Related papers: Bulk Universality for Sparse Complex non-Hermitian…
Improving upon results of Rudelson and Vershynin, we establish delocalization bounds for eigenvectors of independent-entry random matrices. In particular, we show that with high probability every eigenvector is delocalized, meaning any…
In this paper we establish eigenvector delocalization and bulk universality for L\'{e}vy matrices, which are real, symmetric, $N \times N$ random matrices $\textbf{H}$ whose upper triangular entries are independent, identically distributed…
It has been shown recently [10] that Cauchy transforms of orthogonal polynomials appear naturally in general correlation functions containing ratios of characteristic polynomials of random NxN Hermitian matrices. Our main goal is to…
We establish an invariance principle corresponding to the universality of random matrices. More precisely, we prove the dynamical universality of random matrices in the sense that, if the random point fields $ \muN $ of $ \nN $-particle…
The microscopic correlation functions of non-chiral random matrix models with complex eigenvalues are analyzed for a wide class of non-Gaussian measures. In the large-N limit of weak non-Hermiticity, where N is the size of the complex…
The aim of this paper is to prove a local version of the circular law for non-Hermitian random matrices and its generalization to the product of non-Hermitian random matrices under weak moment conditions. More precisely we assume that the…
In this paper we extend the orthogonal polynomials approach for extreme value calculations of Hermitian random matrices, developed by Nadal and Majumdar [1102.0738], to normal random matrices and 2D Coulomb gases in general. Firstly, we…
Given two positive integers $n$ and $k$ and a parameter $t\in (0,1)$, we choose at random a vector subspace $V_{n}\subset \mathbb{C}^{k}\otimes\mathbb{C}^{n}$ of dimension $N\sim tnk$. We show that the set of $k$-tuples of singular values…
We study the universal properties of distributions of eigenvalues of random matrices in the large $N$ limit. The distributions fall in universality classes characterized entirely by the support of the spectral density.
It is a classical fact that for any $\varepsilon > 0$, a random permutation of length $n = (1 + \varepsilon) k^2 / 4$ typically contains a monotone subsequence of length $k$. As a far-reaching generalization, Alon conjectured that a random…
This papers contains two results concerning random $n \times n$ Bernoulli matrices. First, we show that with probability tending to one the determinant has absolute value $\sqrt {n!} \exp(O(\sqrt(n log n)))$. Next, we prove a new upper…
Duality identities in random matrix theory for products and powers of characteristic polynomials, and for moments, are reviewed. The structure of a typical duality identity for the average of a positive integer power $k$ of the…
We study ensembles of sparse random block matrices generated from the adjacency matrix of a Erd\"os-Renyi random graph with $N$ vertices of average degree $Z$, inserting a real symmetric $d \times d$ random block at each non-vanishing…
We study invariant random matrix ensembles \begin{equation*} \mathbb{P}_n(d M)=Z_n^{-1}\exp(-n\,tr(V(M)))\,d M \end{equation*} defined on complex Hermitian matrices $M$ of size $n\times n$, where $V$ is real analytic such that the…
For each $n$, let $M_n$ be an $n\times n$ random matrix with independent $\pm 1$ entries. We show that ${\mathbb P}\{\mbox{$M_n$ is singular}\}=(1/2+o_n(1))^n$, which settles an old problem. Some generalizations are considered.
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…
We investigate the product of $n$ complex non-Hermitian, independent random matrices, each of size $N\times N$ in the class of elliptic matrices, with independent identically distributed entries. The joint probability distribution of the…
We describe the resolvent approach for the rigorous study of the mescoscopic regime of Hermitian matrix spectra. We present results reflecting the universal behavior of the smoothed density of eigenvalue distribution of large random…
We continue the study of the Hermitian random matrix ensemble with external source $\frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM$ where $A$ has two distinct eigenvalues $\pm a$ of equal multiplicity. This model exhibits a phase transition for…
A central question in random matrix theory is universality. When an emergent phenomena is observed from a large collection of chosen random variables it is natural to ask if this behavior is specific to the chosen random variable or if the…