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相关论文: Random band matrices in the delocalized phase, III…

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This article is dedicated to the following class of problems. Start with an $N\times N$ Hermitian matrix randomly picked from a matrix ensemble - the reference matrix. Applying a rank-$t$ perturbation to it, with $t$ taking the values $1\le…

统计力学 · 物理学 2020-12-30 Barbara Dietz , Holger Schanz , Uzy Smilansky , Hans Weidenmüller

We show Poisson statistics for random band matrices which diagonal entries have Gaussian components. These components are possibly as small as $n^{-\varepsilon}$. Particularly, our result is applicable for a band matrix cut from the GUE…

数学物理 · 物理学 2015-06-02 Vladimir Pchelin

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

We prove edge universality for a general class of correlated real symmetric or complex Hermitian Wigner matrices with arbitrary expectation. Our theorem also applies to internal edges of the self-consistent density of states. In particular,…

概率论 · 数学 2023-01-11 Johannes Alt , László Erdős , Torben Krüger , Dominik Schröder

Let $x \in S^{n-1}$ be a unit eigenvector of an $n \times n$ random matrix. This vector is delocalized if it is distributed roughly uniformly over the real or complex sphere. This intuitive notion can be quantified in various ways. In these…

概率论 · 数学 2017-07-27 Mark Rudelson

In this article, we study the fluctuations of the random variable: $$ {\mathcal I}_n(\rho) = \frac 1N \log\det(\Sigma_n \Sigma_n^* + \rho I_N),\quad (\rho>0) $$ where $\Sigma_n= n^{-1/2} D_n^{1/2} X_n\tilde D_n^{1/2} +A_n$, as the…

概率论 · 数学 2011-07-04 Walid Hachem , Malika Kharouf , Jamal Najim , Jack W. Silverstein

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

We study the fluctuation behavior of individual eigenvalues of kernel matrices arising from dense graphon-based random graphs. Under minimal integrability and boundedness assumptions on the graphon, we establish distributional limits for…

概率论 · 数学 2026-03-03 Behzad Aalipur

We consider the normalized adjacency matrix of a random $d$-regular graph on $N$ vertices with any fixed degree $d\geq 3$ and denote its eigenvalues as $\lambda_1=d/\sqrt{d-1}\geq \lambda_2\geq\lambda_3\cdots\geq \lambda_N$. We establish…

概率论 · 数学 2025-02-04 Jiaoyang Huang , Theo McKenzie , Horng-Tzer Yau

Normalized eigenvalue counting measure of the sum of two Hermitian (or real symmetric) matrices $A_{n}$ and $B_{n}$ rotated independently with respect to each other by the random unitary (or orthogonal) Haar distributed matrix $U_{n}$ (i.e.…

数学物理 · 物理学 2016-08-15 L. Pastur , V. Vasilchuk

In this work we consider general non-Hermitian square random matrices $X$ that include a wide class of random band matrices with independent entries. Whereas the existence of limiting density is largely unknown for these inhomogeneous…

概率论 · 数学 2025-01-22 Yi Han

We compute analytically the probability of large fluctuations to the left of the mean of the largest eigenvalue in the Wishart (Laguerre) ensemble of positive definite random matrices. We show that the probability that all the eigenvalues…

统计力学 · 物理学 2009-11-13 Pierpaolo Vivo , Satya N. Majumdar , Oriol Bohigas

We study the special case of $n\times n$ 1D Gaussian Hermitian random band matrices, when the covariance of the elements is determined by the matrix $J=(-W^2\triangle+1)^{-1}$. Assuming that $n\ge CW\log W\gg 1$, we prove that the averaged…

数学物理 · 物理学 2016-08-24 Mariya Shcherbina , Tatyana Shcherbina

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

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 random matrices of the form $H_N=A_N+U_N B_N U^*_N$, where $A_N$, $B_N$ are two $N$ by $N$ deterministic Hermitian matrices and $U_N$ is a Haar distributed random unitary matrix. We establish a universal Central Limit Theorem…

概率论 · 数学 2020-08-20 Zhigang Bao , Kevin Schnelli , Yuanyuan Xu

We study the distribution of complex eigenvalues $z_1,\ldots, z_N$ of random Hermitian $N\times N$ block band matrices with a complex deformation of a finite rank. Assuming that the width of the band $W$ grows faster than $\sqrt{N}$, we…

数学物理 · 物理学 2021-12-09 Mariya Shcherbina , Tatyana Shcherbina

The random banded matrices (RBM) whose diagonal elements fluctuate much stronger than the off-diagonal ones were introduced recently by Shepelyansky as a convenient model for coherent propagation of two interacting particles in a random…

凝聚态物理 · 物理学 2009-10-28 Yan V. Fyodorov , Alexander D. Mirlin

We consider a closed macroscopic quantum system in a pure state $\psi_t$ evolving unitarily and take for granted that different macro states correspond to mutually orthogonal subspaces $\mathcal{H}_\nu$ (macro spaces) of Hilbert space, each…

数学物理 · 物理学 2025-09-09 Stefan Teufel , Roderich Tumulka , Cornelia Vogel

Let $A\in\mathbb{C}^{n\times n}$ be a normal matrix with spectrum $\{\lambda_{i}\}_{i=1}^{n}$, and let $\widetilde{A}=A+E\in\mathbb{C}^{n\times n}$ be a perturbed matrix with spectrum $\{\widetilde{\lambda}_{i}\}_{i=1}^{n}$. If…

数值分析 · 数学 2020-09-09 Xuefeng Xu