We study the spectral norm of N-dimensional hermitian random matrices whose entries are zero outside of the band of the width b along the principal diagonal. Inside this band the elements are given by gaussian centered jointly independent random variables with the variance of the order 1/b. We show that if b tends to infinity faster than the third power of log N, then the spectral norm is bounded with probability 1.
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, $W\sim N$. 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.
We show Poisson statistics for random band matrices which diagonal entries have Gaussian components. These components are possibly as small as $n^{-\varepsilon}$. Particularly, our result is applicable for a band matrix cut from the GUE with the band width satisfying $w^{3.5}<<n$. A uniform upper bound of the averaged density of states (DOS) is obtained for complex deformed Gaussian band matrices with arbitrary $w$. A lower estimate of the DOS is also proven for arbitrary $w$ in a certain class of band matrices.
We survey recent mathematical results about the spectrum of random band matrices. We start by exposing the Erd{\H o}s-Schlein-Yau dynamic approach, its application to Wigner matrices, and extension to other mean-field models. We then introduce random band matrices and the problem of their Anderson transition. We finally describe a method to obtain delocalization and universality in some sparse regimes, highlighting the role of quantum unique ergodicity.
We prove the Central Limit Theorem for linear statistics of the eigenvalues of band random matrices provided $\sqrt{n} \ll b_n \ll n$ and test functions are sufficiently smooth.
We prove that a large class of $N\times N$ Gaussian random band matrices with band width $W$ exhibits dynamical Anderson localization at all energies when $W \ll N^{1/4}$. The proof uses the fractional moment method and an adaptive Mermin--Wagner style shift.
We prove the circular law for a class of non-Hermitian random block band matrices with genuinely sublinear bandwidth. Namely, we show there exists $τ\in (0,1)$ so that if the bandwidth of the matrix $X$ is at least $n^{1-τ}$ and the nonzero entries are iid random variables with mean zero and slightly more than four finite moments, then the limiting empirical eigenvalue distribution of $X$, when properly normalized, converges in probability to the uniform distribution on the unit disk in the complex plane. The key technical result is a least singular value bound for shifted random band block ma…
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.
We study random, symmetric $N \times N$ band matrices with a band of size $W$ and Bernoulli random variables as entries. This interpolates between nearest neighbour interaction $W = 1$ and Wigner matrices $W = N$. Eigenvectors are known to be localized for $W \ll N^{1/8}$, delocalized for $W \gg N^{4/5}$ and it is conjectured that the transition for the bulk occurs at $W \sim N^{1/2}$. Eigenvalues in the spectral edge change their behavior at $W \sim N^{5/6}$ but nothing is known about the associated eigenvectors. We show that up to $W \ll N^{5/7}$ any random matrix has with large probability …
We consider a general class of random matrices whose entries are centred random variables, independent up to a symmetry constraint. We establish precise high-probability bounds on the averages of arbitrary monomials in the resolvent matrix entries. Our results generalize the previous results of [5,16,17] which constituted a key step in the proof of the local semicircle law with optimal error bound in mean-field random matrix models. Our bounds apply to random band matrices, and improve previous estimates from order 2 to order 4 in the cases relevant for applications. In particular, they lead t…
We consider the spectral statistics of large random band matrices on mesoscopic energy scales. We show that the two-point correlation function of the local eigenvalue density exhibits a universal power law behaviour that differs from the Wigner-Dyson-Mehta statistics. This law had been predicted in the physics literature by Altshuler and Shklovskii [4]; it describes the correlations of the eigenvalue density in general metallic samples with weak disorder. Our result rigorously establishes the Altshuler-Shklovskii formulas for band matrices. In two dimensions, where the leading term vanishes ow…
We prove edge universality for a general class of correlated real symmetric or complex Hermitian Wigner matrices with arbitrary expectation. Our theorem also applies to internal edges of the self-consistent density of states. In particular, we establish a strong form of band rigidity which excludes mismatches between location and label of eigenvalues close to internal edges in these general models.
Characteristic polynomials of non-Hermitian random band matrices near the threshold
School of Mathematics in University of Bristol（布里斯托大学数学学院）；Institute for Low Temperature Physics, Kharkiv, Ukraine（乌克兰哈尔科夫低温物理研究所）；Department of Mathematics, University of Wisconsin - Madison（威斯康星大学麦迪逊分校数学系）
We prove that the asymptotic behavior of the second mixed moment of the characteristic polynomials of the 1D Gaussian real symmetric band matrices coincides with those for the Gaussian Orthogonal Ensemble (GOE). Here we adapt the approach of T. Shcherbina'14, where the case of 1D Hermitian random band matrices was considered.
