Related papers: Canonical moments and random spectral measures
We experiment with some topics in elementary number theory. For matrices defined by Gaussian primes we observe a circular spectral law for the eigenvalues. We look at matrices defined by Gaussian primes and look at the growth of the…
We generally study the density of eigenvalues in unitary ensembles of random matrices from the recurrence coefficients with regularly varying conditions for the orthogonal polynomials. First we calculate directly the moments of the density.…
Let $\{U^N_t\}_{t\ge 0}$ be a standard Brownian motion on $\mathbb{U}(N)$. For fixed $N\in\mathbb{N}$ and $t>0$, we give explicit bounds on the $L_1$-Wasserstein distance of the empirical spectral measure of $U^N_t$ to both the…
Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…
Electronic transport through chaotic quantum dots exhibits universal, system independent, properties, consistent with random matrix theory. The quantum transport can also be rooted, via the semiclassical approximation, in sums over the…
We consider an ensemble of nxn real symmetric random matrices A whose entries are determined by independent identically distributed random variables that have symmetric probability distribution. Assuming that the moment 12+2delta of these…
In this paper, we survey some recent progress on rigorously establishing the universality of various spectral statistics of Wigner Hermitian random matrix ensembles, focusing on the Four Moment Theorem and its refinements and applications,…
Properties of universality have essential relevance for the theory of random matrices usually called the Wigner ensemble. The issue was analysed up to recent years with detailed and relevant results. We present a slightly different view and…
The classical random matrix theory is mostly focused on asymptotic spectral properties of random matrices as their dimensions grow to infinity. At the same time many recent applications from convex geometry to functional analysis to…
This survey provides a unified discussion of multiple integrals, moments, cumulants and diagram formulae associated with functionals of completely random measures. Our approach is combinatorial, as it is based on the algebraic formalism of…
We consider an urn model with multiple drawing and random time-dependent addition matrix. The model is very general with respect to previous literature: the number of sampled balls at each time-step is random, the addition matrix has…
We propose to analyse the statistical properties of a sequence of vectors using the spectrum of the associated Gram matrix. Such sequences arise e.g. by the repeated action of a deterministic kicked quantum dynamics on an initial condition…
A method based on multicanonical Monte Carlo is applied to the calculation of large deviations in the largest eigenvalue of random matrices. The method is successfully tested with the Gaussian orthogonal ensemble (GOE), sparse random…
We study the moment space corresponding to matrix measures on the unit circle. Moment points are characterized by non-negative definiteness of block Toeplitz matrices. This characterization is used to derive an explicit representation of…
Consider a square matrix with independent and identically distributed entries of zero mean and unit variance. It is well known that if the entries have a finite fourth moment, then, in high dimension, with high probability, the spectral…
Let $\mathcal{M}_n(E)$ denote the set of vectors of the first $n$ moments of probability measures on $E\subset\mathbb{R}$ with existing moments. The investigation of such moment spaces in high dimension has found considerable interest in…
These lecture notes provide a comprehensive, self-contained introduction to the analysis of Wishart matrix moments. This study may act as an introduction to some particular aspects of random matrix theory, or as a self-contained exposition…
We study random products of matrices in SL_2(C) from the point of view of holomorphic dynamics. For non-elementary measures with finite first moment we obtain the exponential convergence towards the stationary measure in Sobolev norm. As a…
We introduce a notion of vague convergence for random marked metric measure spaces. Our main result shows that convergence of the moments of order $k \ge 1$ of a random marked metric measure space is sufficient to obtain its vague…
Given the adjacency matrix of an undirected graph, we define a coupling of the spectral measures at the vertices, whose moments count the rooted closed paths in the graph. The resulting joint spectral measure verifies numerous interesting…