced equilibrium Wigner functions for particles with spin one-half are used in the semi-classical kinetic equations to study a possible relation between thermal vorticity and spin polarization. It is shown that in global…

Nuclear Theory · Physics 2022-09-21 Avdhesh Kumar

Consider $N\times N$ hermitian or symmetric random matrices $H$ with independent entries, where the distribution of the $(i,j)$ matrix element is given by the probability measure $\nu_{ij}$ with zero expectation and with variance…

Mathematical Physics · Physics 2011-10-27 Laszlo Erdos , Horng-Tzer Yau , Jun Yin

We prove that the local eigenvalue statistics of real symmetric Wigner-type matrices near the cusp points of the eigenvalue density are universal. Together with the companion paper [arXiv:1809.03971], which proves the same result for the…

Probability · Mathematics 2019-10-23 Giorgio Cipolloni , László Erdős , Torben Krüger , Dominik Schröder

Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…

Disordered Systems and Neural Networks · Physics 2025-01-30 Joseph W. Baron , Thomas Jun Jewell , Christopher Ryder , Tobias Galla

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

We consider $N\times N$ random matrices of the form $H = W + V$ where $W$ is a real symmetric Wigner matrix and $V$ a random or deterministic, real, diagonal matrix whose entries are independent of $W$. We assume subexponential decay for…

Probability · Mathematics 2015-09-29 Ji Oon Lee , Kevin Schnelli

Generalized Wigner crystals (GWC) on triangular moir\'e superlattices, formed from stacking two layers of transition metal chalcogenides, have been observed at multiple fractional fillings [Nature 587, 214 - 218 (2020), Nat. Phys. 17, 715 -…

Strongly Correlated Electrons · Physics 2025-10-01 Aman Kumar , Cyprian Lewandowski , Hitesh J. Changlani

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…

Probability · Mathematics 2022-11-23 Benson Au

Let $m,n$ be positive integers. For all $m\times n$ complex matrices $A, C$ and an $n\times m$ matrix $B$, we define a generalized commutator as $ABC-CBA$. We estimate the Frobenius norm of it, and finally get the inequality, which is a…

Rings and Algebras · Mathematics 2025-07-28 Motoyuki Nobori

The Eigenstate Thermalization Hypothesis (ETH) was developed as a framework for understanding how the principles of statistical mechanics emerge in the long-time limit of isolated quantum many-body systems. Since then, ETH has shifted the…

Statistical Mechanics · Physics 2025-12-01 Elisa Vallini , Laura Foini , Silvia Pappalardi

We study aspects of chaos and thermodynamics at strong coupling in a scalar model using LCT numerical methods. We find that our eigenstate spectrum satisfies Wigner-Dyson statistics and that the coefficients describing eigenstates in our…

High Energy Physics - Theory · Physics 2023-02-22 Luca V. Delacretaz , A. Liam Fitzpatrick , Emanuel Katz , Matthew T. Walters

The purpose of this note is to establish a Central Limit Theorem for the number of eigenvalues of a Wigner matrix in an interval. The proof relies on the correct aymptotics of the variance of the eigenvalue counting function of GUE matrices…

Probability · Mathematics 2011-01-14 Sandrine Dallaporta , Van Vu

Using the ergodicity principle for the expectation values of several types of observables, we investigate the thermalization process in isolated fermionic systems. These are described by the two-body random ensemble, which is a paradigmatic…

Statistical Mechanics · Physics 2015-05-27 V. K. B. Kota , A. Relaño , J. Retamosa , Manan Vyas
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