Related papers: A random matrix decimation procedure relating $\be…
We describe Generalized Hermitian matrices ensemble sometimes called Chiral ensemble. We give global asymptotic of the density of eigenvalues or the statistical density. We will calculate a Laplace transform of such a density for finite…
We investigate the universality of microscopic eigenvalue correlations for Random Matrix Theories with the global symmetries of the QCD partition function. In this article we analyze the case of real valued chiral Random Matrix Theories…
Consider a random simplex $[X_1,\ldots,X_n]$ defined as the convex hull of independent identically distributed random points $X_1,\ldots,X_n$ in $\mathbb{R}^{n-1}$ with the following beta density: $$ f_{n-1,\beta} (x) \propto…
We define a random commuting $d$-tuple of $n$-by-$n$ matrices to be a random variable that takes values in the set of commuting $d$-tuples and has a distribution that is a rapidly decaying continuous weight on this algebraic set. In the…
One can identify a tripartite classification of random matrix ensembles into geometrical universality classes corresponding to the plane, the sphere and the anti-sphere. The plane is identified with Ginibre-type (iid) matrices and the…
We demonstrate the convergence of the characteristic polynomial of several random matrix ensembles to a limiting universal function, at the microscopic scale. The random matrix ensembles we treat are classical compact groups and the…
We study limiting distribution of pair counting statistics of the form $ \sum_{1\leq i\neq j\leq N} f(L_N\*(\theta_i-\theta_j))$ for the circular $\beta$-ensemble (C$\beta$E) of random matrices for sufficiently smooth test function $f$ and…
In this article we recover the distribution function (and possible density) of an arbitrary random variable that is subject to an additive measurement error. This problem is also known as deconvolution and has a long tradition in…
Recently we introduced a family of $U(N)$ invariant Random Matrix Ensembles which is characterized by a parameter $\lambda$ describing logarithmic soft-confinement potentials $V(H) \sim [\ln H]^{(1+\lambda)} \:(\lambda>0$). We showed that…
We construct a very general family of characteristic functions describing Random Matrix Ensembles (RME) having a global unitary invariance, and containing an arbitrary, one-variable probability measure which we characterize by a `spread…
Conditional on the extended Riemann hypothesis, we show that with high probability, the characteristic polynomial of a random symmetric $\{\pm 1\}$-matrix is irreducible. This addresses a question raised by Eberhard in recent work. The main…
The eigenvalue PDF for some well known classes of non-Hermitian random matrices --- the complex Ginibre ensemble for example --- can be interpreted as the Boltzmann factor for one-component plasma systems in two-dimensional domains. We…
We derive the joint probability distribution of the first two spectral moments for the G$\beta$E random matrix ensembles in N dimensions for any N. This is achieved by making use of two complementary invariants of the domain in…
We analyze gene co-expression network under the random matrix theory framework. The nearest neighbor spacing distribution of the adjacency matrix of this network follows Gaussian orthogonal statistics of random matrix theory (RMT). Spectral…
We propose a second-order accurate method to estimate the eigenvectors of extremely large matrices thereby addressing a problem of relevance to statisticians working in the analysis of very large datasets. More specifically, we show that…
We prove universality at the edge of the spectrum for unitary (beta=2), orthogonal (beta=1) and symplectic (beta=4) ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial,…
We consider pairs of anti-commuting $2p$-by-$2p$ Hermitian matrices that are chosen randomly with respect to a Gaussian measure. Generically such a pair decomposes into the direct sum of $2$-by-$2$ blocks on which the first matrix has…
In this tutorial, exponentiation and factorization (decomposition) formulas are derived and discussed for common matrix operators that arise in studies of classical dynamics, linear and nonlinear optics, and special relativity. To…
A remarkable property of Hermitian ensembles is their universal behavior, that is, once properly rescaled the eigenvalue statistics does not depend on particularities of the ensemble. Recently, normal matrix ensembles have attracted…
This paper presents an algorithmic method for generating random orthogonal matrices \(A\) that satisfy the property \(A^t S A = S\), where \(S\) is a fixed real invertible symmetric or skew-symmetric matrix. This method is significant as it…