Related papers: The supersymmetry method of random matrix theory
Recently, T. and M. Shcherbina proved a pointwise semicircle law for the density of states of one-dimensional Gaussian band matrices of large bandwidth. The main step of their proof is a new method to study the spectral properties of…
We consider 1d random Hermitian $N\times N$ block band matrices consisting of $W\times W$ random Gaussian blocks (parametrized by $j,k \in\Lambda=[1,n]\cap \mathbb{Z}$, $N=nW$) with a fixed entry's variance…
We develop a novel, fundamental and surprisingly simple randomized iterative method for solving consistent linear systems. Our method has six different but equivalent interpretations: sketch-and-project, constrain-and-approximate, random…
So far, topological band theory is discussed mainly for systems described by eigenvalue problems. Here, we develop a topological band theory described by a generalized eigenvalue problem (GEVP). Our analysis elucidates that non-Hermitian…
The Kaczmarz and Gauss-Seidel methods both solve a linear system $\bf{X}\bf{\beta} = \bf{y}$ by iteratively refining the solution estimate. Recent interest in these methods has been sparked by a proof of Strohmer and Vershynin which shows…
We develop an improved version of the stochastic semigroup approach to study the edge of $\beta$-ensembles pioneered by Gorin and Shkolnikov, and later extended to rank-one additive perturbations by the author and Shkolnikov. Our method is…
The power-law random banded matrices and the ultrametric random matrices are investigated numerically in the regime where eigenstates are extended but all integer matrix moments remain finite in the limit of large matrix dimensions. Though…
In this article, we derive Stein's method for approximating a spatial random graph by a generalised random geometric graph, which has vertices given by a finite Gibbs point process and edges based on a general connection function. Our main…
This paper adapts the recently developed rigorous application of the supersymmetric transfer matrix approach for the 1d band matrices to the case of the orthogonal symmetry. We consider $N\times N$ block band matrices consisting of $W\times…
The classical random matrix theory is mostly focused on asymptotic spectral properties of random matrices as their dimensions grow to infinity. At the same time many recent applications from convex geometry to functional analysis to…
Using parafermionic field theoretical methods, the fundamentals of 2d fractional supersymmetry ${\bf Q}^{K} =P$ are set up. Known difficulties induced by methods based on the $U_{q}(sl(2))$ quantum group representations and non commutative…
A method of resummation of infinite series of perturbation theory diagrams is applied for studying the properties of random band matrices. The topological classification of Feynman diagrams, which was actively used in last years for matrix…
This work prepares new probability bounds for sums of random, independent, Hermitian tensors. These probability bounds characterize large-deviation behavior of the extreme eigenvalue of the sums of random tensors. We extend Lapalace…
The study of the spectrum of coupled random matrices has received rather little attention. To the best of our knowledge, coupled random matrices have been studied, to some extent, by Mehta. In this work, we explain how the integrable…
The theorem of Furstenberg and Kesten provides a strong law of large numbers for the norm of a product of random matrices. This can be extended under various assumptions, covering nonnegative as well as invertible matrices, to a law of…
Using the superstatistics method, we propose an extension of the random matrix theory to cover systems with mixed regular-chaotic dynamics. Unlike most of the other works in this direction, the ensembles of the proposed approach are basis…
In this paper, we give random matrix theory approach to the quantum mechanics using the quantum Hamilton-Jacobi formalism. We show that the bound state problems in quantum mechanics are analogous to solving Gaussian unitary ensemble of…
On a probability space $(\Omega, \mathcal F, \mathbb P)$ we consider two independent sequences $(a_k)_{k \geq 1}$ and $(b_k)_{k \geq 1}$ of i.i.d. random variables that are centered with unit variance and which admit a moment strictly…
We consider the singular value statistics of products of independent random matrices. In particular we compute the corresponding averages of products of characteristic polynomials. To this aim we apply the projection formula recently…
We study the distribution of eigenvalues of almost-Hermitian random matrices associated with the classical Gaussian and Laguerre unitary ensembles. In the almost-Hermitian setting, which was pioneered by Fyodorov, Khoruzhenko and Sommers in…