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The task of analytically diagonalizing a tridiagonal matrix can be considerably simplified when a part of the matrix is uniform. Such quasi-uniform matrices occur in several physical contexts, both classical and quantum, where…

Mathematical Physics · Physics 2015-05-13 Leonardo Banchi , Ruggero Vaia

Characterization of the uncertainty in robotic manipulators is the focus of this paper. Based on the random matrix theory (RMT), we propose uncertainty characterization schemes in which the uncertainty is modeled at the macro (system)…

Applications · Statistics 2017-07-10 Javad Sovizi , Sonjoy Das , Venkat Krovi

We construct approximate transport maps for perturbative several-matrix models. As a consequence, we deduce that local statistics have the same asymptotic as in the case of independent GUE or GOE matrices, i.e., they are given by the…

Probability · Mathematics 2016-03-21 Alessio Figalli , Alice Guionnet

We study quantum kicked rotator in the classically fully chaotic regime, in the domain of the semiclassical behaviour. We use Izrailev's N-dimensional model for various N<=4000, which in the limit N-> infinity tends to the quantized kicked…

Chaotic Dynamics · Physics 2013-12-31 Thanos Manos , Marko Robnik

In this paper three different scenarios in wide band spectrum sensing have been studied. While the signal and noise statistics are supposed to be unspecified, random matrixes have been utilized in order to estimate the noise variance. These…

Signal Processing · Electrical Eng. & Systems 2018-03-14 Sajjad Imani , Amin Banitalebi-Dehkordi , Mehdi Cheraghi

Localization properties of residue fluctuations in globular proteins are studied theoretically by using the Gaussian network model. Participation ratio for each residue fluctuation mode is calculated. It is found that the relationship…

Biological Physics · Physics 2009-11-10 Yinhao Wu , Xianzhang Yuan , Xia Gao , Haiping Fang , Jian Zi

This work proposes a method for the two-dimensional simulation of Brownian particles in a fluid with restrictions. The method is based on simple numerical rules between two matrices. One of the matrix represent the identification of all…

Statistical Mechanics · Physics 2012-04-24 Eric Plaza

The spectral properties of interacting strongly chaotic systems are investigated for growing interaction strength. A very sensitive transition from Poisson statistics to that of random matrix theory is found. We introduce a new random…

The spectra of random feature matrices provide essential information on the conditioning of the linear system used in random feature regression problems and are thus connected to the consistency and generalization of random feature models.…

Machine Learning · Statistics 2022-12-13 Zhijun Chen , Hayden Schaeffer , Rachel Ward

We use the transport methods developped in [3] to obtain universality results for local statistics of eigenvalues in the bulk and at the edge for $\beta$-matrix models in the multi-cut regime. We construct an approximate transport map…

Probability · Mathematics 2017-08-04 Florent Bekerman

This paper investigates the classical statistical signal processing problem of detecting a signal in the presence of colored noise with an unknown covariance matrix. In particular, we consider a scenario where m-dimensional p possible…

Information Theory · Computer Science 2019-01-29 Lahiru D. Chamain , Prathapasinghe Dharmawansa , Saman Atapattu , Chintha Tellambura

A deeper understanding of the processes underlying the distribution of animals in space is crucial for both basic and applied ecology. The Common buzzard (Buteo buteo) is a highly aggressive, territorial bird of prey that interacts strongly…

Populations and Evolution · Quantitative Biology 2020-11-04 Gernot Akemann , Michael Baake , Nayden Chakarov , Oliver Krüger , Adam Mielke , Meinolf Ottensmann , Rebecca Werdehausen

Protein distributions measured under a broad set of conditions in bacteria and yeast were shown to exhibit a common skewed shape, with variances depending quadratically on means. For bacteria these properties were reproduced by temporal…

Biological Physics · Physics 2015-10-28 Naama Brenner , C. M. Newman , Dino Osmanovic , Yitzhak Rabin , Hanna Salman , D. L. Stein

We have discussed earlier the correlation functions of the random variables $\det(\la-X)$ in which $X$ is a random matrix. In particular the moments of the distribution of these random variables are universal functions, when measured in the…

Mathematical Physics · Physics 2009-10-31 E. Brezin , S. Hikami

In the present work, we review the fundamental methods which have been developed in the last few years for classifying into families and clans the distribution of amino acids in protein databases. This is done through functions of random…

Biomolecules · Quantitative Biology 2018-06-15 R. P. Mondaini , S. C. de Albuquerque Neto

Statistical inference of the dependence between objects often relies on covariance matrices. Unless the number of features (e.g. data points) is much larger than the number of objects, covariance matrix cleaning is necessary to reduce…

Risk Management · Quantitative Finance 2021-06-09 Christian Bongiorno , Damien Challet

The random matrix uniformly distributed over the set of all m-by-n matrices over a finite field plays an important role in many branches of information theory. In this paper a generalization of this random matrix, called k-good random…

Information Theory · Computer Science 2012-05-03 Shengtian Yang , Thomas Honold

We prove that the local eigenvalue statistics in the bulk for complex random matrices with independent entries whose $r$-th absolute moment decays as $N^{-1-(r-2)\epsilon}$ for some $\epsilon>0$ are universal. This includes sparse matrices…

Probability · Mathematics 2025-08-06 Mohammed Osman

We propose a one-dimensional nonintegrable spin model with local interactions that covers Dyson's three symmetry classes (classes A, AI, and AII) depending on the values of parameters. We show that the nearest-neighbor spacing distribution…

Statistical Mechanics · Physics 2019-04-17 Ryusuke Hamazaki , Masahito Ueda

We introduce matrix H theory, a framework for analyzing collective behavior arising from multivariate stochastic processes with hierarchical structure. The theory models the joint distribution of the multiple variables (the measured signal)…

Statistical Finance · Quantitative Finance 2025-03-13 Luan M. T. de Moraes , Antônio M. S. Macedo , Raydonal Ospina , Giovani L. Vasconcelos