Related papers: Random matrices and Laplacian growth

We study a class of random matrices that appear in several communication and signal processing applications, and whose asymptotic eigenvalue distribution is closely related to the reconstruction error of an irregularly sampled bandlimited…

Spectral correlations in unitary invariant, non-Gaussian ensembles of large random matrices possessing an eigenvalue gap are studied within the framework of the orthogonal polynomial technique. Both local and global characteristics of…

We perform an extensive investigation of the localization properties of the eigenmodes of the Laplace and adjacency matrix for one-dimensional random geometric graphs. We evaluate the density of states, the probability distribution of the…

We present some applications of central limit theorems on mesoscopic scales for random matrices. When combined with the recent theory of "homogenization" for Dyson Brownian Motion, this yields the universality of quantities which depend on…

The eigenvalue spacing of a uniformly chosen random finite unipotent matrix in its permutation action on lines is studied. We obtain bounds for the mean number of eigenvalues lying in a fixed arc of the unit circle and offer an approach…

Let $N(L)$ be the number of eigenvalues, in an interval of length $L$, of a matrix chosen at random from the Gaussian Orthogonal, Unitary or Symplectic ensembles of ${\cal N}$ by ${\cal N}$ matrices, in the limit ${\cal…

Experiments in quasi 2-dimensional geometry (Hele Shaw cells) in which a fluid is injected into a visco-elastic medium (foam, clay or associating-polymers) show patterns akin to fracture in brittle materials, very different from standard…

In this paper, we first briefly review some recent results on the distribution of the maximal eigenvalue of a $(N\times N)$ random matrix drawn from Gaussian ensembles. Next we focus on the Gaussian Unitary Ensemble (GUE) and by suitably…

We investigate joint spectral characteristics of a family of matrices $\mathcal F $, associated with products in the semigroup generated by $\mathcal F$. In the literature, extremal measures such as the well-known joint spectral radius and…

We compute analytically the joint probability density of eigenvalues and the level spacing statistics for an ensemble of random matrices with interesting features. It is invariant under the standard symmetry groups (orthogonal and unitary)…

The eigenvalue distribution of Hoppe's two matrix model is investigated in detail as a function of the model's coupling. For small couplings it is a perturbed Wigner semicircle, while for large couplings it is a parabolic distribution which…

We discuss probabilistic models of random covariance structures defined by distributions over sparse eigenmatrices. The decomposition of orthogonal matrices in terms of Givens rotations defines a natural, interpretable framework for…

We consider matrix-valued processes described as solutions to stochastic differential equations of very general form. We study the family of the empirical measure-valued processes constructed from the corresponding eigenvalues. We show that…

To construct dispersion relations for diffusion or oscillation processes on random networks, it is necessary to obtain effective length scales for the eigenvectors of a graph Laplacian matrix, whose eigenvalues represent inverse time…

We introduce a new random matrix model called distance covariance matrix in this paper, whose normalized trace is equivalent to the distance covariance. We first derive a deterministic limit for the eigenvalue distribution of the distance…

We consider $N\times N$ Gaussian random matrices, whose average density of eigenvalues has the Wigner semi-circle form over $[-\sqrt{2},\sqrt{2}]$. For such matrices, using a Coulomb gas technique, we compute the large $N$ behavior of the…

Some tools and ideas are interchanged between random matrix theory and multivariate statistics. In the context of the random matrix theory, classes of spherical and generalised Wishart random matrix ensemble, containing as particular cases…

The problem of membrane topology in the matrix model of M-theory is considered. The matrix regularization procedure, which makes a correspondence between finite-sized matrices and functions defined on a two-dimensional base space, is…

Dirac operator eigenvalues split into two when subjected to two different external vector sources. In a specific finite-volume scaling regime of gauge theories with fermions, this problem can be mapped to a chiral Random Two-Matrix Theory.…

We study the asymptotic distributions of the spiked eigenvalues and the largest nonspiked eigenvalue of the sample covariance matrix under a general covariance matrix model with divergent spiked eigenvalues, while the other eigenvalues are…