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Teodor Bucht

Publications and source records attributed to Teodor Bucht.

3 recordsLinked to original sources

Order statistics for edge eigenvectors of Wigner matrices

In this paper, we establish a general comparison theorem for the order statistics of the edge eigenvectors for generalized Wigner matrices. Consequently, we derive the Gumbel law for the maximal edge eigenvector component and prove the universality of the Gaussian fluctuations of the order statistics in an intermediate regime close to the maximum. In addition, our comparison result also implies a quantitative first order estimate for moderately small order statistics.

math.PR

Quantitative Tracy-Widom laws for sparse random matrices

We consider the fluctuations of the largest eigenvalue of sparse random matrices, the class of random matrices that includes the normalized adjacency matrices of the Erdős-Rényi graph $G(N, p)$. We show that the fluctuations of the largest eigenvalue converge to the Tracy-Widom law at a rate almost $O(N^{-1/3 } + p^{-2} N^{-4/3})$ in the regime $p \gg N^{-2/3 }$. Our proof builds upon the Green function comparison method initiated by Erdős, Yau, and Yin [22]. To show a Green function comparison theorem for fine spectral scales, we implement algorithms for symbolic computations involving averaged products of Green function entries.

math.PR

A geometric approach to approximating the limit set of eigenvalues for banded Toeplitz matrices

This article is about finding the limit set for banded Toeplitz matrices. Our main result is a new approach to approximate the limit set $Λ(b)$ where $b$ is the symbol of the banded Toeplitz matrix. The new approach is geometrical and based on the formula $Λ(b) = \cap_{ρ\in (0, \infty)} \text{sp } T(b_ρ)$, where $ρ$ is a scaling factor, i.e. $b_ρ(t) := b(ρt)$, and $\text{sp }(\cdot)$ denotes the spectrum. We show that the full intersection can be approximated by the intersection for a finite number of $ρ$'s, and that the intersection of polygon approximations for $\text{sp } T(b_ρ)$ yields an approximating polygon for $Λ(b)$ that converges to $Λ(b)$ in the Hausdorff metric. Further, we show that one can slightly expand the polygon approximations for $\text{sp } T(b_ρ)$ to ensure that they contain $\text{sp } T(b_ρ)$. Then, taking the intersection yields an approximating superset of $Λ(b)$ which converges to $Λ(b)$ in the Hausdorff metric, and is guaranteed to contain $Λ(b)$. Combining the established algebraic (root-finding) method with our approximating superset, we are able to give an explicit bound on the Hausdorff distance to the true limit set. We implement the algorithm in Python and test it. It performs on par to and better in some cases than existing algorithms. We argue, but do not prove, that the average time complexity of the algorithm is $O(n^2 + mn\log m)$, where $n$ is the number of $ρ$'s and $m$ is the number of vertices for the polygons approximating $\text{sp } T(b_ρ)$. Further, we argue that the distance from $Λ(b)$ to both the approximating polygon and the approximating superset decreases as $O(1/\sqrt{k})$ for most of $Λ(b)$, where $k$ is the number of elementary operations required by the algorithm.

math.NA