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We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…

Mathematical Physics · Physics 2015-05-18 Laszlo Erdos

In this note we consider SDEs of the type $\mathrm{d} X_t=[F (X_t) -A X_t] \mathrm{d} t +D \mathrm{d} W_t$ under the assumptions that $A$'s eigenvalues are all of positive real parts and $F (\cdot)$ has slower-than-linear growth rate. It is…

Probability · Mathematics 2014-07-16 Jian-Sheng Xie

Rapid advances in data collection and processing capabilities have allowed for the use of increasingly complex models that give rise to nonconvex optimization problems. These formulations, however, can be arbitrarily difficult to solve in…

Multiagent Systems · Computer Science 2020-04-01 Stefan Vlaski , Ali H. Sayed

For general large non-Hermitian random matrices $X$ and deterministic normal deformations $A$, we prove that the local eigenvalue statistics of $A+X$ close to the critical edge points of its spectrum are universal. This concludes the proof…

Probability · Mathematics 2025-07-14 Giorgio Cipolloni , László Erdős , Hong Chang Ji

A new algorithm to approximate Hermitian matrices by positive semidefinite Hermitian matrices based on modified Cholesky decompositions is presented. In contrast to existing algorithms, this algorithm allows to specify bounds on the…

Numerical Analysis · Mathematics 2019-12-12 Joscha Reimer

In many contexts one encounters Hermitian operators $M$ on a Hilbert space whose dimension is so large that it is impossible to write down all matrix entries in an orthonormal basis. How does one determine whether such $M$ is positive…

Algebraic Geometry · Mathematics 2020-04-17 Gemma de las Cuevas , Tobias Fritz , Tim Netzer

This paper presents a posteriori error estimates for conforming numerical approximations of eigenvalue clusters of second-order self-adjoint elliptic linear operators with compact resolvent. Given a cluster of eigenvalues, we estimate the…

Numerical Analysis · Mathematics 2020-08-11 Eric Cancès , Geneviève Dusson , Yvon Maday , Benjamin Stamm , Martin Vohralík

In this work we consider general non-Hermitian square random matrices $X$ that include a wide class of random band matrices with independent entries. Whereas the existence of limiting density is largely unknown for these inhomogeneous…

Probability · Mathematics 2025-01-22 Yi Han

Let $\mathcal A$ be the adjacency matrix of the Erd\H{o}s-R\'{e}nyi directed graph $\mathscr G(N,p)$. We denote the eigenvalues of $\mathcal A$ by $\lambda_1^{\cal A},...,\lambda^{\cal A}_N$, and $|\lambda_1^{\cal A}|=\max_i|\lambda_i^{\cal…

Probability · Mathematics 2025-09-16 Yukun He

We analyse the eigenvectors of the adjacency matrix of the Erd\H{o}s-R\'enyi graph $\mathbb G(N,d/N)$ for $\sqrt{\log N} \ll d \lesssim \log N$. We show the existence of a localized phase, where each eigenvector is exponentially localized…

Probability · Mathematics 2023-12-21 Johannes Alt , Raphael Ducatez , Antti Knowles

In this paper we consider $N \times N $ matrices $D_{N}$ with i.i.d. entries all following an $a-$stable law divided by $N^{1/a}$. We prove that the least singular value of $D_{N}$, multiplied by $N$, tends to the same law as in the…

Probability · Mathematics 2023-07-17 Michail Louvaris

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…

Probability · Mathematics 2019-11-13 Amol Aggarwal , Patrick Lopatto , Horng-Tzer Yau

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

The last five years of research on distributed graph algorithms have seen huge leaps of progress, both regarding algorithmic improvements and impossibility results: new strong lower bounds have emerged for many central problems and…

Data Structures and Algorithms · Computer Science 2025-01-08 Sebastian Brandt , Yannic Maus , Ananth Narayanan , Florian Schager , Jara Uitto

The dynamics of non-Hermitian quantum systems have taken on an increasing relevance in light of quantum devices which are not perfectly isolated from their environment. The interest in them also stems from their fundamental differences from…

Disordered Systems and Neural Networks · Physics 2023-08-29 Soumi Ghosh , Manas Kulkarni , Sthitadhi Roy

Suppose a graph $G$ is stochastically created by uniformly sampling vertices along a line segment and connecting each pair of vertices with a probability that is a known decreasing function of their distance. We ask if it is possible to…

Data Structures and Algorithms · Computer Science 2020-06-09 Yu Chen , Sampath Kannan , Sanjeev Khanna

Let $(\Omega,g)$ be a piecewise-smooth, bounded convex domain in $\R^2$ and consider $L^2$-normalized Neumann eigenfunctions $\phi_{\lambda}$ with eigenvalue $\lambda^2$ and $u_{\lambda}:= \phi_{\lambda} |_{\partial \Omega}$ the associated…

Analysis of PDEs · Mathematics 2021-01-01 Hans Christianson , John A. Toth

We introduce a notion of subunit vector field for fully nonlinear degenerate elliptic equations. We prove that an interior maximum of a viscosity subsolution of such an equation propagates along the trajectories of subunit vector fields.…

Analysis of PDEs · Mathematics 2018-12-27 Martino Bardi , Alessandro Goffi

Let $\mathcal{O}$ be an order in a central simple algebra $A$ over a number field. The elasticitity $\rho(\mathcal{O})$ is the supremum of all fractions $k/l$ such that there exists an non-zero-divisor $a \in \mathcal{O}$ that has…

Rings and Algebras · Mathematics 2021-10-18 Casper Barendrecht

Starting from a Hermitian operator with two distinct eigenvalues, we construct a non-Hermitian bipartite system in Gaussian orthogonal ensemble according to random matrix theory, where we introduce the off-diagonal fluctuations through…

Quantum Physics · Physics 2024-02-28 Chen-Huan Wu
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