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In the past 20 years, the study of real eigenvalues of non-symmetric real random matrices has seen important progress. Notwithstanding, central questions still remain open, such as the characterization of their asymptotic statistics and the…

数学物理 · 物理学 2016-05-03 Luis Carlos García del Molino , Khashayar Pakdaman , Jonathan Touboul

We study the linear eigenvalue statistics of large random graphs in the regimes when the mean number of edges for each vertex tends to infinity. We prove that for a rather wide class of test functions the fluctuations of linear eigenvalue…

数学物理 · 物理学 2015-06-03 Maria Shcherbina , Brunello Tirozzi

We consider the joint distribution of real and imaginary parts of eigenvalues of random matrices with independent real entries with mean zero and unit variance. We prove the convergence of this distribution to the uniform distribution on…

概率论 · 数学 2007-05-23 F. Götze , A. Tikhomirov

We give an upper bound on the total variation distance between the linear eigenvalue statistic, properly scaled and centred, of a random matrix with a variance profile and the standard Gaussian random variable. The second order Poincar\'e…

概率论 · 数学 2019-01-29 Kartick Adhikari , Indrajit Jana , Koushik Saha

Consider an nxn random matrix X with i.i.d. nonnegative entries with bounded density, mean m, and finite positive variance sigma^2. Let M be the nxn random Markov matrix with i.i.d. rows obtained from X by dividing each row of X by its sum.…

概率论 · 数学 2012-03-27 Charles Bordenave , Pietro Caputo , Djalil Chafai

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

The complex Ginibre ensemble is an $N\times N$ non-Hermitian random matrix over $\mathbb{C}$ with i.i.d. complex Gaussian entries normalized to have mean zero and variance $1/N$. Unlike the Gaussian unitary ensemble, for which the…

概率论 · 数学 2018-05-24 Nicholas Crawford , Ron Rosenthal

A Gaussian fluctuation formula is proved for linear statistics of complex random matrices in the case that the statistic is rotationally invariant. For a general linear statistic without this symmetry, Coulomb gas theory is used to predict…

统计力学 · 物理学 2007-05-23 P. J. Forrester

We investigate traces of powers of random matrices whose distributions are invariant under rotations (with respect to the Hilbert--Schmidt inner product) within a real-linear subspace of the space of $n\times n$ matrices. The matrices we…

概率论 · 数学 2023-11-30 Elizabeth S. Meckes , Mark W. Meckes

We investigate the Wasserstein distance between the empirical spectral distribution of non-Hermitian random matrices and the Circular Law. For general entry distributions, we obtain a nearly optimal rate of convergence in 1-Wasserstein…

概率论 · 数学 2022-10-31 Jonas Jalowy

Let $G$ be an $N \times N$ real matrix whose entries are independent identically distributed standard normal random variables $G_{ij} \sim \mathcal{N}(0,1)$. The eigenvalues of such matrices are known to form a two-component system…

概率论 · 数学 2015-12-07 N. J. Simm

In this article we study the fluctuation of linear statistics of eigenvalues of circulant, symmetric circulant, reverse circulant and Hankel matrices. We show that the linear spectral statistics of these matrices converges to the Gaussian…

概率论 · 数学 2017-07-05 Kartick Adhikari , Koushik Saha

In this paper, we study the extreme statistics in the complex Ginibre ensemble of $N \times N$ random matrices with complex Gaussian entries, but with no other symmetries. All the $N$ eigenvalues are complex random variables and their joint…

We consider the adjacency matrix $A$ of a large random graph and study fluctuations of the function $f_n(z,u)=\frac{1}{n}\sum_{k=1}^n\exp\{-uG_{kk}(z)\}$ with $G(z)=(z-iA)^{-1}$. We prove that the moments of fluctuations normalized by…

数学物理 · 物理学 2015-05-14 M. Shcherbina , B. Tirozzi

We analyze the asymptotic fluctuations of linear eigenvalue statistics of random centrosymmetric matrices with i.i.d. entries. We prove that for a complex analytic test function, the centered and normalized linear eigenvalue statistics of…

概率论 · 数学 2025-10-20 Indrajit Jana , Sunita Rani

We consider non-gaussian ensembles of random normal matrices with the constraint that the ensembles are invariant under unitary transformations. We show that the level density of eigenvalues exhibits disk to ring transition in the complex…

数学物理 · 物理学 2015-07-07 Ravi Prakash , Akhilesh Pandey

We study random normal matrix models whose eigenvalues tend to be distributed within a narrow "band" around the unit circle of width proportional to $\frac1n$, where $n$ is the size of matrices. For general radially symmetric potentials…

概率论 · 数学 2021-12-22 Sung-Soo Byun , Seong-Mi Seo

Consider the $n\times n$ matrix $X_n=A_n+H_n$, where $A_n$ is a $n\times n$ matrix (either deterministic or random) and $H_n$ is a $n\times n$ matrix independent from $A_n$ drawn from complex Ginibre ensemble. We study the limiting…

数学物理 · 物理学 2025-09-03 Roman Sarapin

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 analyse the limiting behavior of the eigenvalue and singular value distribution for random convolution operators on large (not necessarily Abelian) groups, extending the results by M. Meckes for the Abelian case. We show that for regular…

概率论 · 数学 2017-12-21 Radosław Adamczak