Related papers: Fluctuations in Quantum Unique Ergodicity at the S…

We study the eigenvector mass distribution for generalized Wigner matrices on a set of coordinates $I$, where $N^\varepsilon \le | I | \le N^{1- \varepsilon}$, and prove it converges to a Gaussian at every energy level, including the edge,…

We consider $N\times N$ Hermitian or symmetric random matrices with independent entries. The distribution of the $(i,j)$-th matrix element is given by a probability measure $\nu_{ij}$ whose first two moments coincide with those of the…

We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an $n \times n$ matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian…

We consider the single eigenvalue fluctuations of random matrices of general Wigner-type, under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove that the asymptotic fluctuations of a single eigenvalue…

We analyze the distribution of eigenvectors for mesoscopic, mean-field perturbations of diagonal matrices in the bulk of the spectrum. Our results apply to a generalized $N\times N$ Rosenzweig-Porter model. We prove that the eigenvectors…

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 study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…

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…

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,…

We consider an $N$ by $N$ real or complex generalized Wigner matrix $H_N$, whose entries are independent centered random variables with uniformly bounded moments. We assume that the variance profile, $s_{ij}:=\mathbb{E} |H_{ij}|^2$,…

We propose to use eigenvalue densities of unitary random matrix ensembles as mass distributions in gravitational lensing. The corresponding lens equations reduce to algebraic equations in the complex plane which can be treated analytically.…

We consider large non-Hermitian real or complex random matrices $X$ with independent, identically distributed centred entries. We prove that their local eigenvalue statistics near the spectral edge, the unit circle, coincide with those of…

We study the spectral measure of large Euclidean random matrices. The entries of these matrices are determined by the relative position of $n$ random points in a compact set $\Omega_n$ of $\R^d$. Under various assumptions we establish the…

We study random, symmetric $N \times N$ band matrices with a band of size $W$ and Bernoulli random variables as entries. This interpolates between nearest neighbour interaction $W = 1$ and Wigner matrices $W = N$. Eigenvectors are known to…

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…

We prove universality at the edge for rescaled correlation functions of Wigner random matrices in the limit $n\to +\infty$. As a corollary, we show that, after proper rescaling, the 1st, 2nd, 3rd, etc. eigenvalues of Wigner random hermitian…

We establish a moderate deviation principle (MDP) for the number of eigenvalues of a Wigner matrix in an interval close to the edge of the spectrum. Moreover we prove a MDP for the $i$th largest eigenvalue close to the edge. The proof…

The total energy of an eigenstate in a composite quantum system tends to be distributed equally among its constituents. We identify the quantum fluctuation around this equipartition principle in the simplest disordered quantum system…

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…

In this paper, we adopt the eigenvector empirical spectral distribution (VESD) to investigate the limiting behavior of eigenvectors of a large dimensional Wigner matrix W_n. In particular, we derive the optimal bound for the rate of…