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In this work we study symmetric random matrices with variance profile satisfying certain conditions. We establish the convergence of the operator norm of these matrices to the largest element of the support of the limiting empirical…

Probability · Mathematics 2024-04-23 Dimitris Cheliotis , Michail Louvaris

We study the spectral norm of N-dimensional hermitian random matrices whose entries are zero outside of the band of the width b along the principal diagonal. Inside this band the elements are given by gaussian centered jointly independent…

Mathematical Physics · Physics 2007-05-23 A. Khorunzhy

We prove universality at the edge for rescaled correlation functions of Wigner random matrices in the limit $n\to +\infty$. As a corollary, we show that, after proper rescaling, the 1st, 2nd, 3rd, etc. eigenvalues of Wigner random hermitian…

Mathematical Physics · Physics 2009-10-31 Alexander Soshnikov

We consider the spectral radius of a large random matrix $X$ with independent, identically distributed entries. We show that its typical size is given by a precise three-term asymptotics with an optimal error term beyond the radius of the…

Probability · Mathematics 2024-03-05 Giorgio Cipolloni , László Erdős , Yuanyuan Xu

Consider $N\times N$ hermitian or symmetric random matrices $H$ with independent entries, where the distribution of the $(i,j)$ matrix element is given by the probability measure $\nu_{ij}$ with zero expectation and with variance…

Mathematical Physics · Physics 2011-10-27 Laszlo Erdos , Horng-Tzer Yau , Jun Yin

We consider m independent random rectangular matrices whose entries are independent and identically distributed standard complex Gaussian random variables. Assume the product of the m rectangular matrices is an n by n square matrix. The…

Probability · Mathematics 2022-07-18 Yongcheng Qi , Mengzi Xie

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…

Mathematical Physics · Physics 2009-10-31 Kurt Johansson

This article deals with the limiting spectral distributions (LSD) of symmetric Toeplitz and Hankel matrices with dependent entries. For any fixed positive integer $m$, we consider these $n \times n$ matrices with entries $\{Y^{(m)}_j /…

Probability · Mathematics 2023-06-28 Shambhu Nath Maurya

We investigate the level spacing distribution for three ensembles of real symmetric matrices having additional structural constraint to reduce the number of independent entries to only $ (n+1)/2 $ in contrast to the $ n(n+1)/2 $ for a real…

Mathematical Physics · Physics 2022-12-13 Md. Sabir Ali , Shashi C. L. Srivastava

We provide estimates for the spectral radii of an $n\times n$ sparse non-Hermitian random matrix $Z$ with general entries in the regime $p=d/n$ where $0<d<1$ is fixed. Utilizing the structural results of ({\L}uczak, '90), we show that the…

Probability · Mathematics 2024-12-03 Hyungwon Han

In this paper, we obtain the sharp upper and lower bounds for the spectral radius of a nonnegative irreducible matrix. We also apply these bounds to various matrices associated with a graph or a digraph, obtain some new results or known…

Combinatorics · Mathematics 2015-07-28 Lihua You , Yujie Shu , Pingzhi Yuan

We consider large non-Hermitian real or complex random matrices $X$ with independent, identically distributed centred entries. We prove that their local eigenvalue statistics near the spectral edge, the unit circle, coincide with those of…

Probability · Mathematics 2023-01-11 Giorgio Cipolloni , László Erdős , Dominik Schröder

Let M be a b*b nonzero {0,1}-matrix. Let \rho(M) be its spectral radius and let |M^n| be the norm of its n-th iteration. In the case \rho(M)>1, we see from the spectral radius formula that {|M^n|}_{n=1}^\infty tends to \infty exponentially…

Spectral Theory · Mathematics 2021-12-13 Chun Wei , Fan Wen

Limiting Spectral Distributions (LSD) of real symmetric patterned matrices have been well-studied. In this article, we consider skew-symmetric/anti-symmetric patterned random matrices and establish the LSDs of several common matrices. For…

Probability · Mathematics 2014-02-18 Arup Bose , Soumendu Sundar Mukherjee

Let $W_n= \frac{1}{\sqrt n} M_n$ be a Wigner matrix whose entries have vanishing third moment, normalized so that the spectrum is concentrated in the interval $[-2,2]$. We prove a concentration bound for $N_I = N_I(W_n)$, the number of…

Probability · Mathematics 2013-08-13 Terence Tao , Van Vu

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…

Probability · Mathematics 2007-07-17 Katrin Hofmann-Credner , Michael Stolz

Let $\mathbf X=(X_{jk})_{j,k=1}^n$ denote a Hermitian random matrix with entries $X_{jk}$, which are independent for $1\le j\le k\le n$. We consider the rate of convergence of the empirical spectral distribution function of the matrix…

Probability · Mathematics 2015-07-03 F. Götze , A. Tikhomirov

We consider $N\times N$ random matrices of the form $H = W + V$ where $W$ is a real symmetric Wigner matrix and $V$ a random or deterministic, real, diagonal matrix whose entries are independent of $W$. We assume subexponential decay for…

Probability · Mathematics 2015-09-29 Ji Oon Lee , Kevin Schnelli

We consider $N\times N$ Hermitian random matrices with independent identically distributed entries (Wigner matrices). The matrices are normalized so that the average spacing between consecutive eigenvalues is of order $1/N$. Under suitable…

Mathematical Physics · Physics 2009-05-13 Laszlo Erdos , Benjamin Schlein , Horng-Tzer Yau

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