Related papers: Quantitative gap universality for Wigner matrices
Within the random matrix theory approach to quantum scattering, we derive the distribution of the Wigner-Smith time delay matrix $\mathcal{Q}$ for a chaotic cavity with uniform absorption, coupled via $N$ perfect channels. In the unitary…
The fermionic Gaussian operator basis provides a representation for treating strongly correlated fermion systems, as well as playing an important role in random matrix theory. We prove that a resolution of unity exists for any even…
It is known that the joint limit distribution of independent Wigner matrices satisfies a very special asymptotic independence, called freeness. We study the joint convergence of a few other patterned matrices, providing a framework to…
We compute quantitative bounds for measuring the discrepancy between the distribution of two min-max statistics involving either pairs of Gaussian random matrices, or one Gaussian and one Gaussian-subordinated random matrix. In the fully…
Finding relative pose between two calibrated images is a fundamental task in computer vision. Given five point correspondences, the classical five-point methods can be used to calculate the essential matrix efficiently. For the case of $N$…
Recently much effort has been made towards the introduction of non-Hermitian random matrix models respecting $PT$-symmetry. Here we show that there is a one-to-one correspondence between complex $PT$-symmetric matrices and split-complex and…
We prove a CLT for spectra of submatrices of real symmetric and Hermitian Wigner matrices. We show that if in the standard normalization the fourth moment of the off-digonal entries is GOE/GUE-like then the limiting Gaussian process can be…
We present some applications of central limit theorems on mesoscopic scales for random matrices. When combined with the recent theory of "homogenization" for Dyson Brownian Motion, this yields the universality of quantities which depend on…
We consider large Hermitian matrices whose entries are defined by evaluating the exponential function along orbits of the skew-shift $\binom{j}{2} \omega+jy+x \mod 1$ for irrational $\omega$. We prove that the eigenvalue distribution of…
Graph matching aims at finding the vertex correspondence between two unlabeled graphs that maximizes the total edge weight correlation. This amounts to solving a computationally intractable quadratic assignment problem. In this paper we…
We analyze a new spectral graph matching algorithm, GRAph Matching by Pairwise eigen-Alignments (GRAMPA), for recovering the latent vertex correspondence between two unlabeled, edge-correlated weighted graphs. Extending the exact recovery…
We prove the universality of the joint distribution of an eigenvalue and the corresponding diagonal eigenvector overlap, in the bulk and at the edge, for eigenvalues of complex matrices and real eigenvalues of real matrices. As part of the…
By using the method of orthogonal polynomials we analyze the statistical properties of complex eigenvalues of random matrices describing a crossover from Hermitian matrices characterized by the Wigner- Dyson statistics of real eigenvalues…
We derive quantitative bounds on the rate of convergence in $L^1$ Wasserstein distance of general M-estimators, with an almost sharp (up to a logarithmic term) behavior in the number of observations. We focus on situations where the…
We consider $N\times N$ Hermitian random matrices with independent identical distributed entries. The matrix is normalized so that the average spacing between consecutive eigenvalues is of order 1/N. Under suitable assumptions on the…
We study the eigenvectors of generalized Wigner matrices with subexponential entries and prove that they delocalize at the optimal rate with overwhelming probability. We also prove high probability delocalization bounds with sharp…
For the correlated Gaussian Wishart ensemble we compute the distribution of the smallest eigenvalue and a related gap probability.We obtain exact results for the complex (\beta=2) and for the real case (\beta=1). For a particular set of…
CConsider a bipartite quantum system consisting of two subsystems A and B. The reduced density matrix ofA a is obtained by taking the partial trace with respect to B. In this work, we will show that the Wigner distribution of this reduced…
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…
Standard Gibbs sampling applied to a multivariate normal distribution with a specified precision matrix is equivalent in fundamental ways to the Gauss-Seidel iterative solution of linear equations in the precision matrix. Specifically, the…