Related papers: The circular law for random band matrices: improve…
We study the rate of convergence of the empirical spectral distribution of products of independent non-Hermitian random matrices to the power of the Circular Law. The distance to the deterministic limit distribution will be measured in…
The limiting distribution of eigenvalues of N x N random matrices has many applications. One of the most studied ensembles are real symmetric matrices with independent entries iidrv; the limiting rescaled spectral measure (LRSM)…
Patterned random matrices such as the reverse circulant, the symmetric circulant, the Toeplitz and the Hankel matrices and their almost sure limiting spectral distribution (LSD), have attracted much attention. Under the assumption that the…
Consider a complex random $n\times n$ matrix ${\bf X}_n=(x_{ij})_{n\times n}$, whose entries $x_{ij}$ are independent random variables with zero means and unit variances. It is well-known that Tao and Vu (Ann Probab 38: 2023-2065, 2010)…
We study the empirical spectral distribution (ESD) in the limit where n goes to infinity of a fixed n by n matrix M_n plus small random noise of the form f(n)X_n, where X_n has iid mean 0, variance 1/n entries and f(n) goes to 0 as n goes…
We show that the spectral radius of an $N\times N$ random symmetric matrix with i.i.d. bounded centered but non-symmetrically distributed entries is bounded from above by $ 2 \*\sigma + o(N^{-6/11+\epsilon}), $ where $\sigma^2 $ is the…
The first paper in this series introduced a \emph{short-to-long mixing} condition that captures mean-field GOE/GUE edge universality in the supercritical sparsity regime, for symmetric/Hermitian random matrices with independent entries and…
We consider the spectral radius of a large random matrix $X$ with independent, identically distributed entries. We show that its typical size is given by a precise three-term asymptotics with an optimal error term beyond the radius of the…
Recently, T. and M. Shcherbina proved a pointwise semicircle law for the density of states of one-dimensional Gaussian band matrices of large bandwidth. The main step of their proof is a new method to study the spectral properties of…
We prove a local law in the bulk of the spectrum for random Gram matrices $XX^*$, a generalization of sample covariance matrices, where $X$ is a large matrix with independent, centered entries with arbitrary variances. The limiting…
We study large $N\times N$ power-law random band matrices $H=(H_{ij})$ with centered complex Gaussian entries, where the variances satisfy a power-law decay $\mathbb{E}|H_{ij}|^2\propto (|i-j|/W+1)^{-1-\alpha}$, for some exponent…
Let $(X_{jk})_{j,k\geq 1}$ be an infinite array of i.i.d. complex random variables, with mean 0 and variance 1. Let $\la_{n,1},...,\la_{n,n}$ be the eigenvalues of $(\frac{1}{\sqrt{n}}X_{jk})_{1\leq j,k\leq n}$. The strong circular law…
We analyze the spectral properties of the high-dimensional random geometric graph $G(n, d, p)$, formed by sampling $n$ i.i.d vectors $\{v_i\}_{i=1}^{n}$ uniformly on a $d$-dimensional unit sphere and connecting each pair $\{i,j\}$ whenever…
We study the special case of $n\times n$ 1D Gaussian Hermitian random band matrices, when the covariance of the elements is determined by $J=(-W^2\triangle+1)^{-1}$. Assuming that the band width $W\ll \sqrt{n}$, we prove that the limit of…
We show that, under mild assumptions, the spectrum of a sum of independent random matrices is close to that of the Gaussian random matrix whose entries have the same mean and covariance. This nonasymptotic universality principle yields…
We consider $n\times n$ random matrices $M_{n}=\sum_{\alpha =1}^{m}{\tau _{\alpha }}\mathbf{y}_{\alpha }\otimes \mathbf{y}_{\alpha }$, where $\tau _{\alpha }\in \mathbb{R}$, $\{\mathbf{y}_{\alpha }\}_{\alpha =1}^{m}$ are i.i.d. isotropic…
We consider Hermitian random band matrices $H$ in $d \geq 1 $ dimensions. The matrix elements $H_{xy},$ indexed by $x, y \in \Lambda \subset \mathbb{Z}^d,$ are independent, uniformly distributed random variable if $|x-y| $ is less than the…
The paper continues the development of the rigorous supersymmetric transfer matrix approach to the random band matrices started in J Stat Phys 164:1233 -- 1260, 2016; Commun Math Phys 351:1009 -- 1044, 2017. We consider random Hermitian…
We study the spectrum of a random multigraph with a degree sequence ${\bf D}_n=(D_i)_{i=1}^n$ and average degree $1 \ll \omega_n \ll n$, generated by the configuration model, and also the spectrum of the analogous random simple graph. We…
Modern applications in statistics, computer science and network science have seen tremendous values of finer matrix spectral perturbation theory. In this paper, we derive a generic $\ell_{2\rightarrow\infty}$ eigenspace perturbation bound…