Related papers: Quantative universality for cokernels of matrices …
We show that, under mild assumptions, the spectrum of a sum of independent random matrices is close to that of the Gaussian random matrix whose entries have the same mean and covariance. This nonasymptotic universality principle yields…
We prove universality at the edge of the spectrum for unitary (beta=2), orthogonal (beta=1) and symplectic (beta=4) ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial,…
We prove the first explicit rate of convergence to the Tracy-Widom distribution for the fluctuation of the largest eigenvalue of sample covariance matrices that are not integrable. Our primary focus is matrices of type $ X^*X $ and the…
We prove universality of local eigenvalue statistics in the bulk of the spectrum for orthogonal invariant matrix models with real analytic potentials with one interval limiting spectrum. Our starting point is the Tracy-Widom formula for the…
We derive the universality principle for empirical spectral distributions of sample covariance matrices and their Stieltjes transforms. This principle states the following. Suppose quadratic forms of random vectors $y_p$ in $R^p$ satisfy a…
We show how localization and smoothing techniques can be used to establish universality in the bulk of the spectrum for a fixed positive measure mu on [-1,1]. Assume that mu is a regular measure, and is absolutely continuous in an open…
We link the appearance of universal kernels in random matrix ensembles to the phenomenon of shock formation in some fluid dynamical equations. Such equations are derived from Dyson's random walks after a proper rescaling of the time. In the…
For correlated real symmetric or complex Hermitian random matrices, we prove that the local eigenvalue statistics at any cusp singularity are universal. Since the density of states typically exhibits only square root edge or cubic root cusp…
We prove two universality results for random tensors of arbitrary rank D. We first prove that a random tensor whose entries are N^D independent, identically distributed, complex random variables converges in distribution in the large N…
It is a classical result of Wigner that for an hermitian matrix with independent entries on and above the diagonal, the mean empirical eigenvalue distribution converges weakly to the semicircle law as matrix size tends to infinity. In this…
We prove edge universality for a general class of correlated real symmetric or complex Hermitian Wigner matrices with arbitrary expectation. Our theorem also applies to internal edges of the self-consistent density of states. In particular,…
In this paper, we prove the edge universality of largest eigenvalues for separable covariance matrices of the form $\mathcal Q :=A^{1/2}XBX^*A^{1/2}$. Here $X=(x_{ij})$ is an $n\times N$ random matrix with $x_{ij}=N^{-1/2}q_{ij}$, where…
Following E. Wigner's original vision, we prove that sampling the eigenvalue gaps within the bulk spectrum of a fixed (deformed) Wigner matrix $H$ yields the celebrated Wigner-Dyson-Mehta universal statistics with high probability.…
Properties of universality have essential relevance for the theory of random matrices usually called the Wigner ensemble. The issue was analysed up to recent years with detailed and relevant results. We present a slightly different view and…
We present the effect of the quantum corrections on the Szekeres spacetime, a system important for the study of the inhomogeneities of the pre-inflationary era of the universe. The study is performed in the context of canonical quantisation…
In this paper, we provide a Hodge-theoretic interpretation of Laurent phenomenon for general skew-symmetric quantum cluster algebras, using Donaldson-Thomas theory for a quiver with potential. It turns out that the positivity conjecture…
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…
Building on work by Kontsevich, Soibelman, Nagao and Efimov, we prove the positivity of quantum cluster coefficients for all skew-symmetric quantum cluster algebras, via a proof of a conjecture first suggested by Kontsevich on the purity of…
We establish basic facts about the varieties of homogeneous polynomials divisible by powers of linear forms, and explain consequences for geometric complexity theory. This includes quadratic set-theoretic equations, a description of the…
We consider certain large random matrices, called random inner-product kernel matrices, which are essentially given by a nonlinear function $f$ applied entrywise to a sample-covariance matrix, $f(X^TX)$, where $X \in \mathbb{R}^{d \times…