arXiv subjects

Tatyana Shcherbina

Publications and source records attributed to Tatyana Shcherbina.

18 recordsLinked to original sources

arXiv2026

Characteristic polynomials of non-Hermitian random band matrices near the threshold

The paper arXiv:2510.04255 shows that the asymptotic behavior of the second correlation function of characteristic polynomials of the $N\times N$ non-Hermitian random band matrices with a bandwidth $W$ exhibits the transition at $W\sim \sqrt{N}$, as $W,N\to \infty$: it coincides with those for Ginibre ensemble for $W\gg \sqrt{N}$, and factorized as $1\ll W\ll \sqrt{N}$. In this work we extend the techniques of arXiv:2510.04255 to study the critical regime when the bandwidth $W$ is proportional to the threshold $\sqrt{N}$.

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arXiv2025

Characteristic polynomials of non-Hermitian random band matrices

We consider the asymptotic local behavior of the second correlation functions of the characteristic polynomials of a certain class of Gaussian $N\times N$ non-Hermitian random band matrices with a bandwidth $W$. Given $W,N\to\infty$, we show that this behavior near the point in the bulk of the spectrum exhibits the crossover at $W\sim \sqrt{N}$: it coincides with those for Ginibre ensemble for $W\gg \sqrt{N}$, and factorized as $1\ll W\ll \sqrt{N}$. The result is the first step toward the proof of Anderson's type transition for non-Hermitian random band matrices.

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arXiv2025

Universality of the second correlation function of the deformed Ginibre ensemble

We study the deformed complex Ginibre ensemble $H=A_0+H_0$, where $H_0$ is the complex matrix with iid Gaussian entries, and $A_0$ is some general $n\times n$ matrix (it can be random and in this case it is independent of $H_0$). Assuming rather general assumptions on $A_0$, we prove that the asymptotic local behavior of the second correlation function of the eigenvalues of such matrices in the bulk coincides with that for the pure complex Ginibre ensemble.

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arXiv2023

Characteristic polynomials of sparse non-Hermitian random matrices

We consider the asymptotic local behavior of the second correlation function of the characteristic polynomials of sparse non-Hermitian random matrices $X_n$ whose entries have the form $x_{jk}=d_{jk}w_{jk}$ with iid complex standard Gaussian $w_{jk}$ and normalised iid Bernoulli$(p)$ $d_{jk}$. It is shown that, as $p\to\infty$, the local asymptotic behavior of the second correlation function of characteristic polynomials near $z_0\in \mathbb{C}$ coincides with those for Ginibre ensemble: it converges to a determinant with Ginibre kernel in the bulk $|z_0|<1$, and it is factorized if $|z_0|>1$. For the finite $p>0$, the behavior is different and exhibits the transition between three different regimes depending on values of $p$ and $|z_0|^2$.

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arXiv2022

The least singular value of the general deformed Ginibre ensemble

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 on $A_0$, we prove an optimal tail estimate on the least singular value in the regime where $z$ is around the spectral edge of $H$ thus generalize the recent result of Cipolloni, Erdős, Schröder arxiv:1908.01653 to the case $A_0\ne 0$. The result improves the classical bound by Sankar, Spielman and Teng.

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arXiv2021

Finite-rank complex deformations of random band matrices: sigma-model approximation

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

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arXiv2020

Transfer matrix approach for the real symmetric 1D random band matrices

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 near the threshold $W\sim \sqrt{N}$.

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arXiv2019

Universality for 1 d random band matrices

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., Shcherbina, T.:Universality for 1d random band matrices: sigma-model approximation, J.Stat.Phys. 172, p. 627 -- 664 (2018)]

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arXiv2019

Transfer operator approach to 1d random band matrices

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.

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arXiv2019

Characteristic polynomials for random band matrices near the threshold

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 $\sqrt{n}$

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arXiv2018

Universality for 1d random band matrices: sigma-model approximation

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 $j,k \inΛ=[1,n]^d\cap \mathbb{Z}^d$) with a fixed entry's variance $J_{jk}=δ_{j,k}W^{-1}+βΔ_{j,k}W^{-2}$, $β>0$ in each block. Taking the limit $W\to\infty$ with fixed $n$ and $β$, we derive the sigma-model approximation of the second correlation function similar to Efetov's one. Then, considering the limit $β, n\to\infty$, we prove that in the dimension $d=1$ the behaviour of the sigma-model approximation in the bulk of the spectrum, as $β\gg n$, is determined by the classical Wigner -- Dyson statistics.

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arXiv2016

Transfer matrix approach to 1d random band matrices: density of states

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 $W^{-1}$.

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arXiv2016

Characteristic polynomials for 1D random band matrices from the localization side

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.

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arXiv2015

Universality of the second mixed moment of the characteristic polynomials of the 1D band matrices: real symmetric case

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.

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arXiv2014

Universality of the local regime for the block band matrices with a finite number of blocks

We consider the block band matrices, i.e. the Hermitian matrices $H_N$, $N=|Λ|W$ with elements $H_{jk,αβ}$, where $j,k \inΛ=[1,m]^d\cap \mathbb{Z}^d$ (they parameterize the lattice sites) and $α, β= 1,\ldots, W$ (they parameterize the orbitals on each site). The entries $H_{jk,αβ}$ are random Gaussian variables with mean zero such that $\langle H_{j_1k_1,α_1β_1}H_{j_2k_2,α_2β_2}\rangle=δ_{j_1k_2}δ_{j_2k_1} δ_{α_1β_2}δ_{β_1α_2} J_{j_1k_1},$ where $J=1/W+αΔ/W$, $α\le 1/4d$. This matrices are the special case of Wegner's $W$-orbital models. Assuming that the number of sites $|Λ|$ is finite, we prove universality of the local eigenvalue statistics of $H_N$ for the energies $|λ_0|< \sqrt{2}$.

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arXiv2013

On universality of local edge regime for the deformed Gaussian Unitary Ensemble

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 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 $H_n$.

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arXiv2013

On the second mixed moment of the characteristic polynomials of the 1D band matrices

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.

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arXiv2010

On the correlation function of the characteristic polynomials of the hermitian Wigner ensemble

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 $\Im W_{jk}$, $\Re W_{jk}$, i.e. that the higher moments of $Q$ do not contribute to the above limit.

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