Related papers: On the Circular Law

Random matrix models consisting of normal matrices, defined by the sole constraint $[N^{\dag},N]=0$, will be explored. It is shown that cubic eigenvalue repulsion in the complex plane is universal with respect to the probability…

Given a collection $\{\lambda_1, \dots, \lambda_n\} $ of real numbers, there is a canonical probability distribution on the set of real symmetric or complex Hermitian matrices with eigenvalues $\lambda_1,\ldots,\lambda_n$. In this paper, we…

We investigate the universality of singular value and eigenvalue distributions of matrix valued functions of independent random matrices and apply these general results in several examples. In particular we determine the limit distribution…

In the present work, eigenvalue distributions defined by a random rectangular matrix whose components are neither independently nor identically distributed are analyzed using replica analysis and belief propagation. In particular, we…

Let $U$ and $V$ be two independent $N$ by $N$ random matrices that are distributed according to Haar measure on $U(N)$. Let $\Sigma$ be a non-negative deterministic $N$ by $N$ matrix. The single ring theorem [26] asserts that the empirical…

Universality of local eigenvalue statistics is one of the most striking phenomena of Random Matrix Theory, that also accounts for a lot of the attention that the field has attracted over the past 15 years. In this paper we focus on the…

We compute the distribution of the number of negative eigenvalues (the index) for an ensemble of Gaussian random matrices, by means of the replica method. This calculation has important applications in the context of statistical mechanics…

It has been observed that the statistical distribution of the eigenvalues of random matrices possesses universal properties, independent of the probability law of the stochastic matrix. In this article we find the correlation functions of…

We obtain a tail bound for the least non-zero singular value of $A-z$ when $A$ is a random matrix and $z$ is an eigenvalue of $A$ in a neighbourhood of a given point $z_0$ in the bulk of the spectrum. The argument relies on a resolvent…

Symmetric matrices with zero row sums occur in many theoretical settings and in real-life applications. When the offdiagonal elements of such matrices are i.i.d. random variables and the matrices are large, the eigenvalue distributions…

Let $X$ be a matrix sampled uniformly from the set of doubly stochastic matrices of size $n\times n$. We show that the empirical spectral distribution of the normalized matrix $\sqrt{n}(X-{\mathbf {E}}X)$ converges almost surely to the…

We propose a technique for calculating and understanding the eigenvalue distribution of sums of random matrices from the known distribution of the summands. The exact problem is formidably hard. One extreme approximation to the true density…

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…

We prove the universal asymptotically almost sure non-singularity of general Ginibre and Wigner ensembles of random matrices when the distribution of the entries are independent but not necessarily identically distributed and may depend on…

We compute the joint distributions of arbitrary numbers of eigenvectors of real and complex symmetric random tensors by the quantum field theoretical methods which were previously used to compute the mean distributions. We obtain the random…

We consider n by n real matrices whose entries are non-degenerate random variables that are independent but non necessarily identically distributed, and show that the probability that such a matrix is singular is O(1/sqrt{n}). The purpose…

In this paper we show that the empirical eigenvalue distribution of any sample covariance matrix generated by independent copies of a stationary regular sequence has a limiting distribution depending only on the spectral density of the…

Complex Hermitian random matrices with a unitary symmetry can be distinguished by a weight function. When this is even, it is a known result that the distribution of the singular values can be decomposed as the superposition of two…

Recently, an analytic method was developed to study in the large $N$ limit non-hermitean random matrices that are drawn from a large class of circularly symmetric non-Gaussian probability distributions, thus extending the existing Gaussian…

We consider the empirical eigenvalue distribution of random real symmetric matrices with stochastically independent skew-diagonals and study its limit if the matrix size tends to infinity. We allow correlations between entries on the same…