相关论文: Edgeworth Expansion of the Largest Eigenvalue Dist…

In statistical mechanics, evaluating finite-size macroscopic fluctuations typically relies on Edgeworth expansions. However, these perturbative methods append additive polynomial corrections that inevitably break down in the large deviation…

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.…

Consider the chiral non-Hermitian random matrix ensemble with parameters $n$ and $v$ and the non Hermiticity parameter $\tau=0$ and let $(\zeta_i)_{1\le i\le n}$ be its $n$ eigenvalues with positive $x$-coordinate. Set $$X_n:=\sqrt{\log…

We analyze the eigenvalue density for the Laguerre and Jacobi $\beta$-ensembles in the cases that the corresponding exponents are extensive. In particular, we obtain the asymptotic expansion up to terms $o(1)$, in the large deviation regime…

We analyze the distribution of eigenvectors for mesoscopic, mean-field perturbations of diagonal matrices in the bulk of the spectrum. Our results apply to a generalized $N\times N$ Rosenzweig-Porter model. We prove that the eigenvectors…

We identify the group of homomorphisms $\operatorname{Hom}_{\mathcal{GF}}(F,\mathbf{RU}_{\mathbb Q})$ in the category of ($\operatorname{fin}$)-global functors to the rationalization of the unitary representation ring functor and deduce…

We consider unitary random matrix ensembles Z_{n,s,t}^{-1}e^{-n tr V_{s,t}(M)}dM on the space of Hermitian n x n matrices M, where the confining potential V_{s,t} is such that the limiting mean density of eigenvalues (as n\to\infty and…

It has been recently shown that if $X$ is an $n\times N$ matrix whose entries are i.i.d. standard complex Gaussian and $l_1$ is the largest eigenvalue of $X^*X$, there exist sequences $m_{n,N}$ and $s_{n,N}$ such that…

This paper focuses on inhomogeneous quadratic tests, which involve the sum of a dependent non-central chi-square with a Gaussian random variable. Unfortunately, no closed-form expression is available for the statistical distribution of the…

Euclidean random matrices arise in a wide range of physical systems where interactions are determined by spatial configurations, including disordered media and cooperative phenomena in atomic ensembles. Unlike classical random matrix…

We consider the Kardar-Parisi-Zhang (KPZ) fixed point $\mathrm{H}(x,\tau)$ with the narrow-wedge initial condition and investigate the distribution of $\mathrm{H}(x,\tau)$ conditioned on a large height at an earlier space-time point…

Let $x_1, \dots, x_n$ be $n$ independent and identically distributed random variables with mean zero, unit variance, and finite moments of all remaining orders. We study the random polynomial $p_n$ having roots at $x_1, \dots, x_n$. We…

We consider the decomposition into irreducible components of the exterior algebra $\bigwedge\left(\mathbb{C}^{n}\otimes \left(\mathbb{C}^{k}\right)^{*}\right)$ regarded as a $GL_{n}\times GL_{k}$ module. Irreducible $GL_{n}\times GL_{k}$…

Equip the symmetric group $\mathfrak{S}_n$ with the Ewens distribution. We study the eigenvalue point process of the permutation representation of $\mathfrak{S}_n$ on $k$-tuples of distinct integers chosen from the set $\{1,2,...,n\}$.…

We consider random matrices of the form $H = W + \lambda V$, $\lambda\in\mathbb{R}^+$, where $W$ is a real symmetric or complex Hermitian Wigner matrix of size $N$ and $V$ is a real bounded diagonal random matrix of size $N$ with i.i.d.\…

Edgeworth expansion provides higher-order corrections to the normal approximation for a probability distribution. The classical proof of Edgeworth expansion is via characteristic functions. As a powerful method for distributional…

In [8] we recently proved that in our model of quantum gravity the solutions to the quantized version of the full Einstein equations or to the Wheeler-DeWitt equation could be expressed as products of spatial and temporal eigenfunctions, or…

This short note studies the fluctuations of the largest eigenvalue of symmetric random matrices with correlated Gaussian entries having positive mean. Under the assumption that the covariance kernel is absolutely summable, it is proved that…

We prove that for all values of the edge probability p(n) the largest eigenvalue of a random graph G(n,p) satisfies almost surely: \lambda_1(G)=(1+o(1))max{\sqrt{\Delta},np}, where \Delta is a maximal degree of G, and the o(1) term tends to…

We study the distribution of the smallest eigenvalue for certain classes of positive-definite Hermitian random matrices, in the limit where the size of the matrices becomes large. Their limit distributions can be expressed as Fredholm…