中文
相关论文

相关论文: Diffusion Profile for Random Band Matrices: a Shor…

200 篇论文

We consider an $N$ by $N$ real or complex generalized Wigner matrix $H_N$, whose entries are independent centered random variables with uniformly bounded moments. We assume that the variance profile, $s_{ij}:=\mathbb{E} |H_{ij}|^2$,…

概率论 · 数学 2020-08-20 Yiting Li , Yuanyuan Xu

Spectral properties of Hermitian Toeplitz, Hankel, and Toeplitz-plus-Hankel random matrices with independent identically distributed entries are investigated. Combining numerical and analytic arguments it is demonstrated that spectral…

数学物理 · 物理学 2021-04-28 Eugene Bogomolny , Olivier Giraud

We consider $N\times N$ Hermitian random matrices $H$ consisting of blocks of size $M\geq N^{6/7}$. The matrix elements are i.i.d. within the blocks, close to a Gaussian in the four moment matching sense, but their distribution varies from…

概率论 · 数学 2015-03-27 Zhigang Bao , Laszlo Erdos

It is shown that certain ensembles of random matrices with entries that vanish outside a band around the diagonal satisfy a localization condition on the resolvent which guarantees that eigenvectors have strong overlap with a vanishing…

数学物理 · 物理学 2010-06-29 Jeffrey Schenker

We study large $N\times N$ power-law random band matrices $H=(H_{ij})$ with centered complex Gaussian entries, where the variances satisfy a power-law decay $\mathbb{E}|H_{ij}|^2\propto (|i-j|/W+1)^{-1-\alpha}$, for some exponent…

概率论 · 数学 2026-04-15 Jiaqi Fan , Fan Yang , Jun Yin

We consider Hermitian and symmetric random band matrices on the $d$-dimensional lattice $(\mathbb{Z}/L\mathbb{Z})^d$ with bandwidth $W$, focusing on local eigenvalue statistics at the spectral edge in the limit $W\to\infty$. Our analysis…

概率论 · 数学 2025-06-04 Dang-Zheng Liu , Guangyi Zou

We present a novel block reduction method for the study of a general class of random band matrices (RBM) defined on the $d$-dimensional lattice $\mathbb{Z}_{L}^d:=\{1,2,\ldots,L\}^{d}$ for $d\in \{1,2\}$, with band width $W$ and an almost…

概率论 · 数学 2025-12-23 Jiaqi Fan , Fan Yang , Jun Yin

We consider a Wigner-type ensemble, i.e. large hermitian $N\times N$ random matrices $H=H^*$ with centered independent entries and with a general matrix of variances $S_{xy}=\mathbb E|H_{xy}|^2$. The norm of $H$ is asymptotically given by…

概率论 · 数学 2018-02-15 László Erdős , Peter Mühlbacher

We consider a diffusive matrix process $(X_t)_{t\ge 0}$ defined as $X_t:=A+H_t$ where $A$ is a given deterministic Hermitian matrix and $(H_t)_{t\ge 0}$ is a Hermitian Brownian motion. The matrix $A$ is the "external source" that one would…

概率论 · 数学 2015-01-21 Romain Allez , Joël Bun , Jean-Philippe Bouchaud

We study a class of Gaussian random band matrices of dimension $N \times N$ and band-width $W$. We show that delocalization holds for bulk eigenvectors and that quantum diffusion holds for the resolvent, all under the assumption that $W \gg…

概率论 · 数学 2024-12-20 Sofiia Dubova , Kevin Yang

We study the asymptotic distribution of the eigenvalues of random Hermitian periodic band matrices, focusing on the spectral edges. The eigenvalues close to the edges converge in distribution to the Airy point process if (and only if) the…

数学物理 · 物理学 2011-01-25 Sasha Sodin

We consider $N\times N$ random matrices of the form $H=W+V$ where $W$ is a real symmetric or complex Hermitian Wigner matrix and $V$ is a random or deterministic, real, diagonal matrix whose entries are independent of $W$. We assume…

概率论 · 数学 2016-06-08 Ji Oon Lee , Kevin Schnelli , Ben Stetler , Horng-Tzer Yau

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…

数学物理 · 物理学 2009-11-13 Laszlo Erdos , Benjamin Schlein , Horng-Tzer Yau

Consider $N\times N$ Hermitian or symmetric random matrices $H$ where the distribution of the $(i,j)$ matrix element is given by a probability measure $\nu_{ij}$ with a subexponential decay. Let $\sigma_{ij}^2$ be the variance for the…

数学物理 · 物理学 2011-09-27 Laszlo Erdos , Horng-Tzer Yau , Jun Yin

We consider the convergence of the ESD for non-Hermitian random band matrices with independent entries to the circular law, which is the uniform measure on the unit disk in the center of the complex plane. We assume that the bandwidth of…

概率论 · 数学 2025-12-02 Yi Han

We show that the fluctuations of the linear eigenvalue statistics of a non-Hermitian random band matrix of increasing bandwidth $b_{n}$ with a continuous variance profile $w_{\nu}(x)$ converges to a $N(0,\sigma_{f}^{2}(\nu))$, where…

概率论 · 数学 2023-06-30 Indrajit Jana

The study of eigenvalue distributions in random matrix theory is often conducted by analyzing the resolvent matrix $ \mathbf{G}_{\mathbf{M}}^N(z) = (z \mathbf{1} - \mathbf{M})^{-1} $. The normalized trace of the resolvent, known as the…

数学物理 · 物理学 2024-12-02 Pierre Bousseyroux , Jean-Philippe Bouchaud , Marc Potters

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…

概率论 · 数学 2020-11-04 Lucas Benigni

We study the spectral properties of matrices of long-range percolation model. These are N\times N random real symmetric matrices H=\{H(i,j)\}_{i,j} whose elements are independent random variables taking zero value with probability…

数学物理 · 物理学 2009-04-21 Slim Ayadi

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…

数学物理 · 物理学 2022-12-07 Benjamin Landon , Patrick Lopatto , Philippe Sosoe