Related papers: A note on outlier eigenvectors for sparse non-Herm…

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…

Statistical properties of eigenvectors in non-Hermitian random matrix ensembles are discussed, with an emphasis on correlations between left and right eigenvectors. Two approaches are described. One is an exact calculation for Ginibre's…

We consider the uniform approximation of the smallest eigenvalue of a large parameter-dependent Hermitian matrix by that of a smaller counterpart obtained through projections. The projection subspaces are constructed iteratively by means of…

Exceptional points of a class of non-hermitian Hamilton operators $\hat H$ of the form $\hat H=\hat H_0+i\hat H_1$ are studied, where $\hat H_0$ and $\hat H_1$ are hermitian operators. Finite dimensional Hilbert spaces are considered. The…

We investigate the relation between the spectrum of a non-normal matrix and the norm of its resolvent. We provide spectral estimates for the resolvent of matrices whose largest singular value is bounded by $1$ (so-called Hilbert space…

We introduce a class of separable sample covariance matrices of the form $\widetilde{\mathcal{Q}}_1:=\widetilde A^{1/2} X \widetilde B X^* \widetilde A^{1/2}.$ Here $\widetilde{A}$ and $\widetilde{B}$ are positive definite matrices whose…

Following our recent letter, we study in detail an entry-wise diffusion of non-hermitian complex matrices. We obtain an exact partial differential equation (valid for any matrix size $N$ and arbitrary initial conditions) for evolution of…

The A-model for finite rank singular perturbations of class $\mathfrak{H}_{-m-2}\smallsetminus\mathfrak{H}_{-m-1}$, $m\in\mathbb{N}$, is considered from the perspective of boundary relations. Assuming further that the Hilbert spaces…

We study the fluctuations associated to the a.s. convergence, established by Belinschi-Bercovici-Capitaine, of the outliers of an Hermitian polynomial in a complex Wigner matrix and a spiked deterministic real diagonal matrix. Thus, we…

Consider the random bipartite Erd\H{o}s-R\'{e}nyi graph $\mathbb{G}(n, m, p)$, where each edge with one vertex in $V_{1}=[n]$ and the other vertex in $V_{2} =[m]$ is connected with probability $p$, and $n=\lfloor \gamma m\rfloor$ for a…

In this paper we study random matrix models where the matrices in question contain infinitely many spikes. Recent work has characterized the possible outliers in the spectrum of large deformed unitarily invariant models when the number of…

We show that the joint spectral radius of a finite collection of nonnegative matrices can be bounded by the eigenvalue of a non-linear operator. This eigenvalue coincides with the ergodic constant of a risk-sensitive control problem, or of…

For each $n$, let $A_n=(\sigma_{ij})$ be an $n\times n$ deterministic matrix and let $X_n=(X_{ij})$ be an $n\times n$ random matrix with i.i.d. centered entries of unit variance. We study the asymptotic behavior of the empirical spectral…

We consider the standard overlap $\mathcal{O}_{ij}: =\langle \mathbf{r}_j, \mathbf{r}_i\rangle\langle \mathbf{l}_j, \mathbf{l}_i\rangle$ of any bi-orthogonal family of left and right eigenvectors of a large random matrix $X$ with centred…

We study the mean diagonal overlap of left and right eigenvectors associated with complex eigenvalues in $N\times N$ non-Hermitian random Gaussian matrices. In well known works by Chalker and Mehlig the expectation of this (self-)overlap…

The nearest-neighbor level-spacing distributions are a fundamental quantity of disordered systems and universal. It is well-known that extended and localized states of random Hermitian systems follow the Wigner-Dyson and the Poison…

We study risk of the minimum norm linear least squares estimator in when the number of parameters $d$ depends on $n$, and $\frac{d}{n} \rightarrow \infty$. We assume that data has an underlying low rank structure by restricting ourselves to…

We consider the random matrix model with external source, in case where the potential V(x) is an even polynomial and the external source has two eigenvalues a, -a of equal multiplicity. We show that the limiting mean eigenvalue distribution…

We construct a previously unknown $E_2$-quasi-exactly solvable non-Hermitian model whose eigenfunctions involve weakly orthogonal polynomials obeying three-term recurrence relations that factorize beyond the quantization level. The model…

We study the Gaussian hermitian random matrix ensemble with an external matrix which has an arbitrary number of eigenvalues with arbitrary multiplicity. We compute the limiting eigenvalues correlations when the size of the matrix goes to…