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The eigenvalues and eigenvectors of nonnormal matrices can be unstable under perturbations of their entries. This renders an obstacle to the analysis of numerical algorithms for non-Hermitian eigenvalue problems. A recent technique to…

概率论 · 数学 2026-04-14 Rikhav Shah , Nikhil Srivastava , Edward Zeng

The celebrated elliptic law describes the distribution of eigenvalues of random matrices with correlations between off-diagonal pairs of elements, having applications to a wide range of physical and biological systems. Here, we investigate…

数学物理 · 物理学 2019-09-09 Pau Vilimelis Aceituno , Tim Rogers , Henning Schomerus

We consider symmetric and Hermitian random matrices whose entries are independent and symmetric random variables with an arbitrary variance pattern. Under a novel Short-to-Long Mixing condition, which is sharp in the sense that it precludes…

概率论 · 数学 2025-11-12 Dang-Zheng Liu , Guangyi Zou

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

Random spatial networks-that is, graphs whose connectivity is governed by geometric proximity-have emerged as fundamental models for systems constrained by an underlying spatial structure. A prototypical example is the random geometric…

概率论 · 数学 2026-02-20 Christian Hirsch , Kyeongsik Nam , Moritz Otto

Random Matrix Theory is a powerful tool in applied mathematics. Three canonical models of random matrix distributions are the Gaussian Orthogonal, Unitary and Symplectic Ensembles. For matrix ensembles defined on k-fold tensor products of…

数学物理 · 物理学 2024-05-06 Michael Brodskiy , Owen L. Howell

We prove that with high probability, every eigenvector of a random matrix is delocalized in the sense that any subset of its coordinates carries a non-negligible portion of its $\ell_2$ norm. Our results pertain to a wide class of random…

概率论 · 数学 2016-12-23 Mark Rudelson , Roman Vershynin

Non-Hermitian random matrices with statistical spectral characteristics beyond the standard Ginibre ensembles have recently emerged in the description of dissipative quantum many-body systems as well as in non-ergodic wave transport in…

数学物理 · 物理学 2025-11-27 Gernot Akemann , Yan V. Fyodorov , Dmitry V. Savin

Reliable and efficient computation of the pseudospectral abscissa in the large-scale setting is still not settled. Unlike the small-scale setting where there are globally convergent criss-cross algorithms, all algorithms in the large-scale…

数值分析 · 数学 2025-06-09 Waqar Ahmed , Emre Mengi

In an overall framework of quantum mechanics of unitary systems a rather sophisticated new version of perturbation theory is developed. What is assumed is, firstly, that the perturbed Hamiltonians $H=H_0+\lambda V$ are non-Hermitian and lie…

数学物理 · 物理学 2020-08-06 Miloslav Znojil

This work introduces the minimax Laplace transform method, a modification of the cumulant-based matrix Laplace transform method developed in "User-friendly tail bounds for sums of random matrices" (arXiv:1004.4389v6) that yields both upper…

概率论 · 数学 2011-07-22 Alex Gittens , Joel A. Tropp

We study random normal matrix models whose eigenvalues tend to be distributed within a narrow "band" around the unit circle of width proportional to $\frac1n$, where $n$ is the size of matrices. For general radially symmetric potentials…

概率论 · 数学 2021-12-22 Sung-Soo Byun , Seong-Mi Seo

We address overcrowding estimates for the singular values of random iid matrices, as well as for the eigenvalues of random Wigner matrices. We show evidence of long range separation under arbitrary perturbation even in matrices of discrete…

概率论 · 数学 2018-10-09 Hoi H. Nguyen

Eigenspectra that fill regions in the complex plane have been intriguing to many, inspiring research from random matrix theory to esoteric semi-infinite bounded non-Hermitian lattices. In this work, we propose a simple and robust ansatz for…

介观与纳米尺度物理 · 物理学 2022-05-18 Hui Jiang , Ching Hua Lee

This work addresses the Galerkin isogeometric discretization of the one-dimensional Laplace eigenvalue problem subject to homogeneous Dirichlet boundary conditions on a bounded interval. We employ GLT theory to analyze the behavior of the…

数值分析 · 数学 2025-10-15 Lamsahel Noureddine , Abdeladim El Akri , Ahmed Ratnani

In this article, we study microscopic properties of a two-dimensional eigenvalue ensemble near a conical singularity arising from insertion of a point charge in the bulk of the support of eigenvalues. In particular, we characterize all…

数学物理 · 物理学 2021-09-01 Yacin Ameur , Nam-Gyu Kang , Seong-Mi Seo

We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…

概率论 · 数学 2015-11-11 Kristina Schubert , Martin Venker

We consider eigenvectors of the Hamiltonian $H_0$ perturbed by a generic perturbation $V$ modelled by a random matrix from the Gaussian Unitary Ensemble (GUE). Using the supersymmetry approach we derive analytical results for the statistics…

无序系统与神经网络 · 物理学 2017-01-04 Kevin Truong , Alexander Ossipov

We introduce a new technique to prove bounds for the spectral radius of a random matrix, based on using Jensen's formula to establish the zerofreeness of the associated characteristic polynomial in a region of the complex plane. Our…

概率论 · 数学 2025-10-01 Sidhanth Mohanty , Amit Rajaraman

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