TY - JOUR
AB - Consider the square random matrix An = (aij)n,n, where {aij:= a(n)ij , i, j = 1, . . . , n} is a collection of independent real random variables with means zero and variances one. Under the additional moment condition supn max1≤i,j ≤n Ea4ij <∞, we prove Girko's logarithmic law of det An in the sense that as n→∞ log | detAn| ? (1/2) log(n-1)! d/→√(1/2) log n N(0, 1).
AU - Bao, Zhigang
AU - Pan, Guangming
AU - Zhou, Wang
ID - 1506
IS - 3
JF - Bernoulli
TI - The logarithmic law of random determinant
VL - 21
ER -
TY - JOUR
AB - We consider generalized Wigner ensembles and general β-ensembles with analytic potentials for any β ≥ 1. The recent universality results in particular assert that the local averages of consecutive eigenvalue gaps in the bulk of the spectrum are universal in the sense that they coincide with those of the corresponding Gaussian β-ensembles. In this article, we show that local averaging is not necessary for this result, i.e. we prove that the single gap distributions in the bulk are universal. In fact, with an additional step, our result can be extended to any C4(ℝ) potential.
AU - Erdös, László
AU - Yau, Horng
ID - 1508
IS - 8
JF - Journal of the European Mathematical Society
TI - Gap universality of generalized Wigner and β ensembles
VL - 17
ER -
TY - JOUR
AB - In this paper, we consider the fluctuation of mutual information statistics of a multiple input multiple output channel communication systems without assuming that the entries of the channel matrix have zero pseudovariance. To this end, we also establish a central limit theorem of the linear spectral statistics for sample covariance matrices under general moment conditions by removing the restrictions imposed on the second moment and fourth moment on the matrix entries in Bai and Silverstein (2004).
AU - Bao, Zhigang
AU - Pan, Guangming
AU - Zhou, Wang
ID - 1585
IS - 6
JF - IEEE Transactions on Information Theory
TI - Asymptotic mutual information statistics of MIMO channels and CLT of sample covariance matrices
VL - 61
ER -
TY - JOUR
AB - We consider N × N random matrices of the form H = W + V where W is a real symmetric Wigner matrix and V a random or deterministic, real, diagonal matrix whose entries are independent of W. We assume subexponential decay for the matrix entries of W and we choose V so that the eigenvalues of W and V are typically of the same order. For a large class of diagonal matrices V, we show that the rescaled distribution of the extremal eigenvalues is given by the Tracy-Widom distribution F1 in the limit of large N. Our proofs also apply to the complex Hermitian setting, i.e. when W is a complex Hermitian Wigner matrix.
AU - Lee, Jioon
AU - Schnelli, Kevin
ID - 1674
IS - 8
JF - Reviews in Mathematical Physics
TI - Edge universality for deformed Wigner matrices
VL - 27
ER -
TY - JOUR
AB - We consider real symmetric and complex Hermitian random matrices with the additional symmetry hxy = hN-y,N-x. The matrix elements are independent (up to the fourfold symmetry) and not necessarily identically distributed. This ensemble naturally arises as the Fourier transform of a Gaussian orthogonal ensemble. Italso occurs as the flip matrix model - an approximation of the two-dimensional Anderson model at small disorder. We show that the density of states converges to the Wigner semicircle law despite the new symmetry type. We also prove the local version of the semicircle law on the optimal scale.
AU - Alt, Johannes
ID - 1677
IS - 10
JF - Journal of Mathematical Physics
TI - The local semicircle law for random matrices with a fourfold symmetry
VL - 56
ER -
TY - JOUR
AB - We prove the universality of the β-ensembles with convex analytic potentials and for any β >
0, i.e. we show that the spacing distributions of log-gases at any inverse temperature β coincide with those of the Gaussian β-ensembles.
AU - Erdös, László
AU - Bourgade, Paul
AU - Yau, Horng
ID - 2699
IS - 6
JF - Duke Mathematical Journal
TI - Universality of general β-ensembles
VL - 163
ER -
TY - JOUR
AB - We consider cross products of finite graphs with a class of trees that have arbitrarily but finitely long line segments, such as the Fibonacci tree. Such cross products are called tree-strips. We prove that for small disorder random Schrödinger operators on such tree-strips have purely absolutely continuous spectrum in a certain set.
AU - Sadel, Christian
ID - 1926
IS - 3-4
JF - Mathematical Physics, Analysis and Geometry
TI - Absolutely continuous spectrum for random Schrödinger operators on the Fibonacci and similar Tree-strips
VL - 17
ER -
TY - JOUR
AB - We prove the edge universality of the beta ensembles for any β ≥ 1, provided that the limiting spectrum is supported on a single interval, and the external potential is C4 and regular. We also prove that the edge universality holds for generalized Wigner matrices for all symmetry classes. Moreover, our results allow us to extend bulk universality for beta ensembles from analytic potentials to potentials in class C4.
AU - Bourgade, Paul
AU - Erdös, László
AU - Yau, Horngtzer
ID - 1937
IS - 1
JF - Communications in Mathematical Physics
TI - Edge universality of beta ensembles
VL - 332
ER -
TY - JOUR
AB - We prove that the empirical density of states of quantum spin glasses on arbitrary graphs converges to a normal distribution as long as the maximal degree is negligible compared with the total number of edges. This extends the recent results of Keating et al. (2014) that were proved for graphs with bounded chromatic number and with symmetric coupling distribution. Furthermore, we generalise the result to arbitrary hypergraphs. We test the optimality of our condition on the maximal degree for p-uniform hypergraphs that correspond to p-spin glass Hamiltonians acting on n distinguishable spin- 1/2 particles. At the critical threshold p = n1/2 we find a sharp classical-quantum phase transition between the normal distribution and the Wigner semicircle law. The former is characteristic to classical systems with commuting variables, while the latter is a signature of noncommutative random matrix theory.
AU - Erdös, László
AU - Schröder, Dominik J
ID - 2019
IS - 3-4
JF - Mathematical Physics, Analysis and Geometry
TI - Phase transition in the density of states of quantum spin glasses
VL - 17
ER -
TY - JOUR
AB - We extend the proof of the local semicircle law for generalized Wigner matrices given in MR3068390 to the case when the matrix of variances has an eigenvalue -1. In particular, this result provides a short proof of the optimal local Marchenko-Pastur law at the hard edge (i.e. around zero) for sample covariance matrices X*X, where the variances of the entries of X may vary.
AU - Ajanki, Oskari H
AU - Erdös, László
AU - Krüger, Torben H
ID - 2179
JF - Electronic Communications in Probability
TI - Local semicircle law with imprimitive variance matrix
VL - 19
ER -