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We prove local laws, i.e. optimal concentration estimates for arbitrary products of resolvents of a Wigner random matrix with deterministic matrices in between. We find that the size of such products heavily depends on whether some of the…

概率论 · 数学 2022-11-02 Giorgio Cipolloni , László Erdős , Dominik Schröder

We prove optimal local law, bulk universality and non-trivial decay for the off-diagonal elements of the resolvent for a class of translation invariant Gaussian random matrix ensembles with correlated entries.

概率论 · 数学 2016-03-23 Oskari Ajanki , Laszlo Erdos , Torben Krüger

We study the asymptotic distribution of level crossings for random matrix pencils A_n+\lambda B_n in several ensembles, including complex and real i.i.d. matrices and Gaussian/Hermitian settings. We derive a representation of the normalized…

数学物理 · 物理学 2026-04-29 B. Shapiro

We prove the circular law for a class of non-Hermitian random block band matrices with genuinely sublinear bandwidth. Namely, we show there exists $\tau \in (0,1)$ so that if the bandwidth of the matrix $X$ is at least $n^{1-\tau}$ and the…

概率论 · 数学 2021-09-01 Vishesh Jain , Indrajit Jana , Kyle Luh , Sean O'Rourke

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

We consider real symmetric or complex hermitian random matrices with correlated entries. We prove local laws for the resolvent and universality of the local eigenvalue statistics in the bulk of the spectrum. The correlations have fast decay…

概率论 · 数学 2018-03-01 Oskari Ajanki , Laszlo Erdos , Torben Krüger

Let $G$ be an $N \times N$ real matrix whose entries are independent identically distributed standard normal random variables $G_{ij} \sim \mathcal{N}(0,1)$. The eigenvalues of such matrices are known to form a two-component system…

概率论 · 数学 2015-12-07 N. J. Simm

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

In this paper we prove the universality of covariance matrices of the form $H_{N\times N}={X}^{\dagger}X$ where $X$ is an ${M\times N}$ rectangular matrix with independent real valued entries $x_{ij}$ satisfying $\mathbb{E}x_{ij}=0$ and…

概率论 · 数学 2015-03-19 Natesh S. Pillai , Jun Yin

A large family of "standard" coboundary Hopf algebras is investigated. The existence of a universal R-matrix is demonstrated for the case when the parameters are in general position. Special values of the parameters are characterized by the…

q-alg · 数学 2014-05-27 C. Frønsdal

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

The asymptotic law of the truncated $S\times S$ random submatrix of a Haar random matrix in $\mathrm{GL}_N(\mathbb{Z}_m)$ as $N$ goes to infinity is obtained. The same result is also obtained when $\mathbb{Z}_m$ is replaced by any…

概率论 · 数学 2016-02-29 Yanqi Qiu

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

We study invariant random matrix ensembles \begin{equation*} \mathbb{P}_n(d M)=Z_n^{-1}\exp(-n\,tr(V(M)))\,d M \end{equation*} defined on complex Hermitian matrices $M$ of size $n\times n$, where $V$ is real analytic such that the…

数学物理 · 物理学 2025-09-12 Thomas Bothner , Toby Shepherd

We study the localization properties of generalized, two- and three-dimensional Lieb lattices, $\mathcal{L}_2(n)$ and $\mathcal{L}_3(n)$, $n= 1, 2, 3$ and $4$, at energies corresponding to flat and dispersive bands using the transfer matrix…

无序系统与神经网络 · 物理学 2021-08-03 Jie Liu , Xiaoyu Mao , Jianxin Zhong , Rudolf A. Römer

A Gelfand triplet for the Hamiltonian H of the Friedrichs model on R with finite-dimensional multiplicity space K, is constructed such that exactly the resonances (poles of the inverse of the Livsic-matrix) are (generalized) eigenvalues of…

数学物理 · 物理学 2009-11-11 Hellmut Baumgärtel

Patterned random matrices such as the reverse circulant, the symmetric circulant, the Toeplitz and the Hankel matrices and their almost sure limiting spectral distribution (LSD), have attracted much attention. Under the assumption that the…

概率论 · 数学 2022-03-14 Arup Bose , Koushik Saha , Priyanka Sen

The generalized sequence of numbers is defined by W_{n}=pW_{n-1}+qW_{n-2} with initial conditions W_{0}=a and W_{1}=b for a,b,p,q\inZ and n\geq2, respectively. Let W_{n}=circ(W_{1},W_{2},...,W_{n}). The aim of this paper is to establish…

数值分析 · 数学 2012-02-07 Durmuş Bozkurt

We consider complex sample covariance matrices $M_N=\frac{1}{N}YY^*$ where $Y$ is a $N \times p$ random matrix with i.i.d. entries $Y_{ij}, 1\leq i\leq N, 1\leq j \leq p$ with distribution $F$. Under some regularity and decay assumption on…

概率论 · 数学 2011-01-05 S. Péché

The covering radius is a fundamental property of linear codes that characterizes the trade-off between storage and access in linear data-query protocols. The generalized covering radius was recently defined by Elimelech and Schwartz for…

信息论 · 计算机科学 2023-05-10 Ben Langton , Netanel Raviv