326 research outputs found
Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
We consider real symmetric and Hermitian Wigner random matrices
with independent (modulo symmetry condition) entries and the (null)
sample covariance matrices with independent entries of
matrix . Assuming first that the 4th cumulant (excess) of entries
of and is zero and that their 4th moments satisfy a Lindeberg type
condition, we prove that linear statistics of eigenvalues of the above matrices
satisfy the central limit theorem (CLT) as , , with the same variance as for Gaussian matrices if the test
functions of statistics are smooth enough (essentially of the class
). This is done by using a simple ``interpolation trick'' from
the known results for the Gaussian matrices and the integration by parts,
presented in the form of certain differentiation formulas. Then, by using a
more elaborated version of the techniques, we prove the CLT in the case of
nonzero excess of entries again for essentially test function.
Here the variance of statistics contains an additional term proportional to
. The proofs of all limit theorems follow essentially the same
scheme.Comment: Published in at http://dx.doi.org/10.1214/09-AOP452 the Annals of
Probability (http://www.imstat.org/aop/) by the Institute of Mathematical
Statistics (http://www.imstat.org
On universality of local edge regime for the deformed Gaussian Unitary Ensemble
We consider the deformed Gaussian ensemble in which
is a hermitian matrix (possibly random) and is the Gaussian
unitary random matrix (GUE) independent of . Assuming that the
Normalized Counting Measure of converges weakly (in probability if
random) to a non-random measure with a bounded support and assuming
some conditions on the convergence rate, we prove universality of the local
eigenvalue statistics near the edge of the limiting spectrum of .Comment: 25 pages, 2 figure
Bulk Universality and Related Properties of Hermitian Matrix Models
We give a new proof of universality properties in the bulk of spectrum of the
hermitian matrix models, assuming that the potential that determines the model
is globally and locally function (see Theorem \ref{t:U.t1}).
The proof as our previous proof in \cite{Pa-Sh:97} is based on the orthogonal
polynomial techniques but does not use asymptotics of orthogonal polynomials.
Rather, we obtain the -kernel as a unique solution of a certain non-linear
integro-differential equation that follows from the determinant formulas for
the correlation functions of the model. We also give a simplified and
strengthened version of paper \cite{BPS:95} on the existence and properties of
the limiting Normalized Counting Measure of eigenvalues. We use these results
in the proof of universality and we believe that they are of independent
interest
Lifshitz tails for alloy type models in a constant magnetic field
In this note, we study Lifshitz tails for a 2D Landau Hamiltonian perturbed
by a random alloy-type potential constructed with single site potentials
decaying at least at a Gaussian speed. We prove that, if the Landau level stays
preserved as a band edge for the perturbed Hamiltonian, at the Landau levels,
the integrated density of states has a Lifshitz behavior of the type
Spectral singularities and Bragg scattering in complex crystals
Spectral singularities that spoil the completeness of Bloch-Floquet states
may occur in non-Hermitian Hamiltonians with complex periodic potentials. Here
an equivalence is established between spectral singularities in complex
crystals and secularities that arise in Bragg diffraction patterns. Signatures
of spectral singularities in a scattering process with wave packets are
elucidated for a PT-symmetric complex crystal.Comment: 6 pages, 5 figures, to be published in Phys. Rev.
Thermodynamic Limit for Finite Dimensional Classical and Quantum Disordered Systems
We provide a very simple proof for the existence of the thermodynamic limit
for the quenched specific pressure for classical and quantum disordered systems
on a -dimensional lattice, including spin glasses. We develop a method which
relies simply on Jensen's inequality and which works for any disorder
distribution with the only condition (stability) that the quenched specific
pressure is bounded.Comment: 14 pages. Final version, accepted for publication on Rev. Math. Phy
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