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The power-law random banded matrices and the ultrametric random matrices are investigated numerically in the regime where eigenstates are extended but all integer matrix moments remain finite in the limit of large matrix dimensions. Though…

数学物理 · 物理学 2018-10-17 E. Bogomolny , M. Sieber

We consider unitary random matrix ensembles Z_{n,s,t}^{-1}e^{-n tr V_{s,t}(M)}dM on the space of Hermitian n x n matrices M, where the confining potential V_{s,t} is such that the limiting mean density of eigenvalues (as n\to\infty and…

数学物理 · 物理学 2009-11-11 T. Claeys , M. Vanlessen

We explore the boundaries of sine kernel universality for the eigenvalues of Gaussian perturbations of large deterministic Hermitian matrices. Equivalently, we study for deterministic initial data the time after which Dyson's Brownian…

概率论 · 数学 2019-12-05 Tom Claeys , Thorsten Neuschel , Martin Venker

We study the normalized eigenvalue counting measure d\sigma of matrices of long-range percolation model. These are (2n+1)\times (2n+1) random real symmetric matrices H=\{H(i,j)\}_{i,j} whose elements are independent random variables taking…

概率论 · 数学 2008-06-30 Ayadi Slim

We show that a Wigner induced random orthonormal basis of spherical harmonics is almost surely quantum ergodic. Here, a random basis is identified with an element of the product probability space of unitary groups, each endowed with the…

概率论 · 数学 2021-07-13 Robert Chang

We consider the limiting location and limiting distribution of the largest eigenvalue in real symmetric ($\beta$ = 1), Hermitian ($\beta$ = 2), and Hermitian self-dual ($\beta$ = 4) random matrix models with rank 1 external source. They are…

数学物理 · 物理学 2012-01-31 Dong Wang

We consider certain large random matrices, called random inner-product kernel matrices, which are essentially given by a nonlinear function $f$ applied entrywise to a sample-covariance matrix, $f(X^TX)$, where $X \in \mathbb{R}^{d \times…

概率论 · 数学 2023-10-30 Sofiia Dubova , Yue M. Lu , Benjamin McKenna , Horng-Tzer Yau

We consider large random matrices $X$ with centered, independent entries which have comparable but not necessarily identical variances. Girko's circular law asserts that the spectrum is supported in a disk and in case of identical…

概率论 · 数学 2017-04-14 Johannes Alt , Laszlo Erdos , Torben Krüger

We describe Generalized Hermitian matrices ensemble sometimes called Chiral ensemble. We give global asymptotic of the density of eigenvalues or the statistical density. We will calculate a Laplace transform of such a density for finite…

概率论 · 数学 2014-09-02 Mohamed Bouali

We consider the bulk eigenvalue statistics of Laplacian matrices of large Erd\H{o}s-R\'enyi random graphs in the regime $p \geq N^{\delta}/N$ for any fixed $\delta >0$. We prove a local law down to the optimal scale $\eta \gtrsim N^{-1}$…

概率论 · 数学 2015-10-22 Jiaoyang Huang , Benjamin Landon

We consider the local statistics of $H = V^* X V + U^* Y U$ where $V$ and $U$ are independent Haar-distributed unitary matrices, and $X$ and $Y$ are deterministic real diagonal matrices. In the bulk, we prove that the gap statistics and…

概率论 · 数学 2017-01-04 Ziliang Che , Benjamin Landon

In this paper, we investigate the asymptotic spectrum of complex or real Deformed Wigner matrices $(M_N)_N$ defined by $M_N=W_N/\sqrt{N}+A_N$ where $W_N$ is an $N\times N$ Hermitian (resp., symmetric) Wigner matrix whose entries have a…

概率论 · 数学 2011-02-24 Mireille Capitaine , Catherine Donati-Martin , Delphine Féral

We study the Gaussian hermitian random matrix ensemble with an external matrix which has an arbitrary number of eigenvalues with arbitrary multiplicity. We compute the limiting eigenvalues correlations when the size of the matrix goes to…

数学物理 · 物理学 2008-03-06 N. Orantin

We derive a sufficient condition for a Hermitian $N \times N$ matrix $A$ to have at least $m$ eigenvalues (counting multiplicities) in the interval $(-\epsilon, \epsilon)$. This condition is expressed in terms of the existence of a…

数学物理 · 物理学 2014-03-12 Alexander Elgart , Daniel Schmidt

In this text, based on elementary computations, we provide a perturbative expansion of the coordinates of the eigenvectors of a Hermitian matrix of large size perturbed by a random matrix with small operator norm whose entries in the…

概率论 · 数学 2020-03-19 Florent Benaych-Georges , Nathanaël Enriquez , Alkéos Michaïl

Random Hermitian matrices with a source term arise, for instance, in the study of non-intersecting Brownian walkers \cite{Adler:2009a, Daems:2007} and sample covariance matrices \cite{Baik:2005}. We consider the case when the $n\times n$…

数学物理 · 物理学 2010-09-21 Marco Bertola , Robert Buckingham , Seung-Yeop Lee , Virgil U. Pierce

We prove a strong version of quantum ergodicity for linear hyperbolic maps of the torus (``cat maps''). We show that there is a density one sequence of integers so that as N tends to infinity along this sequence, all eigenfunctions of the…

数论 · 数学 2007-05-23 P. Kurlberg , Z. Rudnick

We establish the first quantitative Berry-Esseen bounds for edge eigenvector statistics in random regular graphs. For any $d$-regular graph on $N$ vertices with fixed $d \geq 3$ and deterministic unit vector $\mathbf{q} \perp \mathbf{e}$,…

概率论 · 数学 2025-07-18 Leonhard Nagel

We show that the Dyson Brownian Motion exhibits local universality after a very short time assuming that local rigidity and level repulsion hold. These conditions are verified, hence bulk spectral universality is proven, for a large class…

概率论 · 数学 2015-04-16 Laszlo Erdos , Kevin Schnelli

We calculate eigenvector statistics in an ensemble of non-Hermitian matrices describing open quantum systems [F. Haake et al., Z. Phys. B 88, 359 (1992)] in the limit of large matrix size. We show that ensemble-averaged eigenvector…

介观与纳米尺度物理 · 物理学 2009-10-31 B. Mehlig , M. Santer
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