相关论文: Wegner estimate and upper bound on the eigenvalue …
We consider $N\times N$ Hermitian random matrices with independent identically distributed entries (Wigner matrices). The matrices are normalized so that the average spacing between consecutive eigenvalues is of order $1/N$. Under suitable…
We consider random matrices of the form $H = W + \lambda V$, $\lambda\in\mathbb{R}^+$, where $W$ is a real symmetric or complex Hermitian Wigner matrix of size $N$ and $V$ is a real bounded diagonal random matrix of size $N$ with i.i.d.\…
In the first part of these notes, we review some of the recent developments in the study of the spectral properties of Wigner matrices. In the second part, we present a new proof of a Wegner estimate for the eigenvalues of a large class of…
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…
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…
We compute exact asymptotic results for the probability of the occurrence of large deviations of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we…
We consider a Wigner-type ensemble, i.e. large hermitian $N\times N$ random matrices $H=H^*$ with centered independent entries and with a general matrix of variances $S_{xy}=\mathbb E|H_{xy}|^2$. The norm of $H$ is asymptotically given by…
In this text, we consider an N by N random matrix X such that all but o(N) rows of X have W non identically zero entries, the other rows having lass than $W$ entries (such as, for example, standard or cyclic band matrices). We always…
We consider $N\times N$ Hermitian random matrices with independent identical distributed entries. The matrix is normalized so that the average spacing between consecutive eigenvalues is of order 1/N. Under suitable assumptions on the…
We consider $N\times N$ random matrices of the form $H=W+V$ where $W$ is a real symmetric or complex Hermitian Wigner matrix and $V$ is a random or deterministic, real, diagonal matrix whose entries are independent of $W$. We assume…
We establish precise right-tail small deviation estimates for the largest eigenvalue of real symmetric and complex Hermitian matrices whose entries are independent random variables with uniformly bounded moments. The proof relies on a Green…
This work is concerned with finite range bounds on the variance of individual eigenvalues of Wigner random matrices, in the bulk and at the edge of the spectrum, as well as for some intermediate eigenvalues. Relying on the GUE example,…
We obtain a tail bound for the least non-zero singular value of $A-z$ when $A$ is a random matrix and $z$ is an eigenvalue of $A$ in a neighbourhood of a given point $z_0$ in the bulk of the spectrum. The argument relies on a resolvent…
For general non-Hermitian random matrices $X$ and deterministic deformation matrices $A$, we prove that the local eigenvalue statistics of $A+X$ close to the typical edge points of its spectrum are universal. Furthermore, we show that under…
We consider the eigenvalues and eigenvectors of matrices of the form M + P, where M is an n by n Wigner random matrix and P is an arbitrary n by n deterministic matrix with low rank. In general, we show that none of the eigenvalues of M + P…
We calculate analytically the probability of large deviations from its mean of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we show that the…
We study discrete alloy-type random Schr\"odinger operators on $\ell^2(\mathbb{Z}^d)$. Wegner estimates are bounds on the average number of eigenvalues in an energy interval of finite box restrictions of these types of operators. If the…
We consider an ensemble of large non-Hermitian random matrices of the form $\hat{H}+i\hat{A}_s$, where $\hat{H}$ and $\hat{A}_s$ are Hermitian statistically independent random $N\times N$ matrices. We demonstrate the existence of a new…
We prove a Wegner estimate for alloy type models merely assuming that the single site potential is lower bounded by a characteristic function of a thick set, that is a particular set of positive measure. The proof is based on two…
We prove a local law for eigenvalues of the random Hermitian matrices with external source $W_n=\frac{1}{n}X_n+A_n$ where $X_n$ is Wigner matrix and $A_n$ is diagonal matrix with only two values $a, -a$ on the diagonal. The local law is an…