It is shown that certain ensembles of random matrices with entries that vanish outside a band around the diagonal satisfy a localization condition on the resolvent which guarantees that eigenvectors have strong overlap with a vanishing fraction of standard basis vectors, provided the band width $W$ raised to a power $μ$ remains smaller than the matrix size $N$. For a Gaussian band ensemble, with matrix elements given by i.i.d. centered Gaussians within a band of width $W$, the estimate $μ\le 8$ holds.
An equation is obtained for the Stieltjes transform of the normalized distribution of singular values of non-symmetric band random matrices in the limit when the band width and rank of the matrix simultaneously tend to infinity. Conditions under which this limit agrees with the quarter-circle law are found. An interesting particular case of lower triangular random matrices is also considered and certain properties of the corresponding limiting singular value distribution are given.
We prove concentration results for $\ell_p^n$ operator norms of rectangular random matrices and eigenvalues of self-adjoint random matrices. The random matrices we consider have bounded entries which are independent, up to a possible self-adjointness constraint. Our results are based on an isoperimetric inequality for product spaces due to Talagrand.
The paper continues previous works which study the behavior of second correlation function of characteristic polynomials of the special case of $n\times n$ one-dimensional Gaussian Hermitian random band matrices, when the covariance of the elements is determined by the matrix $J=(-W^2\triangle+1)^{-1}$. Applying the transfer matrix approach, we study the case when the bandwidth $W$ is proportional to the threshold $\sqrt{n}$
This paper is devoted to the spectral properties of a class of unitary operators with a matrix representation displaying a band structure. Such band matrices appear as monodromy operators in the study of certain quantum dynamical systems. These doubly infinite matrices essentially depend on an infinite sequence of phases which govern their spectral properties. We prove the spectrum is purely singular for random phases and purely absolutely continuous in case they provide the doubly infinite matrix with a periodic structure in the diagonal direction. We also study some properties of the singula…
We study the density of states measure for some class of random unitary band matrices and prove a Thouless formula relating it to the associated Lyapunov exponent. This class of random matrices appears in the study of the dynamical stability of certain quantum systems and can also be considered as a unitary version of the Anderson model. We further determine the support of the density of states measure and provide a condition ensuring it possesses an analytic density.
We study the special case of $n\times n$ 1D Gaussian Hermitian random band matrices, when the covariance of the elements is determined by $J=(-W^2\triangle+1)^{-1}$. Assuming that the band width $W\ll \sqrt{n}$, we prove that the limit of the normalized second mixed moment of characteristic polynomials (as $W, n\to \infty$) is equal to one, and so it does not coincides with those for GUE. This complements the previous result of T. Shcherbina and proves the expected crossover for 1D Hermitian random band matrices at $W\sim \sqrt{n}$ on the level of characteristic polynomials.
We study the special case of $n\times n$ 1D Gaussian Hermitian random band matrices, when the covariance of the elements is determined by the matrix $J=(-W^2\triangle+1)^{-1}$. Assuming that $n\ge CW\log W\gg 1$, we prove that the averaged density of states coincides with the Wigner semicircle law up to the correction of order $W^{-1}$.
This paper adapts the recently developed rigorous application of the supersymmetric transfer matrix approach for the 1d band matrices to the case of the orthogonal symmetry. We consider $N\times N$ block band matrices consisting of $W\times W$ random Gaussian blocks (parametrized by $j,k \inΛ=[1,n]\cap \mathbb{Z}$, $N=nW$) with a fixed entry's variance $J_{jk}=W^{-1}(δ_{j,k}+βΔ_{j,k})$ in each block. Considering the limit $W, n\to\infty$, we prove that the behavior of the second correlation function of characteristic polynomials of such matrices in the bulk of the spectrum exhibit a crossover …
For a class of random band matrices of band width $W$, we prove regularity of the average spectral measure at scales $ε\geq W^{-0.99}$, and find its asymptotics at these scales.
Products of random Hermitian matrices and brickwork Hurwitz numbers. Products of normal matrices
College of Mathematics and Systems Science, Shandong University of Science and Technology（山东科技大学数学与系统科学学院）；Nonlinear Wave Processes Laboratory, Oceanology Institute（海洋学研究所非线性波过程实验室）
The power-law random banded matrices and the ultrametric random matrices are investigated numerically in the regime where eigenstates are extended but all integer matrix moments remain finite in the limit of large matrix dimensions. Though in this case standard analytical tools are inapplicable, we found that in all considered cases eigenvector distributions are extremely well described by the generalised hyperbolic distribution which differs considerably from the usual Porter-Thomas distribution but shares with it certain universal properties.
