Related papers: Incremental universality of Wigner random matrices
Sharp conditions for the presence of spectral outliers are well understood for Wigner random matrices with iid entries. In the setting of inhomogeneous symmetric random matrices (i.e., matrices with a non-trivial variance profile), the…
The Airy line ensemble is a random collection of continuous ordered paths that plays an important role within random matrix theory and the Kardar-Parisi-Zhang universality class. The aim of this paper is to prove a universality property of…
We extend a recent theory of parametric correlations in the spectrum of random matrices to study the response to an external perturbation of eigenvalues near the soft edge of the support. We demonstrate by explicit non-perturbative…
We investigate the level spacing distribution for three ensembles of real symmetric matrices having additional structural constraint to reduce the number of independent entries to only $ (n+1)/2 $ in contrast to the $ n(n+1)/2 $ for a real…
Let $\a$ be a real-valued random variable of mean zero and variance 1. Let $M_n(\a)$ denote the $n \times n$ random matrix whose entries are iid copies of $\a$ and $\sigma_n(M_n(\a))$ denote the least singular value of $M_n(\a)$.…
Consider a symmetric unitary random matrix $V=(v_{ij})_{1 \le i,j \le N}$ from a circular orthogonal ensemble. In this paper, we study moments of a single entry $v_{ij}$. For a diagonal entry $v_{ii}$ we give the explicit values of the…
In this paper we introduce a new combinatorial approach to analyze the trace of large powers of Wigner matrices. Our approach is motivated from the paper by \citet{sosh}. However the counting approach is different. We start with classical…
In the present paper we focus on the coherence properties of general random Euclidean distance matrices, which are very closely related to the respective matrix completion problem. This problem is of great interest in several applications…
We prove that the local eigenvalue statistics in the bulk for complex random matrices with independent entries whose $r$-th absolute moment decays as $N^{-1-(r-2)\epsilon}$ for some $\epsilon>0$ are universal. This includes sparse matrices…
We investigate the implications of free probability for random matrices. From rules for calculating all possible joint moments of two free random matrices, we develop a notion of partial freeness which is quantified by the breakdown of…
We study two types of random matrix ensembles that emerge when considering the same probability measure on partitions. One is the Meixner ensemble with a hard wall and the other are two families of unitary matrix models, with weight…
The authors present evidence for universality in numerical computations with random data. Given a (possibly stochastic) numerical algorithm with random input data, the time (or number of iterations) to convergence (within a given tolerance)…
The number of clusters per site $n(p)$ in percolation at the critical point $p = p_c$ is not itself a universal quantity---it depends upon the lattice and percolation type (site or bond). However, many of its properties, including…
We study the singular values of certain triangular random matrices. When their elements are i.i.d. standard complex Gaussian random variables, the squares of the singular values form a biorthogonal ensemble, and with an appropriate change…
We demonstrate that the melting curves of various model systems of interacting particles collapse to (or are located very close to) a universal master curve on a plane of appropriately chosen scaled variables. The physics behind this…
We consider a class of elliptic random matrices which generalize two classical ensembles from random matrix theory: Wigner matrices and random matrices with iid entries. In particular, we establish a central limit theorem for linear…
We study statistical properties of energy spectra of a tight-binding model on the two-dimensional quasiperiodic Ammann-Beenker tiling. Taking into account the symmetries of finite approximants, we find that the underlying universal…
We prove edge universality of local eigenvalue statistics for orthogonal invariant matrix models with real analytic potentials and one interval limiting spectrum. Our starting point is the result of \cite{S:08} on the representation of the…
Activated Random Walk is a particle system displaying Self-Organized Criticality, in that the dynamics spontaneously drive the system to a critical state. How universal is this critical state? We state many interlocking conjectures aimed at…
Complexity is an interdisciplinary concept which, first of all, addresses the question of how order emerges out of randomness. For many reasons matrices provide a very practical and powerful tool in approaching and quantifying the related…