Related papers: Eigenvector decorrelation for random matrices

Euclidean random matrices arise in a wide range of physical systems where interactions are determined by spatial configurations, including disordered media and cooperative phenomena in atomic ensembles. Unlike classical random matrix…

We consider the large deviations of the smallest eigenvalue of the Wishart-Laguerre Ensemble. Using the Coulomb gas picture we obtain rate functions for the large fluctuations to the left and the right of the hard edge. Our findings are…

Let $\bm{x}_1,\cdots,\bm{x}_n$ be a random sample of size $n$ from a $p$-dimensional population distribution, where $p=p(n)\rightarrow\infty$. Consider a symmetric matrix $W=X^\top X$ with parameters $n$ and $p$, where…

We study skew-orthogonal polynomials with respect to the weight function $\exp[-2V(x)]$, with $V(x)=\sum_{K=1}^{2d}(u_{K}/{K})x^{K}$, $u_{2d} > 0$, $d > 0$. A finite subsequence of such skew-orthogonal polynomials arising in the study of…

We present a large deviation principle at speed N for the largest eigenvalue of some additively deformed Wigner matrices. In particular this includes Gaussian ensembles with full-rank general deformation. For the non-Gaussian ensembles, the…

We formulate gaussian and circular random-matrix models representing a coupled system consisting of an absorbing and an amplifying resonator, which are mutually related by a generalized time-reversal symmetry. Motivated by optical…

In this paper, we investigate the fluctuations of a unit eigenvector associated to an outlier in the spectrum of a spiked $N\times N$ complex Deformed Wigner matrix $M_N$: $M_N =W_N/\sqrt{N} + A_N$ where $W_N$ is an $N \times N$ Hermitian…

This paper is concerned with the spectral properties of matrices associated with linear filters for the estimation of the underlying trend of a time series. The interest lies in the fact that the eigenvectors can be interpreted as the…

We study spectral behavior of sparsely connected random networks under the random matrix framework. Sub-networks without any connection among them form a network having perfect community structure. As connections among the sub-networks are…

Within a random-matrix-theory approach, we use the nearest-neighbor energy level spacing distribution $P(s)$ and the entropic eigenfunction localization length $\ell$ to study spectral and eigenfunction properties (of adjacency matrices) of…

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 prove delocalization of eigenvectors of vertex-transitive graphs via elementary estimates of the spectral projector. We recover in this way known results which were formerly proved using representation theory. Similar techniques show…

The Wigner D-matrix is essential in the course of angular momentum techniques. We here derive the new even- and odd-orthogonality properties of the Wigner D-matrix which was yet to be demonstrated in textbooks and also apply them to…

Eigenvectors of the GUE-perturbed discrete torus with uniform boundary conditions retain some product structure for small perturbations but converge to discrete Gaussian waves for large perturbations. We determine where this phase…

Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…

The article considers an inhomogeneous Erd\H{o}s-R\"enyi random graph on $\{1,\ldots, N\}$, where an edge is placed between vertices $i$ and $j$ with probability $\varepsilon_N f(i/N,j/N)$, for $i\le j$, the choice being made independent…

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…

Consider a random matrix of the form $W_n = M_n + D_n$, where $M_n$ is a Wigner matrix and $D_n$ is a real deterministic diagonal matrix ($D_n$ is commonly referred to as an external source in the mathematical physics literature). We study…

We consider a random symmetric matrix ${\bf X} = [X_{jk}]_{j,k=1}^n$ with upper triangular entries being independent identically distributed random variables with mean zero and unit variance. We additionally suppose that $\mathbb E…

In this paper we consider Wigner random matrices -- symmetric n by n random matrices whose entries are independent identically distributed real random variables. We prove that the probability distribution of one or several eigenvalues close…