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相关论文: Eigenstate thermalisation at the edge for Wigner m…

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We consider the ensemble of adjacency matrices of Erd\H{o}s-R\'{e}nyi random graphs, that is, graphs on $N$ vertices where every edge is chosen independently and with probability $p\equiv p(N)$. We rescale the matrix so that its bulk…

概率论 · 数学 2013-07-12 László Erdős , Antti Knowles , Horng-Tzer Yau , Jun Yin

According to the eigenstate thermalization hypothesis (ETH), even isolated quantum systems can thermalize because the eigenstate-to-eigenstate fluctuations of typical observables vanish in the limit of large systems. Of course, isolated…

统计力学 · 物理学 2014-04-08 W. Beugeling , R. Moessner , Masudul Haque

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…

概率论 · 数学 2016-08-05 Antti Knowles , Jun Yin

We consider a full rank deformation of the GUE $W_N+A_N$ where $A_N$ is a full rank Hermitian matrix of size $N$ and $W_N$ is a GUE. The empirical eigenvalue distribution $\mu_{A_N}$ of $A_N$ converges to a probability distribution $\nu$.…

概率论 · 数学 2014-02-11 M. Capitaine , S. Péché

We derive a Central Limit Theorem (CLT) for $\log \left\vert\det \left( W_{N}-E_{N}\right)\right\vert,$ where $W_{N}$ is a Wigner matrix, and $E_{N}$ is local to the edge of the semi-circle law. Precisely, $E_N=2+N^{-2/3}\sigma_N$ with…

概率论 · 数学 2022-07-11 Iain M. Johnstone , Yegor Klochkov , Alexei Onatski , Damian Pavlyshyn

We study the asymptotic behavior of eigenvalues of large complex correlated Wishart matrices at the edges of the limiting spectrum. In this setting, the support of the limiting eigenvalue distribution may have several connected components.…

概率论 · 数学 2016-06-07 Walid Hachem , Adrien Hardy , Jamal Najim

We study the local semicircle law for Gaussian $\beta$-ensembles at the edge of the spectrum. We prove that at the almost optimal level of $n^{-2/3+\epsilon}$, the local semicircle law holds for all $\beta \geq 1$ at the edge. The proof of…

概率论 · 数学 2015-06-03 Percy Wong

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…

概率论 · 数学 2020-05-06 Lingyun Li , Matthew Reed , Alexander Soshnikov

These notes provide an introduction to the local semicircle law from random matrix theory, as well as some of its applications. We focus on Wigner matrices, Hermitian random matrices with independent upper-triangular entries with zero…

概率论 · 数学 2018-09-11 Florent Benaych-Georges , Antti Knowles

We consider random Hermitian matrices with independent upper triangular entries. Wigner's semicircle law says that under certain additional assumptions, the empirical spectral distribution converges to the semicircle distribution. We…

概率论 · 数学 2022-06-14 Calvin Wooyoung Chin

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

The Eigenstate Thermalization Hypothesis (ETH) was developed as a framework for understanding how the principles of statistical mechanics emerge in the long-time limit of isolated quantum many-body systems. Since then, ETH has shifted the…

统计力学 · 物理学 2025-12-01 Elisa Vallini , Laura Foini , Silvia Pappalardi

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

A strongly non-integrable system is expected to satisfy the eigenstate thermalization hypothesis, which states that the expectation value of an observable in an energy eigenstate is the same as the thermal value. This must be revised if the…

统计力学 · 物理学 2015-11-04 Keith R. Fratus , Mark Srednicki

We prove local laws, i.e. optimal concentration estimates for arbitrary products of resolvents of a Wigner random matrix with deterministic matrices in between. We find that the size of such products heavily depends on whether some of the…

概率论 · 数学 2022-11-02 Giorgio Cipolloni , László Erdős , Dominik Schröder

The Eigenstate Thermalization Hypothesis (ETH) explains emergence of the thermodynamic equilibrium by assuming a particular structure of observable's matrix elements in the energy eigenbasis. Schematically, it postulates that off-diagonal…

Since E.P.Wigner (1958) established his famous semicircle law, lots of attention has been paid by physicists, probabilists and statisticians to study the asymptotic properties of the largest eigenvalues for random matrices. Bai and Yin…

概率论 · 数学 2014-03-21 Yanqing Yin , Zhidong Bai , Jiang Hu

We study ensembles of random symmetric matrices whose entries exhibit certain correlations. Examples are distributions of Curie-Weiss-type. We provide a criterion on the correlations ensuring the validity of Wigner's semicircle law for the…

数学物理 · 物理学 2014-02-25 Winfried Hochstättler , Werner Kirsch , Simone Warzel

We consider a random symmetric matrix ${\bf X} = [X_{jk}]_{j,k=1}^n$ with upper triangular entries being i.i.d. random variables with mean zero and unit variance. We additionally suppose that $\mathbb E |X_{11}|^{4 + \delta} =:…

We derive new general expressions for the fluctuating electromagnetic field outside a homogeneous material surface. The analysis is based on general results from the thermodynamics of irreversible processes, and requires no consideration of…

量子物理 · 物理学 2008-11-26 Giuseppe Bimonte , Enrico Santamato