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相关论文: Bounds on the norm of Wigner-type random matrices

200 篇论文

In this paper, we derive nearly tight probabilistic norm bounds for a class of random matrices we call graph matrices. While the classical case of symmetric matrices with independent random entries (Wigner's matrices) is a special case, in…

组合数学 · 数学 2021-04-30 Kwangjun Ahn , Dhruv Medarametla , Aaron Potechin

It is a classical result of Wigner that for an hermitian matrix with independent entries on and above the diagonal, the mean empirical eigenvalue distribution converges weakly to the semicircle law as matrix size tends to infinity. In this…

概率论 · 数学 2007-07-17 Katrin Hofmann-Credner , Michael Stolz

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,…

概率论 · 数学 2012-09-12 Camille Male

By applying the supersymmetric approach we rigorously prove smoothness of the averaged density of states for a three dimensional random band matrix ensemble, in the limit of infinite volume and fixed band width. We also prove that the…

数学物理 · 物理学 2009-11-07 M. Disertori , H. Pinson , T. Spencer

We study Hermitian non-commutative quadratic polynomials of multiple independent Wigner matrices. We prove that, with the exception of some specific reducible cases, the limiting spectral density of the polynomials always has a square root…

概率论 · 数学 2023-09-01 Jacob Fronk , Torben Krüger , Yuriy Nemish

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…

统计力学 · 物理学 2009-11-13 David S. Dean , Satya N. Majumdar

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…

数学物理 · 物理学 2015-05-18 Laszlo Erdos

Random matrix ensembles with orthogonal and unitary symmetry correspond to the cases of real symmetric and Hermitian random matrices respectively. We show that the probability density function for the corresponding spacings between…

数学物理 · 物理学 2007-05-23 P. J. Forrester , N. S. Witte

For a sufficiently nice 2 dimensional shape, we define its approximating matrix (or patterned matrix) as a random matrix with iid entries arranged according to a given pattern. For large approximating matrices, we observe that the…

概率论 · 数学 2022-01-04 Tapesh Yadav

We consider an ensemble of large non-Hermitian random matrices of the form $\hat{H}+i\hat{A}_s$, where $\hat{H}$ and $\hat{A}_s$ are Hermitian statistically independent random $N\times N$ matrices. We demonstrate the existence of a new…

凝聚态物理 · 物理学 2016-08-31 Yan V. Fyodorov , Boris A. Khoruzhenko , Hans-Juergen Sommers

We consider a dilute version of the Wigner ensemble of nxn random matrices $H$ and study the asymptotic behavior of their moments $M_{2s}$ in the limit of infinite $n$, $s$ and $\rho$, where $\rho$ is the dilution parameter. We show that in…

数学物理 · 物理学 2017-09-19 O. Khorunzhiy

The Wigner-Dyson-Gaudin-Mehta conjecture asserts that the local eigenvalue statistics of large real and complex Hermitian matrices with independent, identically distributed entries are universal in a sense that they depend only on the…

概率论 · 数学 2014-07-24 Laszlo Erdos

This work is concerned with finite range bounds on the variance of individual eigenvalues of Wigner random matrices, in the bulk and at the edge of the spectrum, as well as for some intermediate eigenvalues. Relying on the GUE example,…

概率论 · 数学 2012-07-06 Sandrine Dallaporta

Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…

数学物理 · 物理学 2017-06-19 J. P. Keating , N. Linden , H. J. Wells

We prove that the local eigenvalue statistics of real symmetric Wigner-type matrices near the cusp points of the eigenvalue density are universal. Together with the companion paper [arXiv:1809.03971], which proves the same result for the…

概率论 · 数学 2019-10-23 Giorgio Cipolloni , László Erdős , Torben Krüger , Dominik Schröder

We investigate the spectral norms of symmetric $N \times N$ matrices from two pseudo-random ensembles. The first is the pseudo-Wigner ensemble introduced in "Pseudo-Wigner Matrices" by Soloveychik, Xiang and Tarokh and the second is its…

概率论 · 数学 2017-08-16 Ilya Soloveychik , Vahid Tarokh

We consider $N$ by $N$ deformed Wigner random matrices of the form $X_N=H_N+A_N$, where $H_N$ is a real symmetric or complex Hermitian Wigner matrix and $A_N$ is a deterministic real bounded diagonal matrix. We prove a universal Central…

概率论 · 数学 2020-09-22 Yiting Li , Kevin Schnelli , Yuanyuan Xu

For a class of random matrix ensembles with correlated matrix elements, it is shown that the density of states is given by the Wigner semi-circle law. This is applied to effective Hamiltonians related to the Anderson model in dimensions…

数学物理 · 物理学 2007-05-23 Jeffrey H. Schenker , Hermann Schulz-Baldes

We study the density of states (DOS) for disordered systems whose spectral statistics can be described by a Gaussian ensemble of almost diagonal Hermitian random matrices. The matrices have independent random entries $ H_{i \geq j} $ with…

无序系统与神经网络 · 物理学 2016-08-31 Oleg Yevtushenko , Vladimir E. Kravtsov

Consider an $N\times N$ hermitian random matrix with independent entries, not necessarily Gaussian, a so called Wigner matrix. It has been conjectured that the local spacing distribution, i.e. the distribution of the distance between…

数学物理 · 物理学 2009-10-31 Kurt Johansson