The spectral edge of some random band matrices

DOI10.4007/annals.2010.172.2223zbMath1210.15039arXiv0906.4047OpenAlexW2963620126MaRDI QIDQ624933

Sasha Sodin

Publication date: 11 February 2011

Published in: Annals of Mathematics. Second Series (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0906.4047

zbMATH Keywords

Hermitian matriceseigenvaluesspectral measurerandom walkAiry point processrandom band matricesTracy-Widom lawnon-backtracking paths

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Sums of independent random variables; random walks (60G50) Combinatorial probability (60C05) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Hermitian, skew-Hermitian, and related matrices (15B57) Random matrices (algebraic aspects) (15B52)

Related Items (44)

Sharp nonasymptotic bounds on the norm of random matrices with independent entries ⋮ Extreme eigenvalues of sparse, heavy tailed random matrices ⋮ The phase transition in the ultrametric ensemble and local stability of Dyson Brownian motion ⋮ Evidence of the Poisson/Gaudin–Mehta phase transition for band matrices on global scales ⋮ Edge universality for non-Hermitian random matrices ⋮ Random band matrices in the delocalized phase. III: Averaging fluctuations ⋮ Delocalization and diffusion profile for random band matrices ⋮ Spectral statistics of Erdős-Rényi graphs. I: Local semicircle law ⋮ On a uniqueness theorem of E. B. Vul ⋮ Density of states for random band matrices in two dimensions ⋮ Transition from Tracy-Widom to Gaussian fluctuations of extremal eigenvalues of sparse Erdős-Rényi graphs ⋮ Cusp universality for random matrices. I: Local law and the complex Hermitian case ⋮ Dynamical localization for random band matrices up to \(W \ll N^{1/4}\) ⋮ Approximate message passing for sparse matrices with application to the equilibria of large ecological Lotka-Volterra systems ⋮ A localization-delocalization transition for nonhomogeneous random matrices ⋮ Extremal statistics of quadratic forms of GOE/GUE eigenvectors ⋮ Quantitative Tracy-Widom laws for the largest eigenvalue of generalized Wigner matrices ⋮ Localized phase for the Erdős-Rényi graph ⋮ Diluted banded random matrices: scaling behavior of eigenfunction and spectral properties ⋮ The local relaxation flow approach to universality of the local statistics for random matrices ⋮ Edge rigidity and universality of random regular graphs of intermediate degree ⋮ An estimate for the average spectral measure of random band matrices ⋮ Quantum diffusion and delocalization for band matrices with general distribution ⋮ Random matrix theory in statistics: a review ⋮ Localization and delocalization for heavy tailed band matrices ⋮ Extremal theory for spectrum of random discrete Schrödinger operator. II. Distributions with heavy tails ⋮ Rigidity of eigenvalues of generalized Wigner matrices ⋮ Coalescing points for eigenvalues of banded matrices depending on parameters with application to banded random matrix functions ⋮ Delocalization transition for critical Erdős-Rényi graphs ⋮ A UNIVERSALITY RESULT FOR THE GLOBAL FLUCTUATIONS OF THE EIGENVECTORS OF WIGNER MATRICES ⋮ Some open problems in random matrix theory and the theory of integrable systems. II ⋮ Delocalization for a class of random block band matrices ⋮ Quantum diffusion and eigenfunction delocalization in a random band matrix model ⋮ The Altshuler-Shklovskii formulas for random band matrices. II: The general case ⋮ Eigenvectors distribution and quantum unique ergodicity for deformed Wigner matrices ⋮ Universality for 1d random band matrices ⋮ The Altshuler-Shklovskii formulas for random band matrices. I: The unimodular case ⋮ Circular law for random block band matrices with genuinely sublinear bandwidth ⋮ On fluctuations of global and mesoscopic linear statistics of generalized Wigner matrices ⋮ Weak convergence of the empirical spectral distribution of high-dimensional band sample covariance matrices ⋮ The effective potential of an M-matrix ⋮ Delocalization and continuous spectrum for ultrametric random operators ⋮ Delocalization and quantum diffusion of random band matrices in high dimensions. II: \(T\)-expansion ⋮ CENTRAL LIMIT THEOREM FOR LINEAR STATISTICS OF EIGENVALUES OF BAND RANDOM MATRICES

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Quantum diffusion and delocalization for band matrices with general distribution
• Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
• On the distribution of the roots of certain symmetric matrices
• A universality result for the smallest eigenvalues of certain sample covariance matrices
• Universality results for the largest eigenvalues of some sample covariance matrix ensembles
• Eigenvector localization for random band matrices with power law band width
• Level-spacing distributions and the Airy kernel
• Limiting eigenvalue distribution for band random matrices
• A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices
• Universality at the edge of the spectrum in Wigner random matrices.
• On asymptotic expansions and scales of spectral universality in band random matrix ensembles
• Density of states for random band matrices
• On orthogonal and symplectic matrix ensembles
• From Gumbel to Tracy-Widom
• Edge scaling limits for a family of non-Hermitian random matrix ensembles
• Sur la distribution limite du terme maximum d'une série aléatoire
• The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal case
• One more proof of the Erd\H{o}s--Tur\'an inequality, and an error estimate in Wigner's law
• NON-BACKTRACKING RANDOM WALKS MIX FASTER
• Random matrices, nonbacktracking walks, and orthogonal polynomials
• Quantum chaos on discrete graphs

This page was built for publication: The spectral edge of some random band matrices