The spectral edge of some random band matrices
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random walkeigenvaluesspectral measureHermitian matricesAiry point processrandom band matricesTracy-Widom lawnon-backtracking paths
Random matrices (algebraic aspects) (15B52) Hermitian, skew-Hermitian, and related matrices (15B57) 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)
Abstract: We study the asymptotic distribution of the eigenvalues of random Hermitian periodic band matrices, focusing on the spectral edges. The eigenvalues close to the edges converge in distribution to the Airy point process if (and only if) the band is sufficiently wide (W >> N^{5/6}.) Otherwise, a different limiting distribution appears.
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- scientific article; zbMATH DE number 956438
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