Optimal Local Law and Central Limit Theorem for -Ensembles

P Bourgade, K Mody, M Pain - Communications in Mathematical Physics, 2022 - Springer
In the setting of generic β-ensembles, we use the loop equation hierarchy to prove a local
law with optimal error up to a constant, valid on any scale including microscopic. This local …

Statistical inference for principal components of spiked covariance matrices

Z Bao, X Ding, J Wang, K Wang - The Annals of Statistics, 2022 - projecteuclid.org
Statistical inference for principal components of spiked covariance matrices Page 1 The Annals
of Statistics 2022, Vol. 50, No. 2, 1144–1169 https://doi.org/10.1214/21-AOS2143 © Institute of …

Largest eigenvalues of sparse inhomogeneous Erdős–Rényi graphs

F Benaych-Georges, C Bordenave, A Knowles - The Annals of Probability, 2019 - JSTOR
We consider inhomogeneous Erdős–Rényi graphs. We suppose that the maximal mean
degree d satisfies d≪ log n. We characterise the asymptotic behaviour of the n 1–o (1) …

Edge universality for non-Hermitian random matrices

G Cipolloni, L Erdős, D Schröder - Probability Theory and Related Fields, 2021 - Springer
We consider large non-Hermitian real or complex random matrices XX with independent,
identically distributed centred entries. We prove that their local eigenvalue statistics near the …

Extremal eigenvalues of critical Erdős–Rényi graphs

J Alt, R Ducatez, A Knowles - 2021 - projecteuclid.org
We complete the analysis of the extremal eigenvalues of the adjacency matrix A of the Erdős–
Rényi graph G (N, d/N) in the critical regime d≍ log N of the transition uncovered in (Ann …

Optimal multi-resolvent local laws for Wigner matrices

G Cipolloni, L Erdős, D Schröder - Electronic Journal of …, 2022 - projecteuclid.org
We prove local laws, ie optimal concentration estimates for arbitrary products of resolvents of
a Wigner random matrix with deterministic matrices in between. We find that the size of such …

Singular vector and singular subspace distribution for the matrix denoising model

Z Bao, X Ding, K Wang - 2021 - projecteuclid.org
Singular vector and singular subspace distribution for the matrix denoising model Page 1
The Annals of Statistics 2021, Vol. 49, No. 1, 370–392 https://doi.org/10.1214/20-AOS1960 © …

A random matrix theory approach to denoise single-cell data

L Aparicio, M Bordyuh, AJ Blumberg, R Rabadan - Patterns, 2020 - cell.com
Single-cell technologies provide the opportunity to identify new cellular states. However, a
major obstacle to the identification of biological signals is noise in single-cell data. In …

Random band matrices

P Bourgade - Proceedings of the International Congress of …, 2018 - World Scientific
We survey recent mathematical results about the spectrum of random band matrices. We
start by exposing the Erdős–Schlein–Yau dynamic approach, its application to Wigner …

Edge universality of sparse random matrices

J Huang, HT Yau - arXiv preprint arXiv:2206.06580, 2022 - arxiv.org
We consider the statistics of the extreme eigenvalues of sparse random matrices, a class of
random matrices that includes the normalized adjacency matrices of the Erd {\H o} sR {\'e} …