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Related papers: On Spectral Norm of Large Band Random Matrices

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This paper investigates the nonasymptotic properties of the spectral norm of some random matrices with independent columns. In particular, we consider an $m\times n$ random matrix $BA$, where $A$ is an $N\times n$ random matrix with…

Probability · Mathematics 2025-04-01 Guozheng Dai , Zhonggen Su , Hanchao Wang

We study the asymptotic distribution of the eigenvalues of random Hermitian periodic band matrices, focusing on the spectral edges. The eigenvalues close to the edges converge in distribution to the Airy point process if (and only if) the…

Mathematical Physics · Physics 2011-01-25 Sasha Sodin

We study the spectral norm of matrices M that can be factored as M=BA, where A is a random matrix with independent mean zero entries, and B is a fixed matrix. Under the (4+epsilon)-th moment assumption on the entries of A, we show that the…

Probability · Mathematics 2016-12-23 Roman Vershynin

A well-known result in random matrix theory, proven by Kahn, Koml\'os and Szemer\'edi in 1995, states that a square random matrix with i.i.d. uniform $\{\pm 1\}$ entries is invertible with probability $1-\exp(-\Omega(n))$. As a natural…

Probability · Mathematics 2026-02-20 Yi Han

We show that the spectral radius of an $N\times N$ random symmetric matrix with i.i.d. bounded centered but non-symmetrically distributed entries is bounded from below by $ 2 \*\sigma - o(N^{-6/11+\epsilon}), $ where $\sigma^2 $ is the…

Probability · Mathematics 2008-05-14 Sandrine Peche , Alexander Soshnikov

We consider inhomogeneous square random matrices of size $N$ with independent entries of mean 0 and finite variance. We assume that the variance profile of this matrix is doubly stochastic and has a band-like structure with an appropriately…

Probability · Mathematics 2025-08-27 Yi Han

Let $A$ be a square random matrix of size $n$, with mean zero, independent but not identically distributed entries, with variance profile $S$. When entries are i.i.d. with unit variance, the spectral radius of $n^{-1/2}A$ converges to $1$…

Probability · Mathematics 2025-08-08 Yi Han

Suppose that $T_n$ is a Toeplitz matrix whose entries come from a sequence of independent but not necessarily identically distributed random variables with mean zero. Under some additional tail conditions, we show that the spectral norm of…

Probability · Mathematics 2007-10-29 Mark W. Meckes

Here we introduce the non-Hermitian diluted banded random matrix (nHdBRM) ensemble as the set of $N\times N$ real non-symmetric matrices whose entries are independent Gaussian random variables with zero mean and variance one if $|i-j|<b$…

Disordered Systems and Neural Networks · Physics 2024-06-25 M. Hernández-Sánchez , G. Tapia-Labra , J. A. Mendez-Bermudez

Consider an $ N \times N$ Hermitian one-dimensional random band matrix with band width $W > N^{1 / 2 + \frak c} $ for any $ {\frak c} > 0$. In the bulk of the spectrum and in the large $ N $ limit, we obtain the following results: (i) The…

Probability · Mathematics 2025-05-22 Horng-Tzer Yau , Jun Yin

We describe an elementary method to get non-asymptotic estimates for the moments of Hermitian random matrices whose elements are Gaussian independent random variables. As the basic example, we consider the GUE matrices. Immediate…

Mathematical Physics · Physics 2007-05-23 O. Khorunzhiy

We consider Hermitian random band matrices $H$ in $d \geq 1 $ dimensions. The matrix elements $H_{xy},$ indexed by $x, y \in \Lambda \subset \mathbb{Z}^d,$ are independent, uniformly distributed random variable if $|x-y| $ is less than the…

Mathematical Physics · Physics 2018-08-29 Vlad Margarint

One of the great miracles of random matrix theory is that, in the $N \to \infty$ limit, many otherwise intractable matrix problems with horrendously complicated finite-$N$ expressions admit remarkably simple and elegant asymptotic…

Disordered Systems and Neural Networks · Physics 2026-05-15 Pierre Bousseyroux , Marc Potters

We consider $n\times n$ non-Hermitian random matrices with independent entries and a variance profile, as well as an additive deterministic diagonal deformation. We show that their empirical eigenvalue distribution converges to a limiting…

Probability · Mathematics 2024-11-11 Johannes Alt , Torben Krüger

We study random normal matrix models whose eigenvalues tend to be distributed within a narrow "band" around the unit circle of width proportional to $\frac1n$, where $n$ is the size of matrices. For general radially symmetric potentials…

Probability · Mathematics 2021-12-22 Sung-Soo Byun , Seong-Mi Seo

We consider a dilute version of the Wigner ensemble of n-dimensional random matrices H such that each row has in average \rho_n non-zero elements. We study asymptotic properties of the spectral norm of H on the scale n^{-2/3} in the limit…

Mathematical Physics · Physics 2014-12-01 Oleksiy Khorunzhiy

We consider random $n\times n$ matrices $X$ with independent and centered entries and a general variance profile. We show that the spectral radius of $X$ converges with very high probability to the square root of the spectral radius of the…

Probability · Mathematics 2022-09-29 Johannes Alt , Laszlo Erdos , Torben Krüger

The paper continues previous works which study the behavior of second correlation function of characteristic polynomials of the special case of $n\times n$ one-dimensional Gaussian Hermitian random band matrices, when the covariance of the…

Mathematical Physics · Physics 2020-06-24 Tatyana Shcherbina

We exhibit an explicit formula for the spectral density of a (large) random matrix which is a diagonal matrix whose spectral density converges, perturbated by the addition of a symmetric matrix with Gaussian entries and a given (small)…

Probability · Mathematics 2011-04-28 Florent Benaych-Georges , Nathanaël Enriquez

We study n by n symmetric random matrices H, possibly discrete, with iid above-diagonal entries. We show that H is singular with probability at most exp(-n^c), and the spectral norm of the inverse of H is O(sqrt{n}). Furthermore, the…

Probability · Mathematics 2014-03-05 Roman Vershynin
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