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We study the asymptotics of sums of matricially free random variables called random pseudomatrices, and we compare it with that of random matrices with block-identical variances. For objects of both types we find the limit joint…

Operator Algebras · Mathematics 2014-07-25 Romuald Lenczewski

Let $X$ be a $d\times d$ symmetric random matrix with independent but non-identically distributed Gaussian entries. It has been conjectured by Lata\l{a} that the spectral norm of $X$ is always of the same order as the largest Euclidean norm…

Probability · Mathematics 2018-06-22 Ramon van Handel

For an $n\times n$ matrix $A_n$, the $r\to p$ operator norm is defined as $$\|A_n\|_{r\to p}:= \sup_{\mathbf{x}\in\mathbb{R}^n:\|\mathbf{x} \|_r\leq 1 } \|A_n\mathbf{x} \|_p\quad\text{for}\quad r,p\geq 1.$$ For different choices of $r$ and…

Probability · Mathematics 2024-03-18 Souvik Dhara , Debankur Mukherjee , Kavita Ramanan

We prove a local law in the bulk of the spectrum for random Gram matrices $XX^*$, a generalization of sample covariance matrices, where $X$ is a large matrix with independent, centered entries with arbitrary variances. The limiting…

Probability · Mathematics 2017-03-13 Johannes Alt , László Erdős , Torben Krüger

This paper can be thought of as a remark of \cite{llw}, where the authors studied the eigenvalue distribution $\mu_{X_N}$ of random block Toeplitz band matrices with given block order $m$. In this note we will give explicit density…

Probability · Mathematics 2011-08-16 Yi-Ting Li , Dang-Zheng Liu , Xin Sun , Zheng-Dong Wang

We study the asymptotic distribution of level crossings for random matrix pencils A_n+\lambda B_n in several ensembles, including complex and real i.i.d. matrices and Gaussian/Hermitian settings. We derive a representation of the normalized…

Mathematical Physics · Physics 2026-04-29 B. Shapiro

We consider the set $\mathcal M_n(\mathbb Z; H)$ of $n\times n$-matrices with integer elements of size at most $H$ and obtain upper bounds on the number of matrices from $\mathcal M_n(\mathbb Z; H)$, for which the characteristic polynomial…

Number Theory · Mathematics 2026-03-26 Alina Ostafe , Igor E. Shparlinski

We calculate the autocorrelation functions (or shifted moments) of the characteristic polynomials of matrices drawn uniformly with respect to Haar measure from the groups U(N), O(2N) and USp(2N). In each case the result can be expressed in…

Mathematical Physics · Physics 2016-09-07 J. B. Conrey , D. W. Farmer , J. P. Keating , M. O. Rubinstein , N. C. Snaith

For a general one-sided nonautonomous dynamics defined by a sequence of linear operators, we consider the notion of a polynomial dichotomy with respect to a sequence of norms and we characterize it completely in terms of the admissibility…

Dynamical Systems · Mathematics 2019-06-04 Davor Dragicevic

In classical random matrix theory the Gaussian and chiral Gaussian random matrix models with a source are realized as shifted mean Gaussian, and chiral Gaussian, random matrices with real $(\beta = 1)$, complex ($\beta = 2)$ and real…

Probability · Mathematics 2015-06-16 Peter J. Forrester

The Gaussian unitary random matrix ensembles satisfying some additional symmetry conditions are considered. The effect of these conditions on the limiting normalized counting measures and correlation functions is studied.

Mathematical Physics · Physics 2008-04-24 Vladimir Vasilchuk

Assuming the Generalised Riemann Hypothesis (GRH), we show that for all k, there exist polynomials with coefficients in $\MA$ having no arithmetic circuits of size O(n^k) over the complex field (allowing any complex constant). We also build…

Computational Complexity · Computer Science 2013-04-23 Hervé Fournier , Sylvain Perifel , Rémi de Verclos

We apply random matrix theory to complex networks. We show that nearest neighbor spacing distribution of the eigenvalues of the adjacency matrices of various model networks, namely scale-free, small-world and random networks follow…

Adaptation and Self-Organizing Systems · Physics 2016-09-08 Jayendra N. Bandyopadhyay , Sarika Jalan

We prove that for Gaussian random normal matrices the correlation function has universal behavior. Using the technique of orthogonal polynomials and identities similar to the Christoffel-Darboux formula, we find that in the limit, as the…

Mathematical Physics · Physics 2013-12-03 Roman Riser

Let $A$ be an $n\times n$ random matrix whose entries are i.i.d. with mean $0$ and variance $1$. We present a deterministic polynomial time algorithm which, with probability at least $1-2\exp(-\Omega(\epsilon n))$ in the choice of $A$,…

Probability · Mathematics 2020-12-02 Vishesh Jain , Ashwin Sah , Mehtaab Sawhney

We solve an open problem of Diaconis that asks what are the largest orders of $p_n$ and $q_n$ such that $Z_n,$ the $p_n\times q_n$ upper left block of a random matrix $\boldsymbol{\Gamma}_n$ which is uniformly distributed on the orthogonal…

Probability · Mathematics 2007-05-23 Tiefeng Jiang

We investigate random matrices whose entries are obtained by applying a nonlinear kernel function to pairwise inner products between $n$ independent data vectors, drawn uniformly from the unit sphere in $\mathbb{R}^d$. This study is…

Probability · Mathematics 2023-05-09 Yue M. Lu , Horng-Tzer Yau

We present a new approach to graph limit theory which unifies and generalizes the two most well developed directions, namely dense graph limits (even the more general $L^p$ limits) and Benjamini--Schramm limits (even in the stronger…

Combinatorics · Mathematics 2018-11-05 Agnes Backhausz , Balazs Szegedy

The aim of this paper is to give a precise asymptotic description of some eigenvalue statistics stemming from random matrix theory. More precisely, we consider random determinants of the GUE, Laguerre, Uniform Gram and Jacobi beta ensembles…

Probability · Mathematics 2017-07-25 Martina Dal Borgo , Emma Hovhannisyan , Alain Rouault

A family of random matrix ensembles interpolating between the GUE and the Ginibre ensemble of $n\times n$ matrices with iid centered complex Gaussian entries is considered. The asymptotic spectral distribution in these models is uniform in…

Probability · Mathematics 2010-03-23 Martin Bender