Related papers: Large deviations and fluctuations of real eigenval…

We study the probability distribution of the index ${\mathcal N}_+$, i.e., the number of positive eigenvalues of an $N\times N$ Gaussian random matrix. We show analytically that, for large $N$ and large $\mathcal{N}_+$ with the fraction…

Linear statistics of eigenvalues in many familiar classes of random matrices are known to obey gaussian central limit theorems. The proofs of such results are usually rather difficult, involving hard computations specific to the model in…

We consider a class of sparse random matrices, which includes the adjacency matrix of Erd\H{o}s-R\'enyi graph ${\bf G}(N,p)$. For $N^{-1+o(1)}\leq p\leq 1/2$, we show that the non-trivial edge eigenvectors are asymptotically jointly normal.…

We consider the random normal matrices with quadratic external potentials where the associated orthogonal polynomials are Hermite polynomials and the limiting support (called droplet) of the eigenvalues is an ellipse. We calculate the…

We consider a class of elliptic random matrices which generalize two classical ensembles from random matrix theory: Wigner matrices and random matrices with iid entries. In particular, we establish a central limit theorem for linear…

Let $G_n$ be an $n \times n$ matrix with real i.i.d. $N(0,1/n)$ entries, let $A$ be a real $n \times n$ matrix with $\Vert A \Vert \le 1$, and let $\gamma \in (0,1)$. We show that with probability $0.99$, $A + \gamma G_n$ has all of its…

For each $n$, let $A_n=(\sigma_{ij})$ be an $n\times n$ deterministic matrix and let $X_n=(X_{ij})$ be an $n\times n$ random matrix with i.i.d. centered entries of unit variance. We study the asymptotic behavior of the empirical spectral…

Let $\mathbf{X}_p=(\mathbf{s}_1,...,\mathbf{s}_n)=(X_{ij})_{p \times n}$ where $X_{ij}$'s are independent and identically distributed (i.i.d.) random variables with $EX_{11}=0,EX_{11}^2=1$ and $EX_{11}^4<\infty$. It is showed that the…

Let M be an arbitrary Hermitian matrix of order n, and k be a positive integer less than or equal to n. We show that if k is large, the distribution of eigenvalues on the real line is almost the same for almost all principal submatrices of…

In this paper, we investigate the asymptotic spectrum of complex or real Deformed Wigner matrices $(M_N)_N$ defined by $M_N=W_N/\sqrt{N}+A_N$ where $W_N$ is an $N\times N$ Hermitian (resp., symmetric) Wigner matrix whose entries have a…

We describe a new universality class for unitary invariant random matrix ensembles. It arises in the double scaling limit of ensembles of random $n \times n$ Hermitian matrices $Z_{n,N}^{-1} |\det M|^{2\alpha} e^{-N \Tr V(M)} dM$ with…

The random matrix ensembles (RMT) of quantum statistical Hamiltonian operators, e.g.Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applied to following quantum statistical systems: nuclear…

Random non-Hermitian Jacobi matrices $J_n$ of increasing dimension $n$ are considered. We prove that the normalized eigenvalue counting measure of $J_n$ converges weakly to a limiting measure $\mu$ as $n\to\infty$. We also extend to the…

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…

The real Ginibre ensemble refers to the family of $n\times n$ matrices in which each entry is an independent Gaussian random variable of mean zero and variance one. Our main result is that the appropriately scaled spectral radius converges…

The numerical range of a non-normal matrix plays a central role as a descriptor of non-normal effects beyond spectral information. We study a class of fundamental non-Hermitian random matrix ensembles that interpolate between the Hermitian…

Complex systems, and in particular random neural networks, are often described by randomly interacting dynamical systems with no specific symmetry. In that context, characterizing the number of relevant directions necessitates fine…

The kinetic energy of a multi-particle system is described by the one-particle kinetic energy density matrix $\tau(x, y)$. Alongside the one-particle density matrix $\gamma(x, y)$, it is one of the key objects in the quantum-mechanical…

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…

We study the normalized trace $g_n(z)=n^{-1} \mbox{tr} \, (H-zI)^{-1}$ of the resolvent of $n\times n$ real symmetric matrices $H=\big[(1+\delta_{jk})W_{jk}/\sqrt n\big]_{j,k=1}^n$ assuming that their entries are independent but not…