Related papers: On Universality for Orthogonal Ensembles of Random…

We compute analytically the joint probability density of eigenvalues and the level spacing statistics for an ensemble of random matrices with interesting features. It is invariant under the standard symmetry groups (orthogonal and unitary)…

We give a proof of universality in the bulk of spectrum of unitary matrix models, assuming that the potential is globally $C^{2}$ and locally $C^{3}$ function. The proof is based on the determinant formulas for correlation functions in…

Consider the ensembles of real symmetric Toeplitz matrices and real symmetric Hankel matrices whose entries are i.i.d. random variables chosen from a fixed probability distribution p of mean 0, variance 1, and finite higher moments.…

We prove universality for the fluctuations of the halting time for the Toda algorithm to compute the largest eigenvalue of real symmetric and complex Hermitian matrices. The proof relies on recent results on the statistics of the…

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…

Consider the random matrix obtained from the adjacency matrix of a random d-regular graph by multiplying every entry by a random sign. The largest eigenvalue converges, after proper scaling, to the Tracy--Widom distribution.

The Wigner-Dyson-Gaudin-Mehta conjecture asserts that the local eigenvalue statistics of large real and complex Hermitian matrices with independent, identically distributed entries are universal in a sense that they depend only on the…

We present an alternative procedure to eliminate irregular contributions in the perturbation expansion of c=0-matrix models representing the sum over triangulations of random surfaces, thereby reproducing the results of Tutte [1] and Brezin…

Consider the ensemble of Real Symmetric Toeplitz Matrices, each entry iidrv from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. The limiting spectral measure (the density of normalized eigenvalues)…

Signatures of universality are detected by comparing individual eigenvalue distributions and level spacings from financial covariance matrices to random matrix predictions. A chopping procedure is devised in order to produce a statistical…

We study invariant random matrix ensembles \begin{equation*} \mathbb{P}_n(d M)=Z_n^{-1}\exp(-n\,tr(V(M)))\,d M \end{equation*} defined on complex Hermitian matrices $M$ of size $n\times n$, where $V$ is real analytic such that the…

We consider the universality of the nearest neighbour eigenvalue spacing distribution in invariant random matrix ensembles. Focussing on orthogonal and symplectic invariant ensembles, we show that the empirical spacing distribution…

Consider an $N\times N$ hermitian random matrix with independent entries, not necessarily Gaussian, a so called Wigner matrix. It has been conjectured that the local spacing distribution, i.e. the distribution of the distance between…

We prove the universality of correlation functions of chiral unitary and unitary ensembles of random matrices in the microscopic limit. The essence of the proof consists in reducing the three-term recursion relation for the relevant…

This work is about the asymptotic spectral theory of tridiagonal Toeplitz matrices with matrix entries, with periodicity broken on a finite number of entries. Varying the ranks of these perturbations allow to interpolate between open…

We prove a generalization of the well-known theorems by Borg and Hochstadt for periodic self-adjoint Schr\"odinger operators without a spectral gap, respectively, one gap in their spectrum, in the matrix-valued context. Our extension of the…

For random operators it is conjectured that spectral properties of an infinite-volume operator are related to the distribution of spectral gaps of finite-volume approximations. In particular, localization and pure point spectrum in infinite…

We study Fredholm determinants of the Painlev\'e II and Painlev\'e XXXIV kernels. In certain critical unitary random matrix ensembles, these determinants describe special gap probabilities of eigenvalues. We obtain Tracy-Widom formulas for…

We present a generalization of the method of the local relaxation flow to establish the universality of local spectral statistics of a broad class of large random matrices. We show that the local distribution of the eigenvalues coincides…

The purpose of this paper is to prove that the spectrum of the non-self-adjoint one-particle Hamiltonian proposed by J. Feinberg and A. Zee (Phys. Rev. E 59 (1999), 6433--6443) has interior points. We do this by first recalling that the…