For shifted real or complex Ginibre matrices near the spectral edge, the least singular value has optimal tail probability of order x in the complex case and square-root x with a Gaussian imaginary-part damping in the real case.
Universality for 1 d random band matrices
1 Pith paper cite this work. Polarity classification is still indexing.
abstract
We consider 1d random Hermitian $N\times N$ block band matrices consisting of $W\times W$ random Gaussian blocks (parametrized by $j,k \in\Lambda=[1,n]\cap \mathbb{Z}$, $N=nW$) with a fixed entry's variance $J_{jk}=W^{-1}(\delta_{j,k}+\beta\Delta_{j,k})$ 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., Shcherbina, T.:Universality for 1d random band matrices: sigma-model approximation, J.Stat.Phys. 172, p. 627 -- 664 (2018)]
fields
math.PR 1years
2019 1verdicts
ACCEPT 1representative citing papers
citing papers explorer
-
Optimal Lower Bound on the Least Singular Value of the Shifted Ginibre Ensemble
For shifted real or complex Ginibre matrices near the spectral edge, the least singular value has optimal tail probability of order x in the complex case and square-root x with a Gaussian imaginary-part damping in the real case.