We consider the asymptotic behavior of the second mixed moment of the characteristic polynomials of the 1D Gaussian band matrices, i.e. of the hermitian matrices $H_n$ with independent Gaussian entries such that $< H_{ij}H_{lk}>=δ_{ik}δ_{jl}J_{ij}$, where $J=(-W^2\triangle+1)^{-1}$. Assuming that $W^2=n^{1+θ}$, $0<θ<1$, we show that this asymptotic behavior (as $n\to\infty$) in the bulk of the spectrum coincides with those for the Gaussian Unitary Ensemble.
We discuss an application of the transfer operator approach to the analysis of the different spectral characteristics of 1d random band matrices (correlation functions of characteristic polynomials, density of states, spectral correlation functions). We show that when the bandwidth $W$ crosses the threshold $W=N^{1/2}$, the model has a kind of phase transition (crossover), whose nature can be explained by the spectral properties of the transfer operator.
We develop techniques to compute the k-th Moment of the Eigenvalue-statistic for a random Matrix M the entries of which do not have to be necessarily Independent. The dependence is controlled via an equivalence relation on the pairs of the entries of M. Furthermore the entries are weighted, that means they are multiplied with a Riemann-integrable function on (0,1). Finally also weak convergence in probability of the Eigenvalue statsitic is discussed not for the weighted Matrix but also for band matrices the band-width of which behaves like o(N).
We consider 1d random Hermitian $N\times N$ block band matrices consisting of $W\times W$ random Gaussian blocks (parametrized by $j,k \inΛ=[1,n]\cap \mathbb{Z}$, $N=nW$) with a fixed entry's variance $J_{jk}=W^{-1}(δ_{j,k}+βΔ_{j,k})$ in each block. Considering the limit $W, n\to\infty$, we prove that the behaviour of the second correlation function of such matrices in the bulk of the spectrum, as $W\gg \sqrt{N}$, is determined by the Wigner -- Dyson statistics. The method of the proof is based on the rigorous application of supersymmetric transfer matrix approach developed in [Shcherbina, M.,…
We study the distribution of complex eigenvalues $z_1,\ldots, z_N$ of random Hermitian $N\times N$ block band matrices with a complex deformation of a finite rank. Assuming that the width of the band $W$ grows faster than $\sqrt{N}$, we proved that the limiting density of $\Im z_1,\ldots, \Im z_N$ in a sigma-model approximation coincides with that for the Gaussian Unitary Ensemble. The method follows the techniques of arXiv:1802.03813
We consider the fluctuation of linear eigenvalue statistics of random band $n\times n$ matrices whose entries have the form $\mathcal{M}_{ij}=b^{-1/2}u^{1/2}(|i-j|)\tilde w_{ij}$ with i.i.d. $w_{ij}$ possessing the $(4+\varepsilon)$th moment, where the function $u$ has a finite support $[-C^*,C^*]$, so that $M$ has only $2C_*b+1$ nonzero diagonals. The parameter $b$ (called the bandwidth) is assumed to grow with $n$ in a way that $b/n\to 0$. Without any additional assumptions on the growth of $b$ we prove CLT for linear eigenvalue statistics for a rather wide class of test functions. Thus we i…
This note deals with the direct and inverse spectral analysis for a class of infinite band symmetric matrices. This class corresponds to operators arising from difference quations with usual and inner boundary conditions. We give a characterization of the spectral functions for the operators and provide necessary and sufficient conditions for a matrix-valued function to be a spectral function of the operators. Additionally, we give an algorithm for recovering the matrix from the spectral function. The approach to the inverse problem is based on the rational interpolation theory.
In this note, we solve an inverse spectral problem for a class of finite band symmetric matrices. We provide necessary and sufficient conditions for a matrix valued function to be a spectral function of the operator corresponding to a matrix in our class and give an algorithm for recovering this matrix from the spectral function. The reconstructive algorithm is applicable to matrices which cannot be treated by known inverse block matrix methods. Our approach to the inverse problem is based on the rational interpolation theory developed in a previous paper.
Spectral and factorization properties of oscillatory matrices leads to a spectral Favard theorem for bounded banded matrices, that admit a positive bidiagonal factorization, in terms of sequences of mixed multiple orthogonal polynomials with respect to a set positive Lebesgue-Stieltjes measures. A mixed multiple Gauss quadrature formula with corresponding degrees of precision is given.
We consider a two dimensional random band matrix ensemble, in the limit of infinite volume and fixed but large band width $W$. For this model we rigorously prove smoothness of the averaged density of states. We also prove that the resulting expression coincides with Wigner's semicircle law with a precision $W^{-2+δ},$ where $δ\to 0$ when $W\to \infty.$ The proof uses the supersymmetric approach and extends results by Disertori, Pinson and Spencer from three to two dimensions.
