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We compute exact asymptotic of the statistical density of random matrices belonging to the Generalized Gaussian orthogonal, unitary and symplectic ensembles such that there no eigenvalues in the interval $[\sigma, +\infty[$. In particular,…

概率论 · 数学 2015-01-27 Mohamed Bouali

In order to have a better understanding of finite random matrices with non-Gaussian entries, we study the $1/N$ expansion of local eigenvalue statistics in both the bulk and at the hard edge of the spectrum of random matrices. This gives…

概率论 · 数学 2016-06-28 Alan Edelman , A. Guionnet , S. Péché

We study Anderson and alloy type random Schr\"odinger operators on $\ell^2(\ZZ^d)$ and $L^2(\RR^d)$. Wegner estimates are bounds on the average number of eigenvalues in an energy interval of finite box restrictions of these types of…

谱理论 · 数学 2018-09-28 Ivan Veselic'

We study $N \times N$ random band matrices $H = (H_{xy})$ with mean-zero complex Gaussian entries, where $x,y$ lie on the discrete torus $(\mathbb{Z} / \sqrt[d]{N} \mathbb{Z})^d$ in dimensions $d \ge 3$. The variance profile satisfies…

概率论 · 数学 2025-12-19 Sofiia Dubova , Fan Yang , Horng-Tzer Yau , Jun Yin

We consider $N\times N$ Hermitian or symmetric random matrices with independent entries. The distribution of the $(i,j)$-th matrix element is given by a probability measure $\nu_{ij}$ whose first two moments coincide with those of the…

数学物理 · 物理学 2011-11-16 Antti Knowles , Jun Yin

The Wegner orbital model is a class of random operators introduced by Wegner to model the motion of a quantum particle with many internal degrees of freedom (orbitals) in a disordered medium. We consider the case when the matrix potential…

数学物理 · 物理学 2017-09-22 Jeffrey Schenker , Ron Peled , Mira Shamis , Sasha Sodin

We consider large non-Hermitian real or complex random matrices $X$ with independent, identically distributed centred entries. We prove that their local eigenvalue statistics near the spectral edge, the unit circle, coincide with those of…

概率论 · 数学 2023-01-11 Giorgio Cipolloni , László Erdős , Dominik Schröder

We prove an optimal order delocalization estimate for the eigenvectors of general $N \times N$ non-Hermitian matrices $X$: $\| {\bf v } \|_\infty \leq C \sqrt{\frac{\log N}{N}}$ with very high probability, for any right or left eigenvector…

概率论 · 数学 2025-09-19 Giorgio Cipolloni , Benjamin Landon

We study the phenomenon of "crowding" near the largest eigenvalue $\lambda_{\max}$ of random $N \times N$ matrices belonging to the Gaussian Unitary Ensemble (GUE) of random matrix theory. We focus on two distinct quantities: (i) the…

数学物理 · 物理学 2014-07-18 Anthony Perret , Gregory Schehr

Following E. Wigner's original vision, we prove that sampling the eigenvalue gaps within the bulk spectrum of a fixed (deformed) Wigner matrix $H$ yields the celebrated Wigner-Dyson-Mehta universal statistics with high probability.…

数学物理 · 物理学 2024-04-18 Giorgio Cipolloni , László Erdős , Dominik Schröder

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

In this paper we investigate the smallest eigenvalue, denoted as $\la_N,$ of a $(N+1)\times (N+1)$ Hankel or moments matrix, associated with the weight, $w(x)=\exp(-x^{\bt}),x>0,\bt>0$, in the large $N$ limit. Using a previous result, the…

经典分析与常微分方程 · 数学 2016-09-07 Yang Chen , Nigel Lawrence

We obtain lower tail estimates for the smallest singular value of random matrices with independent but non-identically distributed entries. Specifically, we consider $n\times n$ matrices with complex entries of the form \[ M = A\circ X + B…

概率论 · 数学 2018-05-21 Nicholas A. Cook

Let $A$ be an $n\times n$ matrix with mutually independent centered Gaussian entries. Define \begin{align*} \sigma^*:=\max\limits_{i,j\leq n}\sqrt{{\mathbb E}\,|A_{i,j}|^2}, \quad \sigma:=\max\bigg(\max\limits_{j\leq n}\sqrt{{\mathbb…

概率论 · 数学 2023-07-26 Konstantin Tikhomirov

Consider an $N\times N$ hermitian random matrix with independent entries, not necessarily Gaussian, a so called Wigner matrix. It has been conjectured that the local spacing distribution, i.e. the distribution of the distance between…

数学物理 · 物理学 2009-10-31 Kurt Johansson

Rectangular real $N \times (N + \nu)$ matrices $W$ with a Gaussian distribution appear very frequently in data analysis, condensed matter physics and quantum field theory. A central question concerns the correlations encoded in the spectral…

数学物理 · 物理学 2015-03-10 G. Akemann , T. Guhr , M. Kieburg , R. Wegner , T. Wirtz

In this paper, we adopt the eigenvector empirical spectral distribution (VESD) to investigate the limiting behavior of eigenvectors of a large dimensional Wigner matrix W_n. In particular, we derive the optimal bound for the rate of…

统计理论 · 数学 2016-11-22 Ningning Xia , Zhidong Bai

This paper provides a quantitative analysis of the rightmost eigenvalue for a chiral non-Hermitian random Dirac matrix in the maximally non-Hermitian regime ($\tau=0$). Let $(\sigma_i)_{1\le i\le n}$ be the eigenvalues with positive real…

概率论 · 数学 2026-01-19 Yutao Ma , Xujia Meng

We consider $N$ by $N$ deformed Wigner random matrices of the form $X_N=H_N+A_N$, where $H_N$ is a real symmetric or complex Hermitian Wigner matrix and $A_N$ is a deterministic real bounded diagonal matrix. We prove a universal Central…

概率论 · 数学 2020-09-22 Yiting Li , Kevin Schnelli , Yuanyuan Xu

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