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Singularity degree of structured random matrices

Published 19 Aug 2021 in math.PR, math-ph, math.FA, and math.MP | (2108.08811v3)

Abstract: We consider the density of states of structured Hermitian random matrices with a variance profile. As the dimension tends to infinity the associated eigenvalue density can develop a singularity at the origin. The severity of this singularity depends on the relative positions of the zero submatrices. We provide a classification of all possible singularities and determine the exponent in the density blow-up, which we label the singularity degree.

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