相关论文: Shape Fluctuations and Random Matrices
In this work, we study some statistical properties of the extreme eigenstates of the randomly-weighted adjacency matrices of random graphs. We focus on two random graph models: Erd\H{o}s-R\'{e}nyi (ER) graphs and random geometric graphs…
In the last decade there has been increasing interest in the fields of random matrices, interacting particle systems, stochastic growth models, and the connections between these areas. For instance, several objects appearing in the limit of…
We consider matrices formed by a random $N\times N$ matrix drawn from the Gaussian Orthogonal Ensemble (or Gaussian Unitary Ensemble) plus a rank-one perturbation of strength $\theta$, and focus on the largest eigenvalue, $x$, and the…
We are interested in two random matrix ensembles related to permutations: the ensemble of permutation matrices following Ewens' distribution of a given parameter $\theta >0$, and its modification where entries equal to $1$ in the matrices…
We consider the statistics of extreme eigenvalues of random $d$-regular graphs, with $N^{\mathfrak c}\leq d\leq N^{1/3-{\mathfrak c}}$ for arbitrarily small ${\mathfrak c}>0$. We prove that in this regime, the fluctuations of extreme…
We show that the fluctuations of the largest eigenvalue of any generalized Wigner matrix $H$ converge to the Tracy-Widom laws at a rate nearly $O(N^{-1/3})$, as the matrix dimension $N$ tends to infinity. We allow the variances of the…
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…
Products of random $2\times 2$ matrices exhibit Gaussian fluctuations around almost surely convergent Lyapunov exponents. In this paper, the distribution of the random matrices is supported by a small neighborhood of order $\lambda>0$ of…
We study the Tracy-Widom (TW) distribution $f_\beta(a)$ in the limit of large Dyson index $\beta \to +\infty$. This distribution describes the fluctuations of the rescaled largest eigenvalue $a_1$ of the Gaussian (alias Hermite) ensemble…
Under certain conditions on k we calculate the limit distribution of the k:th largest eigenvalue, x_k, of the Gaussian Unitary Ensemble (GUE). More specifically, if n is the dimension of a random matrix from the GUE and k is such that both…
We consider the single eigenvalue fluctuations of random matrices of general Wigner-type, under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove that the asymptotic fluctuations of a single eigenvalue…
The Tracy-Widom distributions are among the most famous laws in probability theory, partly due to their connection with Wigner matrices. In particular, for $A=\frac{1}{\sqrt{n}}(a_{ij})_{1 \leq i,j \leq n} \in \mathbb{R}^{n \times n}$…
We study a family of distributions that arise in critical unitary random matrix ensembles. They are expressed as Fredholm determinants and describe the limiting distribution of the largest eigenvalue when the dimension of the random…
Using a novel approach, we investigate the shape of the average spectrum and the spectral fluctuations of the $k$-body embedded unitary ensemble in the limit of large matrix dimension. We identify the transition point between semicircle and…
We establish the relation between two objects: an integrable system related to Painlev\'e II equation, and the symplectic invariants of a certain plane curve S(TW). This curve describes the average eigenvalue density of a random hermitian…
We establish the relation between two objects: an integrable system related to Painleve II equation, and the symplectic invariants of a certain plane curve \Sigma_{TW} describing the average eigenvalue density of a random hermitian matrix…
We consider spectral properties and the edge universality of sparse random matrices, the class of random matrices that includes the adjacency matrices of the Erdos-Renyi graph model $G(N,p)$. We prove a local law for the eigenvalue density…
The Tracy-Widom distribution that has been much studied in recent years can be thought of as an extreme value distribution. We discuss interpolation between the classical extreme value distribution $\exp(-\exp(-x))$, the Gumbel distribution…
We study the decrease of fluctuations of diagonal matrix elements of observables and of Husimi densities of quantum mechanical wave functions around their mean value upon approaching the semi-classical regime ($\hbar \rightarrow 0$). The…
We study the rate of convergence for the largest eigenvalue distributions in the Gaussian unitary and orthogonal ensembles to their Tracy-Widom limits. We show that one can achieve an $O(N^{-2/3})$ rate with particular choices of the…