相关论文: Asymptotic analysis of random matrices with extern…
We study Hermitian random matrix models with an external source matrix which has equispaced eigenvalues, and with an external field such that the limiting mean density of eigenvalues is supported on a single interval as the dimension tends…
We consider the hermitian random matrix model with external source and general polynomial potential, when the source has two distinct eigenvalues but is otherwise arbitrary. All such models studied so far have a common feature: an…
The classical random matrix theory is mostly focused on asymptotic spectral properties of random matrices as their dimensions grow to infinity. At the same time many recent applications from convex geometry to functional analysis to…
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 $n\times n$…
This is a tutorial on some basic non-asymptotic methods and concepts in random matrix theory. The reader will learn several tools for the analysis of the extreme singular values of random matrices with independent rows or columns. Many of…
We give a summary of the recent progress made by the authors and collaborators on the asymptotic analysis of the two matrix model with a quartic potential. The paper also contains a list of open problems.
Non-asymptotic theory of random matrices strives to investigate the spectral properties of random matrices, which are valid with high probability for matrices of a large fixed size. Results obtained in this framework find their applications…
The asymptotic normality for a large family of eigenvalue statistics of a general sample covariance matrix is derived under the ultra-high dimensional setting, that is, when the dimension to sample size ratio $p/n \to \infty$. Based on this…
In this paper we studied the asymptotic eigenvalue statistics of the 2 matrix model with a quartic monomial and a general even polynomial potential. We studied the correlation kernel for the eigenvalues of one of the matrices in asymptotic…
We characterize some asymptotic properties of edge exchangeable random graphs in terms of the measure used to generate them. In particular, we give a necessary and sufficient condition for eventual forever connectedness, a sufficient…
When a randomness is introduced at the level of real matrix elements, depending on its particular realization, a pair of eigenvalues can appear as real or form a complex conjugate pair. We show that in the limit of large matrix size the…
We investigate random density matrices obtained by partial tracing larger random pure states. We show that there is a strong connection between these random density matrices and the Wishart ensemble of random matrix theory. We provide…
Eigenvalue spectrum of the Laplacian on a metric graph with arbitrary but fixed vertex conditions is investigated in the limit as the lengths of all edges decrease to zero at the same rate. It is proved that there are exactly four possible…
We study the asymptotic distribution of the eigenvalues of random Hermitian periodic band matrices, focusing on the spectral edges. The eigenvalues close to the edges converge in distribution to the Airy point process if (and only if) the…
We develop a method for computing all the {\it generalized asymptotes} of a real plane algebraic curve $\cal C$ over $\Bbb C$ implicitly defined by an irreducible polynomial $f(x,y)\in {\Bbb R}[x,y]$. The approach is based on the notion of…
We provide non-asymptotic, relative deviation bounds for the eigenvalues of empirical covariance and Gram matrices in general settings. Unlike typical uniform bounds, which may fail to capture the behavior of smaller eigenvalues, our…
We consider the linear damped wave equation on finite metric graphs and analyse its spectral properties with an emphasis on the asymptotic behaviour of eigenvalues. In the case of equilateral graphs and standard coupling conditions we show…
We construct approximate transport maps for perturbative several-matrix models. As a consequence, we deduce that local statistics have the same asymptotic as in the case of independent GUE or GOE matrices, i.e., they are given by the…
We describe the asymptotic properties of the edge-triangle exponential random graph model as the natural parameters diverge along straight lines. We show that as we continuously vary the slopes of these lines, a typical graph drawn from…
We consider a non-relativistic quantum particle interacting with a singular potential supported by two parallel straight lines in the plane. We locate the essential spectrum under the hypothesis that the interaction asymptotically…