TY - JOUR
AB - We prove the universality for the eigenvalue gap statistics in the bulk of the spectrum for band matrices, in the regime where the band width is comparable with the dimension of the matrix, W ~ N. All previous results concerning universality of non-Gaussian random matrices are for mean-field models. By relying on a new mean-field reduction technique, we deduce universality from quantum unique ergodicity for band matrices.
AU - Bourgade, Paul
AU - Erdös, László
AU - Yau, Horng
AU - Yin, Jun
ID - 483
IS - 3
JF - Advances in Theoretical and Mathematical Physics
SN - 10950761
TI - Universality for a class of random band matrices
VL - 21
ER -
TY - JOUR
AB - For large random matrices X with independent, centered entries but not necessarily identical variances, the eigenvalue density of XX* is well-approximated by a deterministic measure on ℝ. We show that the density of this measure has only square and cubic-root singularities away from zero. We also extend the bulk local law in [5] to the vicinity of these singularities.
AU - Alt, Johannes
ID - 550
JF - Electronic Communications in Probability
SN - 1083589X
TI - Singularities of the density of states of random Gram matrices
VL - 22
ER -
TY - BOOK
AB - This book is a concise and self-contained introduction of recent techniques to prove local spectral universality for large random matrices. Random matrix theory is a fast expanding research area, and this book mainly focuses on the methods that the authors participated in developing over the past few years. Many other interesting topics are not included, and neither are several new developments within the framework of these methods. The authors have chosen instead to present key concepts that they believe are the core of these methods and should be relevant for future applications. They keep technicalities to a minimum to make the book accessible to graduate students. With this in mind, they include in this book the basic notions and tools for high-dimensional analysis, such as large deviation, entropy, Dirichlet form, and the logarithmic Sobolev inequality.
AU - Erdös, László
AU - Yau, Horng
ID - 567
SN - 9781470436483
TI - A dynamical approach to random matrix theory
VL - 28
ER -
TY - JOUR
AB - We show that the Dyson Brownian Motion exhibits local universality after a very short time assuming that local rigidity and level repulsion of the eigenvalues hold. These conditions are verified, hence bulk spectral universality is proven, for a large class of Wigner-like matrices, including deformed Wigner ensembles and ensembles with non-stochastic variance matrices whose limiting densities differ from Wigner's semicircle law.
AU - Erdös, László
AU - Schnelli, Kevin
ID - 615
IS - 4
JF - Annales de l'institut Henri Poincare (B) Probability and Statistics
SN - 02460203
TI - Universality for random matrix flows with time dependent density
VL - 53
ER -
TY - JOUR
AB - We consider the local eigenvalue distribution of large self-adjoint N×N random matrices H=H∗ with centered independent entries. In contrast to previous works the matrix of variances sij=\mathbbmE|hij|2 is not assumed to be stochastic. Hence the density of states is not the Wigner semicircle law. Its possible shapes are described in the companion paper (Ajanki et al. in Quadratic Vector Equations on the Complex Upper Half Plane. arXiv:1506.05095). We show that as N grows, the resolvent, G(z)=(H−z)−1, converges to a diagonal matrix, diag(m(z)), where m(z)=(m1(z),…,mN(z)) solves the vector equation −1/mi(z)=z+∑jsijmj(z) that has been analyzed in Ajanki et al. (Quadratic Vector Equations on the Complex Upper Half Plane. arXiv:1506.05095). We prove a local law down to the smallest spectral resolution scale, and bulk universality for both real symmetric and complex hermitian symmetry classes.
AU - Ajanki, Oskari H
AU - Erdös, László
AU - Krüger, Torben H
ID - 1337
IS - 3-4
JF - Probability Theory and Related Fields
SN - 01788051
TI - Universality for general Wigner-type matrices
VL - 169
ER -
TY - JOUR
AB - We consider N×N Hermitian random matrices H consisting of blocks of size M≥N6/7. The matrix elements are i.i.d. within the blocks, close to a Gaussian in the four moment matching sense, but their distribution varies from block to block to form a block-band structure, with an essential band width M. We show that the entries of the Green’s function G(z)=(H−z)−1 satisfy the local semicircle law with spectral parameter z=E+iη down to the real axis for any η≫N−1, using a combination of the supersymmetry method inspired by Shcherbina (J Stat Phys 155(3): 466–499, 2014) and the Green’s function comparison strategy. Previous estimates were valid only for η≫M−1. The new estimate also implies that the eigenvectors in the middle of the spectrum are fully delocalized.
