相关论文: The asymptotic distribution of a single eigenvalue…
We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an $n \times n$ matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian…
We consider $N\times N$ Hermitian or symmetric random matrices with independent entries. The distribution of the $(i,j)$-th matrix element is given by a probability measure $\nu_{ij}$ whose first two moments coincide with those of the…
Consider the eigenvalues $\lambda_i(M_n)$ (in increasing order) of a random Hermitian matrix $M_n$ whose upper-triangular entries are independent with mean zero and variance one, and are exponentially decaying. By Wigner's semicircular law,…
We consider the single eigenvalue fluctuations of random matrices of general Wigner-type, under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove that the asymptotic fluctuations of a single eigenvalue…
We show that the distribution of bulk spacings between pairs of adjacent eigenvalue real parts of a random matrix drawn from the complex elliptic Ginibre ensemble is asymptotically given by a generalization of the Gaudin-Mehta distribution,…
We compute exact asymptotic results for the probability of the occurrence of large deviations of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we…
The four moment theorem asserts, roughly speaking, that the joint distribution of a small number of eigenvalues of a Wigner random matrix (when measured at the scale of the mean eigenvalue spacing) depends only on the first four moments of…
We establish a moderate deviation principle (MDP) for the number of eigenvalues of a Wigner matrix in an interval close to the edge of the spectrum. Moreover we prove a MDP for the $i$th largest eigenvalue close to the edge. The proof…
We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…
We study the eigenvector mass distribution for generalized Wigner matrices on a set of coordinates $I$, where $N^\varepsilon \le | I | \le N^{1- \varepsilon}$, and prove it converges to a Gaussian at every energy level, including the edge,…
We consider $N\times N$ symmetric or hermitian random matrices with independent, identically distributed entries where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove…
An invariant ensemble of $N\times N$ random matrices can be characterised by a joint distribution for eigenvalues $P(\lambda_1,\cdots,\lambda_N)$. The study of the distribution of linear statistics, i.e. of quantities of the form…
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 obtain the explicit rate of convergence $N^{-1/2 + \epsilon}$ for the gaps of generalized Wigner matrices in the bulk of the spectrum, for distributions of matrix entries possibly atomic and supported on enough points. The proof proceeds…
We give a short, operator-theoretic proof of the asymptotic independence (including a first correction term) of the minimal and maximal eigenvalue of the n \times n Gaussian Unitary Ensemble in the large matrix limit n \to \infty. This is…
The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…
Consider a $n \times n$ matrix from the Gaussian Unitary Ensemble (GUE). Given a finite collection of bounded disjoint real Borel sets $(\Delta_{i,n},\ 1\leq i\leq p)$, properly rescaled, and eventually included in any neighbourhood of the…
We introduce a method for the comparison of some extremal eigenvalue statistics of random matrices. For example, it allows one to compare the maximal eigenvalue gap in the bulk of two generalized Wigner ensembles, provided that the first…
We study the universality of the local eigenvalue statistics of Gaussian divisible Hermitian Wigner matrices. These random matrices are obtained by adding an independent GUE matrix to an Hermitian random matrix with independent elements, a…
The model of heavy Wigner matrices generalizes the classical ensemble of Wigner matrices: the sub-diagonal entries are independent, identically distributed along to and out of the diagonal, and the moments its entries are of order 1/N,…