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The localization behavior of the one-dimensional Anderson model with correlated and uncorrelated purely off-diagonal disorder is studied. Using the transfer matrix method, we derive an analytical expression for the localization length at…

Disordered Systems and Neural Networks · Physics 2009-11-11 H. Cheraghchi , S. M. Fazeli , K. Esfarjani

We consider a class of one-dimensional nonselfadjoint semiclassical pseudo-differential operators, subject to small random perturbations, and study the statistical properties of their (discrete) spectra, in the semiclassical limit $h\to 0$.…

Spectral Theory · Mathematics 2022-01-19 Stéphane Nonnenmacher , Martin Vogel

Let $U_m$ be an $m \times m$ Haar unitary matrix and $U_{[m,n]}$ be its $n \times n$ truncation. In this paper the large deviation is proven for the empirical eigenvalue density of $U_{[m,n]}$ as $m/n \to \lambda $ and $n \to \infty$. The…

Probability · Mathematics 2007-05-23 Denes Petz , Julia Reffy

We revisit the problem of an elastic line (e.g. a vortex line in a superconductor) subject to both columnar disorder and point disorder in dimension $d=1+1$. Upon applying a transverse field, a delocalization transition is expected, beyond…

Statistical Mechanics · Physics 2022-01-12 Alexandre Krajenbrink , Pierre Le Doussal , Neil O'Connell

We study the spectra of $N\times N$ Toeplitz band matrices perturbed by small complex Gaussian random matrices, in the regime $N\gg 1$. We prove a probabilistic Weyl law, which provides an precise asymptotic formula for the number of…

Spectral Theory · Mathematics 2019-01-28 Johannes Sjoestrand , Martin Vogel

We consider the Q-state Potts model in the random-cluster formulation, defined on finite two-dimensional lattices of size L x N with toroidal boundary conditions. Due to the non-locality of the clusters, the partition function Z(L,N) cannot…

Mathematical Physics · Physics 2007-08-30 Jean-Francois Richard , Jesper Lykke Jacobsen

We establish large deviation principles for the largest eigenvalue of large random matrices with variance profiles. For $N \in \mathbb N$, we consider random $N \times N$ symmetric matrices $H^N$ which are such that…

Probability · Mathematics 2024-03-25 Raphaël Ducatez , Alice Guionnet , Jonathan Husson

We introduce a new random matrix model called distance covariance matrix in this paper, whose normalized trace is equivalent to the distance covariance. We first derive a deterministic limit for the eigenvalue distribution of the distance…

Statistics Theory · Mathematics 2021-05-18 Weiming Li , Qinwen Wang , Jianfeng Yao

We consider a random symmetric matrix ${\bf X} = [X_{jk}]_{j,k=1}^n$ with upper triangular entries being i.i.d. random variables with mean zero and unit variance. We additionally suppose that $\mathbb E |X_{11}|^{4 + \delta} =:…

Probability · Mathematics 2019-03-20 Friedrich Götze , Alexey Naumov , Alexander Tikhomirov , Dmitry Timushev

This work is concerned with finite range bounds on the variance of individual eigenvalues of Wigner random matrices, in the bulk and at the edge of the spectrum, as well as for some intermediate eigenvalues. Relying on the GUE example,…

Probability · Mathematics 2012-07-06 Sandrine Dallaporta

In this paper, we investigate a two-layer fully connected neural network of the form $f(X)=\frac{1}{\sqrt{d_1}}\boldsymbol{a}^\top \sigma\left(WX\right)$, where $X\in\mathbb{R}^{d_0\times n}$ is a deterministic data matrix,…

Statistics Theory · Mathematics 2023-04-17 Zhichao Wang , Yizhe Zhu

We prove that the local eigenvalue statistics for $d=1$ random band matrices with fixed bandwidth and, for example, Gaussian entries, is given by a Poisson point process and we identify the intensity of the process. The proof relies on an…

Mathematical Physics · Physics 2020-09-01 Benjamin Brodie , Peter D. Hislop

Covariance matrices of amino acid displacements, commonly used to characterize the large-scale movements of proteins, are investigated through the prism of Random Matrix Theory. Bulk universality is detected in the local spacing statistics…

Quantitative Methods · Quantitative Biology 2013-05-29 Raffaello Potestio , Fabio Caccioli , Pierpaolo Vivo

We extend classical time-frequency limiting analysis, historically applied to one-dimensional finite signals, to the multidimensional discrete setting. This extension is relevant for images, videos, and other multidimensional signals, as it…

Classical Analysis and ODEs · Mathematics 2025-07-15 Luis Gomez , Jonathan Jaimangal , Azita Mayeli , Tasfia Proma

We study eigenvectors in the deformed Gaussian unitary ensemble of random matrices $H=W\tilde{H}W$, where $\tilde{H}$ is a random matrix from Gaussian unitary ensemble and $W$ is a deterministic diagonal matrix with positive entries. Using…

Mathematical Physics · Physics 2017-01-12 Kevin Truong , Alexander Ossipov

We derive the mean eigenvalue density for symmetric Gaussian random N x N matrices in the limit of large N, with a constraint implying that the row sum of matrix elements should vanish. The result is shown to be equivalent to a result found…

Disordered Systems and Neural Networks · Physics 2009-11-10 J. Staering , B. Mehlig , Yan V. Fyodorov , J. M. Luck

We consider random hermitian matrices made of complex blocks. The symmetries of these matrices force them to have pairs of opposite real eigenvalues, so that the average density of eigenvalues must vanish at the origin. These densities are…

Condensed Matter · Physics 2009-10-28 E. Brézin , S. Hikami , A. Zee

We consider large random matrices with a general slowly decaying correlation among its entries. We prove universality of the local eigenvalue statistics and optimal local laws for the resolvent away from the spectral edges, generalizing the…

Probability · Mathematics 2020-06-01 László Erdős , Torben Krüger , Dominik Schröder

Let the dimension $N$ of data and the sample size $T$ tend to $\infty$ with $N/T \to c > 0$. The spectral properties of a sample correlation matrix $\mathbf{C}$ and a sample covariance matrix $\mathbf{S}$ are asymptotically equal whenever…

Statistics Theory · Mathematics 2024-07-11 Yohji Akama , Peng Tian

We study the spectra and eigenvectors of the adjacency matrices of scale-free networks when bi-directional interaction is allowed, so that the adjacency matrix is real and symmetric. The spectral density shows an exponential decay around…

Statistical Mechanics · Physics 2009-11-07 K. -I. Goh , B. Kahng , D. Kim