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We consider products of independent square random non-Hermitian matrices. More precisely, let $n\geq 2$ and let $X_1,\ldots,X_n$ be independent $N\times N$ random matrices with independent centered entries with variance $N^{-1}$. It was…

概率论 · 数学 2015-12-15 Yuriy Nemish

Diffusion models trained on different, non-overlapping subsets of a dataset often produce strikingly similar outputs when given the same noise seed. We trace this consistency to a simple linear effect: the shared Gaussian statistics across…

机器学习 · 计算机科学 2026-02-04 Binxu Wang , Jacob Zavatone-Veth , Cengiz Pehlevan

We consider the ensemble of adjacency matrices of Erd\H{o}s-R\'{e}nyi random graphs, that is, graphs on $N$ vertices where every edge is chosen independently and with probability $p\equiv p(N)$. We rescale the matrix so that its bulk…

概率论 · 数学 2013-07-12 László Erdős , Antti Knowles , Horng-Tzer Yau , Jun Yin

In this paper, we present new results relating the numerical range of a matrix $A$ with generalized Levinger transformation $\mathcal{L}(A,\alpha,\beta) = \alphaH_A +\betaS_A$, where $H_A$ and $S_A$, are respectively the Hermitian and…

环与代数 · 数学 2007-12-27 M. Adam , J. Maroulas

We prove that the point process of the eigenvalues of real or complex non-Hermitian matrices $X$ with independent, identically distributed entries is hyperuniform: the variance of the number of eigenvalues in a subdomain $\Omega$ of the…

概率论 · 数学 2026-02-25 Giorgio Cipolloni , László Erdős , Oleksii Kolupaiev

We study the spectral properties of a class of random matrices where the matrix elements depend exponentially on the distance between uniformly and randomly distributed points. This model arises naturally in various physical contexts, such…

无序系统与神经网络 · 物理学 2015-05-18 Ariel Amir , Yuval Oreg , Yoseph Imry

We prove a large deviation result for a random symmetric n x n matrix with independent identically distributed entries to have a few eigenvalues of size n. If the spectrum S survives when the matrix is rescaled by a factor of n, it can only…

概率论 · 数学 2013-04-22 Sourav Chatterjee , S. R. S. Varadhan

The Rayleigh-Ritz method is widely used for eigenvalue approximation. Given a matrix $X$ with columns that form an orthonormal basis for a subspace $\X$, and a Hermitian matrix $A$, the eigenvalues of $X^HAX$ are called Ritz values of $A$…

数值分析 · 数学 2008-05-16 M. E. Argentati , A. V. Knyazev , C. C. Paige , I. Panayotov

We consider an elliptic eigenvalue problem with a fast cellular flow of amplitude $A$, in a two-dimensional domain with $L^2$ cells. For fixed $A$, and $L \to \infty$, the problem homogenizes, and has been well studied. Also well studied is…

偏微分方程分析 · 数学 2015-03-19 Gautam Iyer , Tomasz Komorowski , Alexei Novikov , Lenya Ryzhik

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

Non-Hermitian random matrices provide a useful framework for understanding universal characteristics of dissipative quantum chaotic systems with loss or gain. We consider a model of two such system represented by two independent $N\times N$…

数学物理 · 物理学 2026-04-28 Margherita Disertori , Yan V. Fyodorov

We consider the ensemble of $n \times n$ Wigner hermitian matrices $H = (h_{\ell k})_{1 \leq \ell,k \leq n}$ that generalize the Gaussian unitary ensemble (GUE). The matrix elements $h_{k\ell} = \bar h_{\ell k}$ are given by $h_{\ell k} =…

概率论 · 数学 2010-07-01 Laszlo Erdos , Jose Ramirez , Benjamin Schlein , Terence Tao , Van Vu , Horng-Tzer Yau

Let $A$ be an $n\times n$ random matrix with independent rows $R_1(A),\dots,R_n(A)$, and assume that for any $i\leq n$ and any three-dimensional linear subspace $F\subset {\mathbb R}^n$ the orthogonal projection of $R_i(A)$ onto $F$ has…

概率论 · 数学 2020-01-28 Konstantin Tikhomirov

It is a result of Ginibre that the normalized bulk $k$-point correlation functions of a complex $n\times n$ Gaussian matrix with independent entries of mean zero and unit variance are asymptotically given by the determinantal point process…

概率论 · 数学 2024-05-28 Terence Tao , Van Vu

In this paper we consider Wigner random matrices -- symmetric n by n random matrices whose entries are independent identically distributed real random variables. We prove that the probability distribution of one or several eigenvalues close…

数学物理 · 物理学 2017-11-29 Anastasia A. Ruzmaikina

We analyse the eigenvectors of the adjacency matrix of a critical Erd\H{o}s-R\'enyi graph $\mathbb G(N,d/N)$, where $d$ is of order $\log N$. We show that its spectrum splits into two phases: a delocalized phase in the middle of the…

概率论 · 数学 2021-09-01 Johannes Alt , Raphael Ducatez , Antti Knowles

We prove localization with high probability on sets of size of order $N/\log N$ for the eigenvectors of non-Hermitian finitely banded $N\times N$ Toeplitz matrices $P_N$ subject to small random perturbations, in a very general setting. As…

谱理论 · 数学 2023-08-02 Anirban Basak , Martin Vogel , Ofer Zeitouni

We consider $N\times N$ self-adjoint Gaussian random matrices defined by an arbitrary deterministic sparsity pattern with $d$ nonzero entries per row. We show that such random matrices exhibit a canonical localization-delocalization…

概率论 · 数学 2024-01-03 Laura Shou , Ramon van Handel

We consider random networks whose dynamics is described by a rate equation, with transition rates $w_{nm}$ that form a symmetric matrix. The long time evolution of the system is characterized by a diffusion coefficient $D$. In one dimension…

统计力学 · 物理学 2012-12-04 Yaron de Leeuw , Doron Cohen

Consider $N\times N$ hermitian or symmetric random matrices $H$ with independent entries, where the distribution of the $(i,j)$ matrix element is given by the probability measure $\nu_{ij}$ with zero expectation and with variance…

数学物理 · 物理学 2011-10-27 Laszlo Erdos , Horng-Tzer Yau , Jun Yin