Related papers: Universality for generalized Wigner matrices with …
In this paper we use probabilistic methods to derive some results on the generalized Bernoulli and generalized Euler polynomials. Our approach is based on the properties of Appell polynomials associated with uniformly distributed and…
The nonnegativity of the density operator of a state is faithfully coded in its Wigner distribution, and this places constraints on the moments of the Wigner distribution. These constraints are presented in a canonically invariant form…
Universality properties of the distribution of the generalized eigenvalues of a pencil of random Hankel matrices, arising in the solution of the exponential interpolation problem of a complex discrete stationary process, are proved under…
Non-Hermitian random matrices with statistical spectral characteristics beyond the standard Ginibre ensembles have recently emerged in the description of dissipative quantum many-body systems as well as in non-ergodic wave transport in…
In this paper, we study the eigenvalues and eigenvectors of the spiked invariant multiplicative models when the randomness is from Haar matrices. We establish the limits of the outlier eigenvalues $\widehat{\lambda}_i$ and the generalized…
We study the characteristic polynomial of random permutation matrices following some measures which are invariant by conjugation, including Ewens' measures which are one-parameter deformations of the uniform distribution on the permutation…
We consider random matrices of the form $H = W + \lambda V$, $\lambda\in\mathbb{R}^+$, where $W$ is a real symmetric or complex Hermitian Wigner matrix of size $N$ and $V$ is a real bounded diagonal random matrix of size $N$ with i.i.d.\…
Let $A\in\mathbb{C}^{n\times n}$ be a normal matrix with spectrum $\{\lambda_{i}\}_{i=1}^{n}$, and let $\widetilde{A}=A+E\in\mathbb{C}^{n\times n}$ be a perturbed matrix with spectrum $\{\widetilde{\lambda}_{i}\}_{i=1}^{n}$. If…
In this paper, we derive the analytical behavior of the limiting spectral distribution of non-central covariance matrices of the "general information-plus-noise" type, as studied in [14]. Through the equation defining its Stieltjes…
We consider a general class of random matrices whose entries are centred random variables, independent up to a symmetry constraint. We establish precise high-probability bounds on the averages of arbitrary monomials in the resolvent matrix…
One can consider $\mu$-Martin-L\"of randomness for a probability measure $\mu$ on $2^{\omega}$, such as the Bernoulli measure $\mu_p$ given $p \in (0, 1)$. We study Bernoulli randomness of sequences in $n^{\omega}$ with parameters $p_0,…
Many results that are difficult can be found more easily by using a generalization in the complex plane of Einstein's addition law of parallel velocities. Such a generalization is a natural way to add quantities that are limited to bounded…
We generalize Lindeberg's proof of the central limit theorem to an invariance principle for arbitrary smooth functions of independent and weakly dependent random variables. The result is applied to get a similar theorem for smooth functions…
The universality phenomenon asserts that the distribution of the eigenvalues of random matrix with i.i.d. zero mean, unit variance entries does not depend on the underlying structure of the random entries. For example, a plot of the…
In this work, we derive an Edgeworth expansion for the Bernoulli weighted mean $\hat{\mu} = \frac{\sum_{i=1}^n Y_i T_i}{\sum_{i=1}^n T_i}$ in the case where $Y_1, \dots, Y_n$ are i.i.d. non semi-lattice random variables and $T_1, \dots,…
Consider the ensembles of real symmetric Toeplitz matrices and real symmetric Hankel matrices whose entries are i.i.d. random variables chosen from a fixed probability distribution p of mean 0, variance 1, and finite higher moments.…
The spectral graph theory provides an algebraical approach to investigate the characteristics of weighted networks using the eigenvalues and eigenvectors of a matrix (e.g., normalized Laplacian matrix) that represents the structure of the…
We consider random stochastic matrices $M$ with elements given by $M_{ij}=|U_{ij}|^2$, with $U$ being uniformly distributed on one of the classical compact Lie groups or associated symmetric spaces. We observe numerically that, for large…
We show that the Riemannian Gaussian distributions on symmetric spaces, introduced in recent years, are of standard random matrix type. We exploit this to compute analytically marginals of the probability density functions. This can be done…
We improve and subsume the conditions of Johansson and \"Oberg [18] and Berbee [2] for uniqueness of a g-measure, i.e., a stationary distribution for chains with complete connections. In addition, we prove that these unique g-measures have…