相关论文: Mesoscopic eigenvalue statistics of Wigner matrice…
We consider the singular vectors of any $m \times n$ submatrix of a rectangular $M \times N$ Gaussian matrix and study their asymptotic overlaps with those of the full matrix, in the macroscopic regime where $N \,/\, M\,$, $m \,/\, M$ as…
Recently Johansson and Johnstone proved that the distribution of the (properly rescaled) largest principal component of the complex (real) Wishart matrix $ X^* \* X (X^t \*X) $ converges to the Tracy-Widom law as $ n, p $ (the dimensions of…
We continue investigations of our previous papers, in which there were proved central limit theorems (CLT) for linear eigenvalue statistics Tr f(M_n) and there were found the limiting probability laws for the normalised matrix elements of…
We analyze the largest eigenvalue statistics of m-dependent heavy-tailed Wigner matrices as well as the associated sample covariance matrices having entry-wise regularly varying tail distributions with parameter $0<\alpha<4$. Our analysis…
Eugene Wigner's revolutionary vision predicted that the energy levels of large complex quantum systems exhibit a universal behavior: the statistics of energy gaps depend only on the basic symmetry type of the model. Simplified models of…
In this work, we study a class of random matrices which interpolate between the Wigner matrix model and various types of patterned random matrices such as random Toeplitz, Hankel, and circulant matrices. The interpolation mechanism is…
The universality for the eigenvalue spacing statistics of generalized Wigner matrices was established in our previous work \cite{EYY} under certain conditions on the probability distributions of the matrix elements. A major class of…
In this paper, we explain the dependance of the fluctuations of the largest eigenvalues of a Deformed Wigner model with respect to the eigenvectors of the perturbation matrix. We exhibit quite general situations that will give rise to…
Traces of large powers of real-valued Wigner matrices are known to have Gaussian fluctuations: for $A=\frac{1}{\sqrt{n}}(a_{ij})_{1 \leq i,j \leq n}\in \mathbb{R}^{n \times n}, A=A^T$ with $(a_{ij})_{1 \leq i \leq j \leq n}$ i.i.d.,…
In this paper we find spectral properties in the large $N$ limit of Dirac operators that come from random finite noncommutative geometries. In particular for a Gaussian potential the limiting eigenvalue spectrum is shown to be universal…
Let $U_n=[u_{i,j}]$ be the eigenvectors matrix of a Wigner matrix. We prove that under some moments conditions, the bivariate random process indexed by $[0,1]^2$ with value at $(s,t)$ equal to the sum, over $1\le i \le ns$ and $1\le j \le…
We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These…
Smooth linear statistics of random permutation matrices, sampled under a general Ewens distribution, exhibit an interesting non-universality phenomenon. Though they have bounded variance, their fluctuations are asymptotically non-Gaussian…
We consider $N\times N$ Hermitian random matrices with independent identical distributed entries. The matrix is normalized so that the average spacing between consecutive eigenvalues is of order 1/N. Under suitable assumptions on the…
In this article, we prove that k-dimensional spherical integrals are asymptotically equivalent to the product of 1-dimensional spherical integrals. This allows us to generalize several large deviations principles in random matrix theory…
Eigenvalues of Wigner matrices has been a major topic of investigation. A particularly important subclass of such random matrices is formed by the adjacency matrix of an Erd\H{o}s-R\'{e}nyi graph $\mathcal{G}_{n,p}$ equipped with i.i.d.…
In the past 20 years, the study of real eigenvalues of non-symmetric real random matrices has seen important progress. Notwithstanding, central questions still remain open, such as the characterization of their asymptotic statistics and the…
This paper establishes mesoscopic rates of convergence in the $L^1$-Wasserstein distance for eigenvalue determinantal point processes (DPPs) derived from the Laguerre Unitary Ensemble (LUE) to the corresponding limiting point process (Airy…
Vinberg cones and the ambient vector spaces are important in modern statistics of sparse models and of graphical models. The aim of this paper is to study eigenvalue distributions of Gaussian, Wigner and covariance matrices related to…
We consider a general class of statistical experiments, in which an $n$-dimensional centered Gaussian random variable is observed and its covariance matrix is the parameter of interest. The covariance matrix is assumed to be…