Shcherbina Tatyana

University of Wisconsin–Madison | UW · Department of Mathematics

We study the least singular value of the \(n\times n\) matrix \(H-z\) with \(H=A_0+H_0\), where \(H_0\) is drawn from the complex Ginibre ensemble of matrices with iid Gaussian entries, and \(A_0\) is some general \(n\times n\) matrix with complex entries (it can be random and in this case it is independent of \(H_0\)). Assuming some rather general...

We study the least singular value of the $n\times n$ matrix $H-z$ with $H=A_0+H_0$, where $H_0$ is drawn from the complex Ginibre ensemble of matrices with iid Gaussian entries, and $A_0$ is some general $n\times n$ matrix with complex entries (it can be random and in this case it is independent of $H_0$). Assuming some rather general assumptions o...

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...

We consider 1d random Hermitian N×N block band matrices consisting of W×W random Gaussian blocks (parametrized by j,k∈Λ=[1,n]∩Z, N=nW) with a fixed entry’s variance Jjk=W-1(δj,k+βΔj,k) in each block. Considering the limit W,n→∞, we prove that the behaviour of the second correlation function of such matrices in the bulk of the spectrum, as W≫N, is d...

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 $j,k \in\Lambda=[1,n]\cap \mathbb{Z}$, $N=nW$) with a fixed entry'...

The paper continues (Shcherbina and Shcherbina in Commun Math Phys 351:1009–1044, 2017); Shcherbina in Commun Math Phys 328:45–82, 2014) which study the behaviour 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 eleme...

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...

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 stu...

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 phas...

The paper continues the development of the rigorous supersymmetric transfer matrix approach to the random band matrices started in (J Stat Phys 164:1233–1260, 2016; Commun Math Phys 351:1009–1044, 2017). We consider random Hermitian block band matrices consisting of \(W\times W\) random Gaussian blocks (parametrized by \(j,k \in \Lambda =[1,n]^d\ca...

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...

We study the special case of n×n\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\times n$$\end{document} 1D Gaussian Hermitian random band matrices, when the covarianc...

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.

We consider the block band matrices, i.e. the Hermitian matrices $H_N$, $N=|\Lambda|W$ with elements $H_{jk,\alpha\beta}$, where $j,k \in\Lambda=[1,m]^d\cap \mathbb{Z}^d$ (they parameterize the lattice sites) and $\alpha, \beta= 1,\ldots, W$ (they parameterize the orbitals on each site). The entries $H_{jk,\alpha\beta}$ are random Gaussian variable...

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 $< H_{ij}H_{lk}>=\delta_{ik}\delta_{jl}J_{ij}$, where $J=(-W^2\triangle+1)^{-1}$. Assuming that $W^2=n^{1+\theta}$, $0<\theta<1$, we show...

We consider asymptotic behavior of the correlation functions of the characteristic polynomials of the hermitian sample covariance matrices $H_n=n^{-1}A_{m,n}^*A_{m,n}$, where $A_{m,n}$ is a $m\times n$ complex matrix with independent and identically distributed entries $\Re a_{\alpha j}$ and $\Im a_{\alpha j}$. We show that for the correlation func...

We consider the deformed Gaussian ensemble $H_n=H_n^{(0)}+M_n$ in which $H_n^{(0)}$ is a hermitian matrix (possibly random) and $M_n$ is the Gaussian unitary random matrix (GUE) independent of $H_n^{(0)}$. Assuming that the Normalized Counting Measure of $H_n^{(0)}$ converges weakly (in probability if random) to a non-random measure $N^{(0)}$ with...

We consider the Hermitian sample covariance matrices Hn=m-1Sigman1/2Am,nAm,n*Sigman1/2 in which Sigman is a positive definite Hermitian matrix (possibly random) and Am,n is a n×m complex Gaussian random matrix (independent of Sigman), and m-->∞, n-->∞, such that mn-1-->c>1. Assuming that the normalized counting measure of Sigman converges weakly (i...

We consider the asymptotics of the correlation functions of the characteristic polynomials of the hermitian Wigner matrices $H_n=n^{-1/2}W_n$. We show that for the correlation function of any even order the asymptotic coincides with this for the GUE up to a factor, depending only on the forth moment of the common probability law $Q$ of entries $\Im...

We consider the deformed Laguerre Ensemble $H_n=\dfrac{1}{m}\Sigma_n^{1/2}A_{m,n}A_{m,n}^*\Sigma_n^{1/2}$ in which $\Sigma_n$ is a positive hermitian matrix (possibly random) and $A_{m,n}$ is a $n\times m$ complex Gaussian random matrix (independent of $\Sigma_n$), $\dfrac{m}{n}\to c>1$. Assuming that the Normalized Counting Measure of $\Sigma_n$ c...

We consider the deformed Gaussian Ensemble $H_n=M_n+H^{(0)}_n$ in which $H_n^{(0)}$ is a diagonal Hermitian matrix and $M_n$ is the Gaussian Unitary Ensemble (GUE) random matrix. Assuming that the Normalized Counting Measure of $H_n^{(0)}$ (both non-random and random) converges weakly to a measure $N^{(0)}$ with a bounded support we prove universal...

We study families of unitary operators on a Hilbert space H, commuting to within a constant. It is shown that if such a family generates in the norm topology the algebra B(H) of all bounded linear operators, then the dimension of H is finite and there exist some unitary operators v 1 ,v 2 ,...,v m ∈S which generate B(H) such that λ j v j n =I for j...