Related papers: On Universality for Orthogonal Ensembles of Random…
The computation of the matrix exponential is a ubiquitous operation in numerical mathematics, and for a general, unstructured $n\times n$ matrix it can be computed in $\mathcal{O}(n^3)$ operations. An interesting problem arises if the input…
"Toeplitzification" or "redundancy (spatial) averaging", the well-known routine for deriving the Toeplitz covariance matrix estimate from the standard sample covariance matrix, recently regained new attention due to the important Random…
In the current work we are concerned with sequences of graphs having a grid geometry, with a uniform local structure in a bounded domain $\Omega\subset {\mathbb R}^d$, $d\ge 1$. When $\Omega=[0,1]$, such graphs include the standard Toeplitz…
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.…
We study the distribution of the largest eigenvalue in formal Hermitian one-matrix models at multicriticality, where the spectral density acquires an extra number of k-1 zeros at the edge. The distributions are directly expressed through…
We study the behavior of eigenvalues of matrix P_N + Q_N where P_N and Q_N are two N -by-N random orthogonal projections. We relate the joint eigenvalue distribution of this matrix to the Jacobi matrix ensemble and establish the universal…
Universal limits for the eigenvalue correlation functions in the bulk of the spectrum are shown for a class of nondeterminantal random matrices known as the fixed trace ensemble.
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 extend some recent results of Lubinsky, Levin, Simon, and Totik from measures with compact support to spectral measures of Schr\"odinger operators on the half-line. In particular, we define a reproducing kernel $S_L$ for Schr\"odinger…
This note starts from work done by Dai, Geary, and Kadanoff (Hui Dai, Zachary Geary, and Leo P. Kadanoff, H. Dai, Z. Geary and L. P. Kadanoff, Journal of Statistical Mechanics, P05012 (2009)) on exact eigenfunctions for Toeplitz operators.…
Spectral and numerical properties of classes of random orthogonal butterfly matrices, as introduced by Parker (1995), are discussed, including the uniformity of eigenvalue distributions. These matrices are important because the…
Let $X$ be an $M\times N$ random matrix consisting of independent $M$-variate elliptically distributed column vectors $\mathbf{x}_{1},\dots,\mathbf{x}_{N}$ with general population covariance matrix $\Sigma$. In the literature, the quantity…
We study averages of multiplicative eigenvalue statistics in ensembles of orthogonal Haar distributed matrices, which can alternatively be written as Toeplitz+Hankel determinants. We obtain new asymptotics for symbols with Fisher-Hartwig…
We study the universal properties of distributions of eigenvalues of random matrices in the large $N$ limit. The distributions fall in universality classes characterized entirely by the support of the spectral density.
Conditional on the extended Riemann hypothesis, we show that with high probability, the characteristic polynomial of a random symmetric $\{\pm 1\}$-matrix is irreducible. This addresses a question raised by Eberhard in recent work. The main…
We consider non-gaussian ensembles of random normal matrices with the constraint that the ensembles are invariant under unitary transformations. We show that the level density of eigenvalues exhibits disk to ring transition in the complex…
We prove that the asymptotic of the bulk local statistics in models of random lozenge tilings is universal in the vicinity of straight boundaries of the tiled domains. The result applies to uniformly random lozenge tilings of large…
It has been shown by Strahov and Fyodorov that averages of products and ratios of characteristic polynomials corresponding to Hermitian matrices of a unitary ensemble, involve kernels related to orthogonal polynomials and their Cauchy…
We prove that the linear statistics of the eigenvalues of a Wigner matrix converge to a universal Gaussian process on all mesoscopic spectral scales, i.e. scales larger than the typical eigenvalue spacing and smaller than the global extent…
We establish the relation between two objects: an integrable system related to Painleve II equation, and the symplectic invariants of a certain plane curve \Sigma_{TW} describing the average eigenvalue density of a random hermitian matrix…