相关论文: Optimal Delocalization for Generalized Wigner Matr…

The model of heavy Wigner matrices generalizes the classical ensemble of Wigner matrices: the sub-diagonal entries are independent, identically distributed along to and out of the diagonal, and the moments its entries are of order 1/N,…

We study the statistics of the local resolvent and non-ergodic properties of eigenvectors for a generalised Rosenzweig-Porter $N\times N$ random matrix model, undergoing two transitions separated by a delocalised non-ergodic phase.…

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…

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…

The aim of this paper is to provide a novel proof for the Local Semicircle Law for the Wigner ensemble. The core of the proof is the intensive use of the algebraic structure that arises, i.e. resolvent expansions and resolvent identities.…

In this work we present a framework for studying the eigenvalues of a family of matrices with a particular displacement structure. The family admits a specific decomposition as the product of an upper and a lower triangular matrices having…

We prove the Central Limit Theorem for finite-dimensional vectors of linear eigenvalue statistics of submatrices of Wigner random matrices under the assumption that test functions are sufficiently smooth. We connect the asymptotic…

We analyse the spectrum of additive finite-rank deformations of $N \times N$ Wigner matrices $H$. The spectrum of the deformed matrix undergoes a transition, associated with the creation or annihilation of an outlier, when an eigenvalue…

We prove the Eigenstate Thermalisation Hypothesis for Wigner matrices uniformly in the entire spectrum, in particular near the spectral edges, with a bound on the fluctuation that is optimal for any observable. This complements earlier…

We consider $N\times N$ Hermitian random band matrices $H=(H_{xy})$, whose entries are centered complex Gaussian random variables. The indices $x,y$ range over the $d$-dimensional discrete torus $(\mathbb Z/L\mathbb Z)^d$ with $d\in…

We develop a new method for deriving local laws for a large class of random matrices. It is applicable to many matrix models built from sums and products of deterministic or independent random matrices. In particular, it may be used to…

We consider large non-Hermitian $N\times N$ matrices with an additive independent, identically distributed (i.i.d.) noise for each matrix elements. We show that already a small noise of variance $1/N$ completely thermalises the bulk…

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…

We consider Hermitian and symmetric random band matrices $H = (h_{xy})$ in $d \geq 1$ dimensions. The matrix entries $h_{xy}$, indexed by $x,y \in (\bZ/L\bZ)^d$, are independent, centred random variables with variances $s_{xy} = \E…

We prove that in the limit of large dimension, the distribution of the logarithm of the characteristic polynomial of a generalized Wigner matrix converges to a log-correlated field. In particular, this shows that the limiting joint…

We introduce a method for the comparison of some extremal eigenvalue statistics of random matrices. For example, it allows one to compare the maximal eigenvalue gap in the bulk of two generalized Wigner ensembles, provided that the first…

Consider an n x n Hermitian random matrix with, above the diagonal, independent entries with alpha-stable symmetric distribution and 0 < alpha < 2. We establish new bounds on the rate of convergence of the empirical spectral distribution of…

The delocalized non-ergodic phase existing in some random $N \times N$ matrix models is analyzed via the Wigner-Weisskopf approximation for the dynamics from an initial site $j_0$. The main output of this approach is the inverse…

We establish large deviations estimates for the largest eigenvalue of Wigner matrices with sub-Gaussian entries. Under technical assumptions, we show that the large deviation behavior of the largest eigenvalue is universal for small…

We consider the nearest-neighbor spacing distributions of mixed random matrix ensembles interpolating between different symmetry classes, or between integrable and non-integrable systems. We derive analytical formulas for the spacing…