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相关论文: Circular law for non-Hermitian block band matrices…

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We consider inhomogeneous square random matrices of size $N$ with independent entries of mean 0 and finite variance. We assume that the variance profile of this matrix is doubly stochastic and has a band-like structure with an appropriately…

概率论 · 数学 2025-08-27 Yi Han

We prove the circular law for a class of non-Hermitian random block band matrices with genuinely sublinear bandwidth. Namely, we show there exists $\tau \in (0,1)$ so that if the bandwidth of the matrix $X$ is at least $n^{1-\tau}$ and the…

概率论 · 数学 2021-09-01 Vishesh Jain , Indrajit Jana , Kyle Luh , Sean O'Rourke

We consider the convergence of the ESD for non-Hermitian random band matrices with independent entries to the circular law, which is the uniform measure on the unit disk in the center of the complex plane. We assume that the bandwidth of…

概率论 · 数学 2025-12-02 Yi Han

The circular law asserts that the empirical distribution of eigenvalues of appropriately normalized $n\times n$ matrix with i.i.d. entries converges to the uniform measure on the unit disc as the dimension $n$ grows to infinity. Consider an…

概率论 · 数学 2019-03-05 Mark Rudelson , Konstantin Tikhomirov

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…

数学物理 · 物理学 2009-11-13 Laszlo Erdos , Benjamin Schlein , Horng-Tzer Yau

Consider an $ N \times N$ Hermitian one-dimensional random band matrix with band width $W > N^{1 / 2 + \frak c} $ for any $ {\frak c} > 0$. In the bulk of the spectrum and in the large $ N $ limit, we obtain the following results: (i) The…

概率论 · 数学 2025-05-22 Horng-Tzer Yau , Jun Yin

An exchangeable random matrix is a random matrix with distribution invariant under any permutation of the entries. For such random matrices, we show, as the dimension tends to infinity, that the empirical spectral distribution tends to the…

概率论 · 数学 2016-03-25 Radosław Adamczak , Djalil Chafaï , Paweł Wolff

We consider products of independent square non-Hermitian random matrices. More precisely, let X(1),...,X(n) be random matrices with independent entries (real or complex with independent real and imaginary parts) with zero mean and variance…

概率论 · 数学 2015-12-11 Yuriy Nemish

We consider a general class of $N\times N$ random matrices whose entries $h_{ij}$ are independent up to a symmetry constraint, but not necessarily identically distributed. Our main result is a local semicircle law which improves previous…

概率论 · 数学 2013-05-28 Laszlo Erdos , Antti Knowles , Horng-Tzer Yau , Jun Yin

It is well known that the spectral measure of eigenvalues of a rescaled square non-Hermitian random matrix with independent entries satisfies the circular law. We consider the product $TX$, where $T$ is a deterministic $N\times M$ matrix…

概率论 · 数学 2018-10-17 Haokai Xi , Fan Yang , Jun Yin

Let $A_n$ be an $n\times n$ matrix with iid entries distributed as Bernoulli random variables with parameter $p = p_n$. Rudelson and Tikhomirov, in a beautiful and celebrated paper, show that the distribution of eigenvalues of $A_n \cdot…

概率论 · 数学 2025-01-09 Ashwin Sah , Julian Sahasrabudhe , Mehtaab Sawhney

We consider random hermitian matrices made of complex blocks. The symmetries of these matrices force them to have pairs of opposite real eigenvalues, so that the average density of eigenvalues must vanish at the origin. These densities are…

凝聚态物理 · 物理学 2009-10-28 E. Brézin , S. Hikami , A. Zee

For a class of sparse random matrices of the form $A_n =(\xi_{i,j}\delta_{i,j})_{i,j=1}^n$, where $\{\xi_{i,j}\}$ are i.i.d.~centered sub-Gaussian random variables of unit variance, and $\{\delta_{i,j}\}$ are i.i.d.~Bernoulli random…

概率论 · 数学 2018-06-13 Anirban Basak , Mark Rudelson

The circular law asserts that the spectral measure of eigenvalues of rescaled random matrices without symmetry assumption converges to the uniform measure on the unit disk. We prove a local version of this law at any point $z$ away from the…

概率论 · 数学 2013-12-05 Paul Bourgade , Horng-Tzer Yau , Jun Yin

This paper can be thought of as a remark of \cite{llw}, where the authors studied the eigenvalue distribution $\mu_{X_N}$ of random block Toeplitz band matrices with given block order $m$. In this note we will give explicit density…

概率论 · 数学 2011-08-16 Yi-Ting Li , Dang-Zheng Liu , Xin Sun , Zheng-Dong Wang

We consider non-Hermitian random matrices $X \in \mathbb{C}^{n \times n}$ with general decaying correlations between their entries. For large $n$, the empirical spectral distribution is well approximated by a deterministic density,…

概率论 · 数学 2021-02-25 Johannes Alt , Torben Krüger

We consider $N\times N$ Hermitian random matrices with i.i.d. entries. The matrix is normalized so that the average spacing between consecutive eigenvalues is of order $1/N$. We study the connection between eigenvalue statistics on…

数学物理 · 物理学 2009-06-25 László Erdős , Benjamin Schlein , Horng-Tzer Yau

Consider an ensemble of $N\times N$ non-Hermitian matrices in which all entries are independent identically distributed complex random variables of mean zero and absolute mean-square one. If the entry distributions also possess bounded…

概率论 · 数学 2007-05-23 B. Rider , Jack W. Silverstein

We consider $N\times N$ Hermitian random matrices $H$ consisting of blocks of size $M\geq N^{6/7}$. The matrix elements are i.i.d. within the blocks, close to a Gaussian in the four moment matching sense, but their distribution varies from…

概率论 · 数学 2015-03-27 Zhigang Bao , Laszlo Erdos

Let $\a$ be a complex random variable with mean zero and bounded variance $\sigma^{2}$. Let $N_{n}$ be a random matrix of order $n$ with entries being i.i.d. copies of $\a$. Let $\lambda_{1}, ..., \lambda_{n}$ be the eigenvalues of…

概率论 · 数学 2008-02-29 Terence Tao , Van Vu
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