Related papers: Universal sum and product rules for random matrice…
Consider random matrices $A$, of dimension $m\times (m+n)$, drawn from an ensemble with probability density $f(\rmtr AA^\dagger)$, with $f(x)$ a given appropriate function. Break $A = (B,X)$ into an $m\times m$ block $B$ and the…
The density of state for a complex $N\times N$ random matrix coupled to an external deterministic source is considered for a finite N, and a compact expression in an integral representation is obtained.
We derive the mean eigenvalue density for symmetric Gaussian random N x N matrices in the limit of large N, with a constraint implying that the row sum of matrix elements should vanish. The result is shown to be equivalent to a result found…
We discuss the limiting spectral density of real symmetric random matrices. Other than in standard random matrix theory the upper diagonal entries are not assumed to be independent, but we will fill them with the entries of a stochastic…
Random feature maps are ubiquitous in modern statistical machine learning, where they generalize random projections by means of powerful, yet often difficult to analyze nonlinear operators. In this paper, we leverage the "concentration"…
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…
Given any fixed $N \times N$ positive semi-definite diagonal matrix $G\ge 0$ we derive the explicit formula for the density of complex eigenvalues for random matrices $A$ of the form $A=U\sqrt{G}$} where the random unitary matrices $U$ are…
In contemporary applied and computational mathematics, a frequent challenge is to bound the expectation of the spectral norm of a sum of independent random matrices. This quantity is controlled by the norm of the expected square of the…
The empirical spectral distribution of Hermitian $K \times K$-block random matrices converges to a deterministic density on the real line with a potential atom at the origin as the dimension of the blocks tends to infinity. In this model…
We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These…
In this work we study the spectral density of products of Wishart diluted random matrices of the form $X(1)\cdots X(M)(X(1)\cdots X(M))^T$ using the Edwards-Jones trick to map this problem into a system of interacting particles with random…
We consider non-Hermitian random matrices $X \in \mathbb{C}^{n \times n}$ with general decaying correlations between their entries. For large $n$, the empirical spectral distribution is well approximated by a deterministic density,…
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.…
Random graph models are used to describe the complex structure of real-world networks in diverse fields of knowledge. Studying their behavior and fitting properties are still critical challenges, that in general, require model specific…
We study the densities of limiting distributions of squared singular values of high-dimensional matrix products composed of independent complex Gaussian (complex Ginibre) and truncated unitary matrices which are taken from Haar distributed…
The spectral densities of ensembles of non-Hermitian sparse random matrices are analysed using the cavity method. We present a set of equations from which the spectral density of a given ensemble can be efficiently and exactly calculated.…
We introduce and carefully study a natural probability measure over the numerical range of a complex matrix $A \in M_n(\C)$. This numerical measure $\mu_A$ can be defined as the law of the random variable $<AX,X> \in \C$ when the vector $X…
It is shown that the conventional many-body techniques to calculate the Green's functions can be applied to the wide, compressible edge of a quantum Hall bar. The only ansatz we need is the existence of stable density modes that yields a…
We prove that a sum of random matrices generated by a $\psi$-mixing Markov chain has similar spectral properties to a Gaussian matrix with the same mean and covariance structure. This nonasymptotic universality principle enables sharp…
I use quaternion free probability calculus - an extension of free probability to non-Hermitian matrices (which is introduced in a succinct but self-contained way) - to derive in the large-size limit the mean densities of the eigenvalues and…