Related papers: Mean eigenvector self-overlap in deformed complex …
The current work applies some recent combinatorial tools due to Jain to control the eigenvalue gaps of a matrix $M_n = M + N_n$ where $M$ is deterministic, symmetric with large operator norm and $N_n$ is a random symmetric matrix with…
We rederive in a simplified version the Lehmann-Sommers eigenvalue distribution for the Gaussian ensemble of asymmetric real matrices, invariant under real orthogonal transformations, as a basis for a detailed derivation of a Pfaffian…
The empirical eigenvalue distribution of the elliptic random matrix ensemble tends to the uniform measure on an ellipse in the complex plane as its dimension tends to infinity. We show this convergence on all mesoscopic scales slightly…
The complex elliptic Ginibre ensemble with coupling $\tau$ is a complex Gaussian matrix interpolating between the Gaussian Unitary Ensemble (GUE) and the Ginibre ensemble. It has been known for some time that its eigenvalues form a…
We consider a model for random hypergraphs with identifiability, an analogue of connectedness. This model has a phase transition in the proportion of identifiable vertices when the underlying random graph becomes critical. The phase…
We consider the extreme eigenvalues of the sample covariance matrix $Q=YY^*$ under the generalized elliptical model that $Y=\Sigma^{1/2}XD.$ Here $\Sigma$ is a bounded $p \times p$ positive definite deterministic matrix representing the…
The distribution function for the first eigenvalue spacing in the Laguerre unitary ensemble of finite size may be expressed in terms of a solution of the fifth Painleve transcendent. The generating function of a certain discontinuous linear…
We propose to study unitary matrix ensembles defined in terms of unitary stochastic transition matrices associated with Markov processes on graphs. We argue that the spectral statistics of such an ensemble (after ensemble averaging) depends…
An infinite-range model of an elastic manifold pulled through a random potential by an applied force $F$ is analyzed focusing on inertial effects. When the inertial parameter, $M$, is small, there is a continuous depinning transition from a…
We propose a general framework to study the stability of the subspace spanned by $P$ consecutive eigenvectors of a generic symmetric matrix ${\bf H}_0$, when a small perturbation is added. This problem is relevant in various contexts,…
For general non-Hermitian random matrices $X$ and deterministic deformation matrices $A$, we prove that the local eigenvalue statistics of $A+X$ close to the typical edge points of its spectrum are universal. Furthermore, we show that under…
We show that the average characteristic polynomial P_n(z) = E [\det(zI-M)] of the random Hermitian matrix ensemble Z_n^{-1} \exp(-Tr(V(M)-AM))dM is characterized by multiple orthogonality conditions that depend on the eigenvalues of the…
We study Hermitian random matrix models with an external source matrix which has equispaced eigenvalues, and with an external field such that the limiting mean density of eigenvalues is supported on a single interval as the dimension tends…
We investigate a random normal matrix model with eigenvalues forced to be in the droplet, the support of the equilibrium measure associated with an external field. For radially symmetric external fields, we show that the fluctuations of the…
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 present an analytic proof of the existence of phase transition in the large $N$ limit of certain random noncommutaitve geometries. These geometries can be expressed as ensembles of Dirac operators. When they reduce to single matrix…
A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…
It is shown that certain ensembles of random matrices with entries that vanish outside a band around the diagonal satisfy a localization condition on the resolvent which guarantees that eigenvectors have strong overlap with a vanishing…
In this paper we develop a new approach for studying overlapping iterated function systems. This approach is inspired by a famous result due to Khintchine from Diophantine approximation. This result shows that for a family of limsup sets,…
This paper is concerned with complex eigenvalues of truncated unitary quaternion matrices equipped with the Haar measure. The joint eigenvalue probability density function is obtained for truncations of any size. We also obtain the spectral…