Related papers: Delocalization of One-Dimensional Random Band Matr…

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 $\nu$.…

This is a continuation of our earlier paper on the universality of the eigenvalues of Wigner random matrices. The main new results of this paper are an extension of the results in that paper from the bulk of the spectrum up to the edge. In…

We prove that for almost all symmetric spaces $X$ and for any sequence of compact locally symmetric spaces $Y_n$ which is uniformly discrete, has a uniform spectral gap, and converges in the sense of Benjamini--Schramm to $X$, the joint…

We consider ensembles of real symmetric band matrices with entries drawn from an infinite sequence of exchangeable random variables, as far as the symmetry of the matrices permits. In general the entries of the upper triangular parts of…

We consider a class of random permutations of the interval $[-n,n]$, in which points are typically displaced a distance $O(W)$. We show the cycles are localized on the scale $W^3$, with an exponentially decaying tail bound. Analogous to…

We describe the distribution of the first finite number of eigenvalues in a newly-forming band of the spectrum of the random Hermitean matrix model. The method is rigorously based on the Riemann-Hilbert analysis of the corresponding…

It is well known that the spectral measure of eigenvalues of a rescaled square non-Hermitian random matrix with independent entries satisfies the circular law. We consider the product $TX$, where $T$ is a deterministic $N\times M$ matrix…

We study the sensitivity of the eigenvectors of random matrices, showing that even small perturbations make the eigenvectors almost orthogonal. More precisely, we consider two deformed Wigner matrices $W+D_1$, $W+D_2$ and show that their…

We study statistical properties of the ensemble of large $N\times N$ random matrices whose entries $ H_{ij}$ decrease in a power-law fashion $H_{ij}\sim|i-j|^{-\alpha}$. Mapping the problem onto a nonlinear $\sigma-$model with non-local…

A remarkable property of Hermitian ensembles is their universal behavior, that is, once properly rescaled the eigenvalue statistics does not depend on particularities of the ensemble. Recently, normal matrix ensembles have attracted…

Consider the normalized adjacency matrices of random $d$-regular graphs on $N$ vertices with fixed degree $d\geq 3$, and denote the eigenvalues as $\lambda_1=d/\sqrt{d-1}\geq \lambda_2\geq\lambda_3\cdots\geq \lambda_N$. We prove that the…

We prove that eigenfunctions of the Laplacian on a compact hyperbolic surface delocalise in terms of a geometric parameter dependent upon the number of short closed geodesics on the surface. In particular, we show that an $L^2$ normalised…

We consider spectral properties of sparse sample covariance matrices, which includes biadjacency matrices of the bipartite Erd\H{o}s-R\'enyi graph model. We prove a local law for the eigenvalue density up to the upper spectral edge. Under a…

Dimension reduction is the process of embedding high-dimensional data into a lower dimensional space to facilitate its analysis. In the Euclidean setting, one fundamental technique for dimension reduction is to apply a random linear map to…

We study eigenfunction localization for higher dimensional cat maps, a popular model of quantum chaos. These maps are given by linear symplectic maps in ${\mathrm{Sp}}(2g,\mathbb Z)$, which we take to be ergodic. Under some natural…

We consider products of independent square non-Hermitian random matrices. More precisely, let X(1),...,X(n) be random matrices with independent entries (real or complex with independent real and imaginary parts) with zero mean and variance…

The aim of this paper is twofold. First, we study eigenvalues and eigenvectors of the adjacency matrix of a bond percolation graph when the base graph is finite and well approximated locally by an infinite regular graph. We relate…

We analyze properties of non-hermitian matrices of size M constructed as square submatrices of unitary (orthogonal) random matrices of size N>M, distributed according to the Haar measure. In this way we define ensembles of random matrices…

We study a class of random matrices that appear in several communication and signal processing applications, and whose asymptotic eigenvalue distribution is closely related to the reconstruction error of an irregularly sampled bandlimited…

We prove universality at the edge for rescaled correlation functions of Wigner random matrices in the limit $n\to +\infty$. As a corollary, we show that, after proper rescaling, the 1st, 2nd, 3rd, etc. eigenvalues of Wigner random hermitian…