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Pencils of Hankel matrices whose elements have a joint Gaussian distribution with nonzero mean and not identical covariance are considered. An approximation to the distribution of the squared modulus of their determinant is computed which…

统计理论 · 数学 2012-09-28 Piero Barone

This paper studies the extreme gaps between eigenvalues of random matrices. We give the joint limiting law of the smallest gaps for Haar-distributed unitary matrices and matrices from the Gaussian unitary ensemble. In particular, the kth…

概率论 · 数学 2013-07-25 Gérard Ben Arous , Paul Bourgade

Our goal is to study statistical properies of "dielectric resonances" which are poles of conductance of a large random $LC$ network. Such poles are a particular example of eigenvalues $\lambda_n$ of matrix pencils ${\bf H}-\lambda {\bf W}$,…

凝聚态物理 · 物理学 2009-10-31 Yan V. Fyodorov

We characterize the phenomenon of "crowding" near the largest eigenvalue $\lambda_{\max}$ of random $N \times N$ matrices belonging to the Gaussian $\beta$-ensemble of random matrix theory, including in particular the Gaussian orthogonal…

数学物理 · 物理学 2016-01-08 Anthony Perret , Gregory Schehr

We examine the empirical distribution of the eigenvalues and the eigenvectors of adjacency matrices of sparse regular random graphs. We find that when the degree sequence of the graph slowly increases to infinity with the number of…

概率论 · 数学 2012-10-15 Ioana Dumitriu , Soumik Pal

We describe the resolvent approach for the rigorous study of the mescoscopic regime of Hermitian matrix spectra. We present results reflecting the universal behavior of the smoothed density of eigenvalue distribution of large random…

概率论 · 数学 2009-10-31 A. Boutet de Monvel , A. Khorunzhy

We study the eigenvectors and eigenvalues of random matrices with iid entries. Let $N$ be a random matrix with iid entries which have symmetric distribution. For each unit eigenvector $\mathbf{v}$ of $N$ our main results provide a small…

概率论 · 数学 2020-04-23 Kyle Luh , Sean O'Rourke

We study the eigenvalues and the eigenvectors of $N\times N$ structured random matrices of the form $H = W\tilde{H}W+D$ with diagonal matrices $D$ and $W$ and $\tilde{H}$ from the Gaussian Unitary Ensemble. Using the supersymmetry technique…

数学物理 · 物理学 2018-08-20 Kevin Truong , Alexander Ossipov

We study the universal properties of distributions of eigenvalues of random matrices in the large $N$ limit. The distributions fall in universality classes characterized entirely by the support of the spectral density.

凝聚态物理 · 物理学 2009-10-28 J. Ambjorn , G. Akemann

We compute spectra of symmetric random matrices describing graphs with general modular structure and arbitrary inter- and intra-module degree distributions, subject only to the constraint of finite mean connectivities. We also evaluate…

无序系统与神经网络 · 物理学 2015-05-20 R. Kuehn , J. M. van Mourik

We discuss the limiting spectral density of real symmetric random matrices. Other than in standard random matrix theory the upper diagonal entries are not assumed to be independent, but we will fill them with the entries of a stochastic…

概率论 · 数学 2015-12-09 Matthias Löwe , Kristina Schubert

We show that eigenvalue correlations in unitary-invariant ensembles of large random matrices adhere to novel universal laws that only depend on a multicriticality of the bulk density of states near the soft edge of the spectrum. Our…

chao-dyn · 物理学 2009-10-30 E. Kanzieper , V. Freilikher

We consider infinite matrices obtained by restricting Hardy integral kernels to natural numbers. For a suitable class of Hardy kernels we describe the absolutely continuous spectrum, the essential spectrum and the asymptotic spectral…

泛函分析 · 数学 2021-03-24 Alexander Pushnitski

We study the joint probability density of the eigenvalues of a product of rectangular real, complex or quaternion random matrices in a unified way. The random matrices are distributed according to arbitrary probability densities, whose only…

数学物理 · 物理学 2014-03-17 J. R. Ipsen , M. Kieburg

The ordered eigenvalues define a Lipschitz map on the real vector space of Hermitian $d \times d$ matrices. We prove that this map acts continuously, but not uniformly continuously, by superposition on the Sobolev spaces $W^{1,q}$, for all…

泛函分析 · 数学 2026-03-25 Adam Parusiński , Armin Rainer

In a seminal 2005 paper, Haagerup and Thorbj{\o}rnsen discovered that the norm of any noncommutative polynomial of independent complex Gaussian random matrices converges to that of a limiting family of operators that arises from…

概率论 · 数学 2026-02-12 Ramon van Handel

In the customary random matrix model for transport in quantum dots with $M$ internal degrees of freedom coupled to a chaotic environment via $N\ll M$ channels, the density $\rho$ of transmission eigenvalues is computed from a specific…

概率论 · 数学 2021-06-15 László Erdős , Torben Krüger , Yuriy Nemish

We consider the ensemble of $N\times N$ ($N\gg 1$) symmetric random matrices with the bimodal independent distribution of matrix elements: each element could be either "1" with the probability $p$, or "0" otherwise. We pay attention to the…

统计力学 · 物理学 2014-09-29 S. K. Nechaev

Pseudo-hermitian matrices are matrices hermitian with respect to an indefinite metric. They can be thought of as the truncation of pseudo-hermitian operators, defined over some Krein space, together with the associated metric, to a finite…

数学物理 · 物理学 2022-02-03 Joshua Feinberg , Roman Riser

We compute exact asymptotic results for the probability of the occurrence of large deviations of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we…

统计力学 · 物理学 2009-11-13 David S. Dean , Satya N. Majumdar