AU - Bao, Zhigang
AU - Erdös, László
ID - 1528
IS - 3-4
JF - Probability Theory and Related Fields
SN - 01788051
TI - Delocalization for a class of random block band matrices
VL - 167
ER -
TY - JOUR
AB - We prove a local law in the bulk of the spectrum for random Gram matrices XX∗, a generalization of sample covariance matrices, where X is a large matrix with independent, centered entries with arbitrary variances. The limiting eigenvalue density that generalizes the Marchenko-Pastur law is determined by solving a system of nonlinear equations. Our entrywise and averaged local laws are on the optimal scale with the optimal error bounds. They hold both in the square case (hard edge) and in the properly rectangular case (soft edge). In the latter case we also establish a macroscopic gap away from zero in the spectrum of XX∗.
AU - Alt, Johannes
AU - Erdös, László
AU - Krüger, Torben H
ID - 1010
JF - Electronic Journal of Probability
SN - 10836489
TI - Local law for random Gram matrices
VL - 22
ER -
TY - JOUR
AB - We consider products of independent square non-Hermitian random matrices. More precisely, let X1,…, Xn be independent N × N random matrices with independent entries (real or complex with independent real and imaginary parts) with zero mean and variance 1/N. Soshnikov-O’Rourke [19] and Götze-Tikhomirov [15] showed that the empirical spectral distribution of the product of n random matrices with iid entries converges to (equation found). We prove that if the entries of the matrices X1,…, Xn are independent (but not necessarily identically distributed) and satisfy uniform subexponential decay condition, then in the bulk the convergence of the ESD of X1,…, Xn to (0.1) holds up to the scale N–1/2+ε.
AU - Nemish, Yuriy
ID - 1023
JF - Electronic Journal of Probability
SN - 10836489
TI - Local law for the product of independent non-Hermitian random matrices with independent entries
VL - 22
ER -
TY - JOUR
AB - We show that matrix elements of functions of N × N Wigner matrices fluctuate on a scale of order N−1/2 and we identify the limiting fluctuation. Our result holds for any function f of the matrix that has bounded variation thus considerably relaxing the regularity requirement imposed in [7, 11].
AU - Erdös, László
AU - Schröder, Dominik J
ID - 1144
JF - Electronic Communications in Probability
TI - Fluctuations of functions of Wigner matrices
VL - 21
ER -
TY - JOUR
AB - The eigenvalue distribution of the sum of two large Hermitian matrices, when one of them is conjugated by a Haar distributed unitary matrix, is asymptotically given by the free convolution of their spectral distributions. We prove that this convergence also holds locally in the bulk of the spectrum, down to the optimal scales larger than the eigenvalue spacing. The corresponding eigenvectors are fully delocalized. Similar results hold for the sum of two real symmetric matrices, when one is conjugated by Haar orthogonal matrix.
AU - Bao, Zhigang
AU - Erdös, László
AU - Schnelli, Kevin
ID - 1207
IS - 3
JF - Communications in Mathematical Physics
SN - 00103616
TI - Local law of addition of random matrices on optimal scale
VL - 349
ER -
TY - JOUR
AB - We consider last passage percolation (LPP) models with exponentially distributed random variables, which are linked to the totally asymmetric simple exclusion process (TASEP). The competition interface for LPP was introduced and studied in Ferrari and Pimentel (2005a) for cases where the corresponding exclusion process had a rarefaction fan. Here we consider situations with a shock and determine the law of the fluctuations of the competition interface around its deter- ministic law of large number position. We also study the multipoint distribution of the LPP around the shock, extending our one-point result of Ferrari and Nejjar (2015).
