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We study the spectral norm of N-dimensional hermitian random matrices whose entries are zero outside of the band of the width b along the principal diagonal. Inside this band the elements are given by gaussian centered jointly independent…

Mathematical Physics · Physics 2007-05-23 A. Khorunzhy

We investigate the overlap matrix between the eigenvectors of a Wigner matrix $H_{N+K}$ of size $(N+K)\times(N+K)$ and those of its principal minor $H_N$ of size $N\times N$, for both the real symmetric ($\beta=1$) and complex Hermitian…

Probability · Mathematics 2025-11-18 Antonin Barbe , Benjamin De Bruyne , Romain Allez

We establish bounds on the spectral radii for a large class of sparse random matrices, which includes the adjacency matrices of inhomogeneous Erd\H{o}s-R\'enyi graphs. Our error bounds are sharp for a large class of sparse random matrices.…

Probability · Mathematics 2021-01-25 Florent Benaych-Georges , Charles Bordenave , Antti Knowles

We analyse the eigenvectors of the adjacency matrix of the Erd\H{o}s-R\'enyi graph on $N$ vertices with edge probability $\frac{d}{N}$. We determine the full region of delocalization by determining the critical values of $\frac{d}{\log N}$…

Probability · Mathematics 2021-12-03 Johannes Alt , Raphael Ducatez , Antti Knowles

We prove that the Poisson/Gaudin--Mehta phase transition conjectured to occur when the bandwidth of an $N \times N$ symmetric banded matrix grows like $\sqrt N$ is observable as a critical point in the fourth moment of the level density for…

Probability · Mathematics 2017-03-24 Sheehan Olver , Andrew Swan

We generalize classical results in spectral graph theory and linear algebra more broadly, from the case where the underlying matrix is Hermitian to the case where it is non-Hermitian. New admissibility conditions are introduced to replace…

Spectral Theory · Mathematics 2019-05-21 Edinah K. Gnang , James M. Murphy

Consider $D$ random systems that are modeled by independent $N\times N$ complex Hermitian Wigner matrices. Suppose they are lying on a circle and the neighboring systems interact with each other through a deterministic matrix $A$. We prove…

Probability · Mathematics 2025-02-19 Bertrand Stone , Fan Yang , Jun Yin

We calculate analytically the probability of large deviations from its mean of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we show that the…

Statistical Mechanics · Physics 2009-11-11 David S. Dean , Satya N. Majumdar

We prove a local law for the adjacency matrix of the Erd\H{o}s-R\'enyi graph $G(N, p)$ in the supercritical regime $ pN \geq C\log N$ where $G(N,p)$ has with high probability no isolated vertices. In the same regime, we also prove the…

Probability · Mathematics 2019-01-16 Yukun He , Antti Knowles , Matteo Marcozzi

We study the local eigenvalue statistics $\xi_{\omega,E}^N$ associated with the eigenvalues of one-dimensional, $(2N+1) \times (2N+1)$ random band matrices with independent, identically distributed, real random variables and band width…

Mathematical Physics · Physics 2022-05-04 Peter D. Hislop , M. Krishna

The eigenvalue distribution of the sum of two large Hermitian matrices, when one of them is conjugated by a Haar distributed unitary matrix, is asymptotically given by the free convolution of their spectral distributions. We prove that this…

Probability · Mathematics 2016-12-21 Zhigang Bao , Laszlo Erdos , Kevin Schnelli

Non-Hermitian random matrices with statistical spectral characteristics beyond the standard Ginibre ensembles have recently emerged in the description of dissipative quantum many-body systems as well as in non-ergodic wave transport in…

Mathematical Physics · Physics 2025-11-27 Gernot Akemann , Yan V. Fyodorov , Dmitry V. Savin

Random hyperspherical harmonics are Gaussian Laplace eigenfunctions on the unit $d$-dimensional sphere ($d\ge 2$). We study the convergence in Total Variation distance for their nonlinear statistics in the high energy limit, i.e., for…

Probability · Mathematics 2023-11-14 Lucia Caramellino , Giacomo Giorgio , Maurizia Rossi

We study the normalized trace $g_n(z)=n^{-1} \mbox{tr} \, (H-zI)^{-1}$ of the resolvent of $n\times n$ real symmetric matrices $H=\big[(1+\delta_{jk})W_{jk}/\sqrt n\big]_{j,k=1}^n$ assuming that their entries are independent but not…

Condensed Matter · Physics 2009-10-28 Alexei M. Khorunzhy , Boris A. Khoruzhenko , Leonid A. Pastur

We study numerically the distribution of scattering phases ${\cal P}(\Phi)$ and of Wigner delay times ${\cal P}(\tau_W)$ for the power-law banded random matrix (PBRM) model at criticality with one channel attached to it. We find that ${\cal…

Mesoscale and Nanoscale Physics · Physics 2009-11-10 J. A. Mendez-Bermudez , Tsampikos Kottos

In this paper, we prove quantum ergodicity (a form of delocalization for eigenfunctions) for the Dirichlet truncations of the adjacency matrix on $\mathbb{Z}^d$. We also extend the result to the cases of finite range observables and…

Spectral Theory · Mathematics 2025-05-06 Hongyi Cao , Shengquan Xiang

We propose a novel error analysis framework for scaled generalized Laguerre and generalized Hermite approximations.This framework can be regarded as an analogue of the Nyquist-Shannon sampling theorem: It characterizes the spatial and…

Numerical Analysis · Mathematics 2026-02-04 Hao Hu , Haijun Yu

We investigate to what extent the microscopic Wigner-Gaudin-Mehta-Dyson (WGMD) (or sine kernel) statistics of random matrix theory remain valid on mesoscopic scales. To that end, we compute the connected two-point spectral correlation…

Probability · Mathematics 2019-09-16 Yukun He , Antti Knowles

In this paper, we show that the deformed Hermitian Yang-Mills (dHYM) equation on a rational homogeneous variety, equipped with any invariant K\"{a}hler metric, always admits a solution. In particular, we describe the Lagrangian phase, with…

Differential Geometry · Mathematics 2023-04-06 Eder M. Correa

We explore the universal signatures of quantum phase transitions that can be extracted with the density matrix renormalization group (DMRG) algorithm applied to quantum chains with a gradient. We present high-quality data collapses for the…

Strongly Correlated Electrons · Physics 2024-10-04 Natalia Chepiga