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We obtain correction terms to the large N asymptotic expansions of the eigenvalue density for the Gaussian unitary and Laguerre unitary ensembles of random N by N matrices, both in the bulk of the spectrum and near the spectral edge. This…

Mathematical Physics · Physics 2009-11-11 T. M. Garoni , P. J. Forrester , N. E. Frankel

In modern data analysis, nonparametric measures of discrepancies between random variables are particularly important. The subject is well-studied in the frequentist literature, while the development in the Bayesian setting is limited where…

Methodology · Statistics 2022-01-25 Qinyi Zhang , Veit Wild , Sarah Filippi , Seth Flaxman , Dino Sejdinovic

The two-level correlation function $R_{d,\beta}(s)$ of $d$-dimensional disordered models ($d=1$, 2, and 3) with long-range random-hopping amplitudes is investigated numerically at criticality. We focus on models with orthogonal ($\beta=1$)…

Disordered Systems and Neural Networks · Physics 2007-05-23 E. Cuevas

Embedded random matrix ensembles with $k$-body interactions are well established to be appropriate for many quantum systems. For these ensemble the two point correlation function is not yet derived though these ensembles are introduced 50…

Quantum Physics · Physics 2023-06-07 V. K. B. Kota

Level curvature is a measure of sensitivity of energy levels of a disordered/chaotic system to perturbations. In the bulk of the spectrum Random Matrix Theory predicts the probability distributions of level curvatures to be given by…

Mathematical Physics · Physics 2012-02-23 Yan V Fyodorov

We give a closed form for the correlation functions of ensembles of a class of asymmetric real matrices in terms of the Pfaffian of an antisymmetric matrix formed from a $2 \times 2$ matrix kernel associated to the ensemble. We apply this…

Mathematical Physics · Physics 2015-05-13 Alexei Borodin , Christopher D Sinclair

We study spectral statistics of a Gaussian unitary critical ensemble of almost diagonal Hermitian random matrices with off-diagonal entries $<|H_{ij}|^{2} > \sim b^{2} |i-j|^{-2}$ small compared to diagonal ones $<|H_{ii}|^{2} > \sim 1$.…

Disordered Systems and Neural Networks · Physics 2011-03-25 Vladimir E. Kravtsov , Oleg Yevtushenko , Emilio Cuevas

We characterize the phenomenon of "crowding" near the largest eigenvalue $\lambda_{\max}$ of random $N \times N$ matrices belonging to the Gaussian $\beta$-ensemble of random matrix theory, including in particular the Gaussian orthogonal…

Mathematical Physics · Physics 2016-01-08 Anthony Perret , Gregory Schehr

We study the asymptotic behavior of the partition function and the correlation kernel in random matrix ensembles of the form $\frac{1}{Z_n} \big|\det \big( M^2-tI \big)\big|^{\alpha} e^{-n\operatorname{Tr} V(M)}dM$, where $M$ is an $n\times…

Mathematical Physics · Physics 2016-03-24 Tom Claeys , Benjamin Fahs

We investigate the hypernuclear cluster states of $_\Lambda^{12}\mathrm{B}$ using a neural-network-driven microscopic model. We extend the Control Neural Networks (Ctrl.NN) method and systematically calculate the positive-parity spectrum of…

We continue our work [arXiv:2403.07628] on asymptotic expansions at the soft edge for the classical $n$-dimensional Gaussian and Laguerre random matrix ensembles. By revisiting the construction of the associated skew-orthogonal polynomials…

Probability · Mathematics 2026-01-22 Folkmar Bornemann

The complex Ginibre ensemble is an $N\times N$ non-Hermitian random matrix over $\mathbb{C}$ with i.i.d. complex Gaussian entries normalized to have mean zero and variance $1/N$. Unlike the Gaussian unitary ensemble, for which the…

Probability · Mathematics 2018-05-24 Nicholas Crawford , Ron Rosenthal

The structure function of a random matrix ensemble can be specified as the covariance of the linear statistics $\sum_{j=1}^N e^{i k_1 \lambda_j}$, $\sum_{j=1}^N e^{-i k_2 \lambda_j}$ for Hermitian matrices, and the same with the eigenvalues…

Mathematical Physics · Physics 2021-05-26 Peter J. Forrester

We consider the fate of $1/N$ expansions in unstable many-body quantum systems, as realized by a quench across criticality, and show the emergence of ${\rm e}^{2\lambda t}/N$ as a renormalized parameter ruling the quantum-classical…

Quantum Physics · Physics 2021-03-26 Benjamin Geiger , Juan Diego Urbina , Klaus Richter

The eigenvalue correlations of random matrices from the Jacobi Unitary Ensemble have a known asymptotic behavior as their size tends to infinity. In the bulk of the spectrum the behavior is described in terms of the sine kernel, and at the…

Mathematical Physics · Physics 2010-07-29 Arno Kuijlaars , Maarten Vanlessen

We introduce random-kernel networks, a multilayer extension of random feature models where depth is created by deterministic kernel composition and randomness enters only in the outermost layer. We prove that deeper constructions can…

Machine Learning · Computer Science 2025-09-03 James Tian

We briefly review the solution of three ensembles of non-Hermitian random matrices generalizing the Wishart-Laguerre (also called chiral) ensembles. These generalizations are realized as Gaussian two-matrix models, where the complex…

Mathematical Physics · Physics 2011-06-01 Gernot Akemann

Recent applications of kernel methods in machine learning have seen a renewed interest in the Laplacian kernel, due to its stability to the bandwidth hyperparameter in comparison to the Gaussian kernel, as well as its expressivity being…

Machine Learning · Statistics 2025-02-24 Sudhendu Ahir , Parthe Pandit

Extreme U-statistics arise when the kernel of a U-statistic has a high degree but depends only on its arguments through a small number of top order statistics. As the kernel degree of the U-statistic grows to infinity with the sample size,…

Statistics Theory · Mathematics 2023-01-09 Jochem Oorschot , Johan Segers , Chen Zhou

We introduce a novel kernel that models input-dependent couplings across multiple latent processes. The pairwise joint kernel measures covariance along inputs and across different latent signals in a mutually-dependent fashion. A latent…

Machine Learning · Statistics 2017-10-04 Sami Remes , Markus Heinonen , Samuel Kaski