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Related papers: Bulk universality for deformed GinUEs

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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

We present a novel approach to study eigenvalues of deformed random matrices. This approach applies to many deformed Gaussian matrix models; two such models are studied in detail: the deformed GOE and the spiked population model.

Probability · Mathematics 2012-06-19 Minyu Peng

We give a method for computing the ensemble average of multiplicative class functions over the Gaussian ensemble of real asymmetric matrices. These averages are expressed in terms of the Pfaffian of Gram-like antisymmetric matrices formed…

Mathematical Physics · Physics 2007-05-23 Christopher D. Sinclair

In this study, utilizing a specific exponential weighting function, we investigate the uniform exponential convergence of weighted Birkhoff averages along decaying waves and delve into several related variants. A key distinction from…

Dynamical Systems · Mathematics 2026-01-27 Zhicheng Tong , Yong Li

We study the statistics of the number of real eigenvalues in the elliptic deformation of the real Ginibre ensemble. As the matrix dimension grows, the law of large numbers and the central limit theorem for the number of real eigenvalues are…

Probability · Mathematics 2025-11-26 Sung-Soo Byun , Jonas Jalowy , Yong-Woo Lee , Grégory Schehr

The evolution of the degenerate complex curve associated with the ensemble at a generic critical point is related to the finite time singularities of Laplacian Growth. It is shown that the scaling behavior at a critical point of singular…

Mathematical Physics · Physics 2009-11-11 Razvan Teodorescu

We establish the first quantitative Berry-Esseen bounds for edge eigenvector statistics in random regular graphs. For any $d$-regular graph on $N$ vertices with fixed $d \geq 3$ and deterministic unit vector $\mathbf{q} \perp \mathbf{e}$,…

Probability · Mathematics 2025-07-18 Leonhard Nagel

We establish universal Gaussian fluctuations for the mesoscopic linear eigenvalue statistics in the vicinity of the cusp-like singularities of the limiting spectral density for Wigner-type random matrices. Prior to this work, the linear…

Probability · Mathematics 2023-08-25 Volodymyr Riabov

The Ginibre ensemble of complex random matrices is studied. The complex valued random variable of second difference of complex energy levels is defined. For the N=3 dimensional ensemble are calculated distributions of second difference, of…

Statistical Mechanics · Physics 2009-11-07 Maciej M. Duras

In this paper we consider $N \times N$ real generalized Wigner matrices whose entries are only assumed to have finite $(2 + \varepsilon)$-th moment for some fixed, but arbitrarily small, $\varepsilon > 0$. We show that the Stieltjes…

Probability · Mathematics 2019-11-25 Amol Aggarwal

In this note we prove a more general (and topological) version of Gr\"unbaum's conjecture about affine invariant points. As an application of our result we show that, if we consider the action of the group of similarities, Gr\"unbaum's…

Metric Geometry · Mathematics 2020-06-26 Natalia Jonard-Perez

The universality for the eigenvalue spacing statistics of generalized Wigner matrices was established in our previous work \cite{EYY} under certain conditions on the probability distributions of the matrix elements. A major class of…

Mathematical Physics · Physics 2011-09-27 László Erdos , Horng-Tzer Yau , Jun Yin

It is a result of Ginibre that the normalized bulk $k$-point correlation functions of a complex $n\times n$ Gaussian matrix with independent entries of mean zero and unit variance are asymptotically given by the determinantal point process…

Probability · Mathematics 2024-05-28 Terence Tao , Van Vu

We prove edge universality for a general class of correlated real symmetric or complex Hermitian Wigner matrices with arbitrary expectation. Our theorem also applies to internal edges of the self-consistent density of states. In particular,…

Probability · Mathematics 2023-01-11 Johannes Alt , László Erdős , Torben Krüger , Dominik Schröder

We establish a large deviation principle for the largest eigenvalue of a rank one deformation of a matrix from the GUE or GOE. As a corollary, we get another proof of the phenomenon, well-known in learning theory and finance, that the…

Probability · Mathematics 2019-08-06 Mylène Maïda

We derive an accurate lower tail estimate on the lowest singular value $\sigma_1(X-z)$ of a real Gaussian (Ginibre) random matrix $X$ shifted by a complex parameter $z$. Such shift effectively changes the upper tail behaviour of the…

Numerical Analysis · Mathematics 2022-11-02 Giorgio Cipolloni , László Erdős , Dominik Schröder

We study multiplicative statistics for the eigenvalues of unitarily-invariant Hermitian random matrix models. We consider one-cut regular polynomial potentials and a large class of multiplicative statistics. We show that in the large matrix…

Mathematical Physics · Physics 2022-11-30 Promit Ghosal , Guilherme L. F. Silva

We consider a full rank deformation of the GUE $W_N+A_N$ where $A_N$ is a full rank Hermitian matrix of size $N$ and $W_N$ is a GUE. The empirical eigenvalue distribution $\mu_{A_N}$ of $A_N$ converges to a probability distribution $\nu$.…

Probability · Mathematics 2014-02-11 M. Capitaine , S. Péché

We study the renormalized analytic torsion of complete manifolds with fibred boundary metrics, also referred to as $\phi$-metrics. We establish invariance of the torsion under suitable deformations of the metric, and establish a gluing…

Differential Geometry · Mathematics 2025-08-25 Jørgen Olsen Lye , Boris Vertman

As is widely known, a non-Hermitian matrix exhibits distinct left and right eigenvectors, which form a bi-orthogonal system. Chalker and Mehling initiated the study of the joint statistics of the eigenvalues and the overlaps defined by the…

Mathematical Physics · Physics 2023-10-25 Kohei Noda