AU - Ferrari, Patrik
AU - Nejjar, Peter
ID - 447
JF - Revista Latino-Americana de Probabilidade e Estatística
TI - Fluctuations of the competition interface in presence of shocks
VL - 9
ER -
TY - JOUR
AB - We consider random matrices of the form H=W+λV, λ∈ℝ+, where W is a real symmetric or complex Hermitian Wigner matrix of size N and V is a real bounded diagonal random matrix of size N with i.i.d.\ entries that are independent of W. We assume subexponential decay for the matrix entries of W and we choose λ∼1, so that the eigenvalues of W and λV are typically of the same order. Further, we assume that the density of the entries of V is supported on a single interval and is convex near the edges of its support. In this paper we prove that there is λ+∈ℝ+ such that the largest eigenvalues of H are in the limit of large N determined by the order statistics of V for λ>λ+. In particular, the largest eigenvalue of H has a Weibull distribution in the limit N→∞ if λ>λ+. Moreover, for N sufficiently large, we show that the eigenvectors associated to the largest eigenvalues are partially localized for λ>λ+, while they are completely delocalized for λ<λ+. Similar results hold for the lowest eigenvalues.
AU - Lee, Jioon
AU - Schnelli, Kevin
ID - 1881
IS - 1-2
JF - Probability Theory and Related Fields
TI - Extremal eigenvalues and eigenvectors of deformed Wigner matrices
VL - 164
ER -
TY - JOUR
AB - We prove the Wigner-Dyson-Mehta conjecture at fixed energy in the bulk of the spectrum for generalized symmetric and Hermitian Wigner matrices. Previous results concerning the universality of random matrices either require an averaging in the energy parameter or they hold only for Hermitian matrices if the energy parameter is fixed. We develop a homogenization theory of the Dyson Brownian motion and show that microscopic universality follows from mesoscopic statistics.
AU - Bourgade, Paul
AU - Erdös, László
AU - Yau, Horngtzer
AU - Yin, Jun
ID - 1280
IS - 10
JF - Communications on Pure and Applied Mathematics
TI - Fixed energy universality for generalized wigner matrices
VL - 69
ER -
TY - JOUR
AB - We prove that the system of subordination equations, defining the free additive convolution of two probability measures, is stable away from the edges of the support and blow-up singularities by showing that the recent smoothness condition of Kargin is always satisfied. As an application, we consider the local spectral statistics of the random matrix ensemble A+UBU⁎A+UBU⁎, where U is a Haar distributed random unitary or orthogonal matrix, and A and B are deterministic matrices. In the bulk regime, we prove that the empirical spectral distribution of A+UBU⁎A+UBU⁎ concentrates around the free additive convolution of the spectral distributions of A and B on scales down to N−2/3N−2/3.
AU - Bao, Zhigang
AU - Erdös, László
AU - Schnelli, Kevin
ID - 1434
IS - 3
JF - Journal of Functional Analysis
TI - Local stability of the free additive convolution
VL - 271
ER -
TY - JOUR
AB - We prove optimal local law, bulk universality and non-trivial decay for the off-diagonal elements of the resolvent for a class of translation invariant Gaussian random matrix ensembles with correlated entries.
AU - Ajanki, Oskari H
AU - Erdös, László
AU - Krüger, Torben H
ID - 1489
IS - 2
JF - Journal of Statistical Physics
TI - Local spectral statistics of Gaussian matrices with correlated entries
VL - 163
ER -
TY - JOUR
AB - We show that the Anderson model has a transition from localization to delocalization at exactly 2 dimensional growth rate on antitrees with normalized edge weights which are certain discrete graphs. The kinetic part has a one-dimensional structure allowing a description through transfer matrices which involve some Schur complement. For such operators we introduce the notion of having one propagating channel and extend theorems from the theory of one-dimensional Jacobi operators that relate the behavior of transfer matrices with the spectrum. These theorems are then applied to the considered model. In essence, in a certain energy region the kinetic part averages the random potentials along shells and the transfer matrices behave similar as for a one-dimensional operator with random potential of decaying variance. At d dimensional growth for d>2 this effective decay is strong enough to obtain absolutely continuous spectrum, whereas for some uniform d dimensional growth with d<2 one has pure point spectrum in this energy region. At exactly uniform 2 dimensional growth also some singular continuous spectrum appears, at least at small disorder. As a corollary we also obtain a change from singular spectrum (d≤2) to absolutely continuous spectrum (d≥3) for random operators of the type rΔdr+λ on ℤd, where r is an orthogonal radial projection, Δd the discrete adjacency operator (Laplacian) on ℤd and λ a random potential.
