相关论文: Fluctuations of linear eigenvalue statistics of $\…

We study the statistics of matrix elements of local operators in the basis of energy eigenstates in a paradigmatic integrable many-particle quantum theory, the Lieb-Liniger model of bosons with repulsive delta-function interaction. Using…

In this paper, we consider directly estimating the eigenvalues of precision matrix, without inverting the corresponding estimator for the eigenvalues of covariance matrix. We focus on a general asymptotic regime, i.e., the large dimensional…

Consider sample covariance matrices of the form $Q:=\Sigma^{1/2} X X^\top \Sigma^{1/2}$, where $X=(x_{ij})$ is an $n\times N$ random matrix whose entries are independent random variables with mean zero and variance $N^{-1}$, and $\Sigma$ is…

Let $\beta > 1$ be a real number and $x \in [0,1)$ be an irrational number. Denote by $k_n(x)$ the exact number of partial quotients in the continued fraction expansion of $x$ given by the first $n$ digits in the $\beta$-expansion of $x$…

We start with some methodic remarks referring to purely bosonic quantum systems and then explain how corrections to the leading--order quasiclassical result for the fermion--graded partition function Tr{(-1)^F exp(-\beta H)} can be…

We establish formulae for the asymptotic growth (with respect to the scaling dimension) of the number of operators in effective field theory, or equivalently the number of $S$-matrix elements, in arbitrary spacetime dimensions and with…

We consider the asymptotic behaviour of a family of unidimensional lattice fermion models, which are in exact correspondence with certain probability laws on partitions and on unitary matrices. These models exhibit limit shapes, and in the…

The structure function of a random matrix ensemble can be specified as the covariance of the linear statistics $\sum_{j=1}^N e^{i k_1 \lambda_j}$, $\sum_{j=1}^N e^{-i k_2 \lambda_j}$ for Hermitian matrices, and the same with the eigenvalues…

Linear statistics, a random variable build out of the sum of the evaluation of functions at the eigenvalues of a N times N random matrix,sum[j=1 to N]f(xj) or tr f(M), is an ubiquitous statistical characteristics in random matrix theory.…

The asymptotic normality for a large family of eigenvalue statistics of a general sample covariance matrix is derived under the ultra-high dimensional setting, that is, when the dimension to sample size ratio $p/n \to \infty$. Based on this…

It is known that in various random matrix models, large perturbations create outlier eigenvalues which lie, asymptotically, in the complement of the support of the limiting spectral density. This paper is concerned with fluctuations of…

We compute all massive partition functions or characteristic polynomials and their complex eigenvalue correlation functions for non-Hermitean extensions of the symplectic and chiral symplectic ensemble of random matrices. Our results are…

Using Chebyshev polynomials combined with some mild combinatorics, we provide a new formula for the analytical planar limit of a random matrix model with a one-cut potential $V$. For potentials $V(x)=x^{2}/2-\sum_{n\ge1}a_{n}x^{n}/n$, as a…

We consider continuous and discrete (1+1)-dimensional wetting models which undergo a localization/delocalization phase transition. Using a simple approach based on Renewal Theory we determine the precise asymptotic behavior of the partition…

We consider a full rank deformation of the GUE $W_N+A_N$ where $A_N$ is a full rank Hermitian matrix of size $N$ and $W_N$ is a GUE. The empirical eigenvalue distribution $\mu_{A_N}$ of $A_N$ converges to a probability distribution $\nu$.…

We study the fluctuations of the largest eigenvalue $\lambda_{\max}$ of $N \times N$ random matrices in the limit of large $N$. The main focus is on Gaussian $\beta$-ensembles, including in particular the Gaussian orthogonal ($\beta=1$),…

We prove an asymptotic expansion for the eigenvalues and eigenfunctions of Schr\"{o}dinger-type operator with a confining potential and with principle part a periodic elliptic operator in divergence form. We compare the spectrum to the…

The approximate representation of operators by finite matrices is analysed in terms of accuracy and convergence. The identity operator, for example, can be reconstructed using a basis of harmonic oscillator states leading to a narrow peak…

We study the central limit theorem (CLT) for linear eigenvalue statistics of several types of matrix models, whose entries are having exploding moments, i.e., moments of the entries are increasing with the size of the matrix. In particular,…

We study the behavior of high-dimensional robust regression estimators in the asymptotic regime where $p/n$ tends to a finite non-zero limit. More specifically, we study ridge-regularized estimators, i.e…