AU - Sadel, Christian
ID - 1608
IS - 7
JF - Annales Henri Poincare
TI - Anderson transition at 2 dimensional growth rate on antitrees and spectral theory for operators with one propagating channel
VL - 17
ER -
TY - JOUR
AB - We consider sample covariance matrices of the form Q = ( σ1/2X)(σ1/2X)∗, where the sample X is an M ×N random matrix whose entries are real independent random variables with variance 1/N and whereσ is an M × M positive-definite deterministic matrix. We analyze the asymptotic fluctuations of the largest rescaled eigenvalue of Q when both M and N tend to infinity with N/M →d ϵ (0,∞). For a large class of populations σ in the sub-critical regime, we show that the distribution of the largest rescaled eigenvalue of Q is given by the type-1 Tracy-Widom distribution under the additional assumptions that (1) either the entries of X are i.i.d. Gaussians or (2) that σ is diagonal and that the entries of X have a sub-exponential decay.
AU - Lee, Ji
AU - Schnelli, Kevin
ID - 1157
IS - 6
JF - Annals of Applied Probability
TI - Tracy-widom distribution for the largest eigenvalue of real sample covariance matrices with general population
VL - 26
ER -
TY - JOUR
AB - We consider N×N random matrices of the form H = W + V where W is a real symmetric or complex Hermitian Wigner matrix and V is 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 ofW and V are typically of the same order. For a large class of diagonal matrices V , we show that the local statistics in the bulk of the spectrum are universal in the limit of large N.
AU - Lee, Jioon
AU - Schnelli, Kevin
AU - Stetler, Ben
AU - Yau, Horngtzer
ID - 1219
IS - 3
JF - Annals of Probability
TI - Bulk universality for deformed wigner matrices
VL - 44
ER -
TY - JOUR
AB - We consider a random Schrödinger operator on the binary tree with a random potential which is the sum of a random radially symmetric potential, Qr, and a random transversally periodic potential, κQt, with coupling constant κ. Using a new one-dimensional dynamical systems approach combined with Jensen's inequality in hyperbolic space (our key estimate) we obtain a fractional moment estimate proving localization for small and large κ. Together with a previous result we therefore obtain a model with two Anderson transitions, from localization to delocalization and back to localization, when increasing κ. As a by-product we also have a partially new proof of one-dimensional Anderson localization at any disorder.
AU - Froese, Richard
AU - Lee, Darrick
AU - Sadel, Christian
AU - Spitzer, Wolfgang
AU - Stolz, Günter
ID - 1223
IS - 3
JF - Journal of Spectral Theory
TI - Localization for transversally periodic random potentials on binary trees
VL - 6
ER -
TY - JOUR
AB - We consider products of random matrices that are small, independent identically distributed perturbations of a fixed matrix (Formula presented.). Focusing on the eigenvalues of (Formula presented.) of a particular size we obtain a limit to a SDE in a critical scaling. Previous results required (Formula presented.) to be a (conjugated) unitary matrix so it could not have eigenvalues of different modulus. From the result we can also obtain a limit SDE for the Markov process given by the action of the random products on the flag manifold. Applying the result to random Schrödinger operators we can improve some results by Valko and Virag showing GOE statistics for the rescaled eigenvalue process of a sequence of Anderson models on long boxes. In particular, we solve a problem posed in their work.
AU - Sadel, Christian
AU - Virág, Bálint
ID - 1257
IS - 3
JF - Communications in Mathematical Physics
TI - A central limit theorem for products of random matrices and GOE statistics for the Anderson model on long boxes
VL - 343
ER -