Related papers: Eigenvalue distributions of large Euclidean random…
We study the propagation of electromagnetic (EM) waves in extremely dense exotic systems with very unique properties. These EM waves develop a longitudinal component due to interactions with the medium. Renormalization scheme of QED is used…
Consider the ensemble of Real Symmetric Toeplitz Matrices, each entry iidrv from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. The limiting spectral measure (the density of normalized eigenvalues)…
We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an $n \times n$ matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian…
In this paper, we consider the problem of deriving new eigenvalue distributions of real-valued Wishart matrices that arises in many scientific and engineering applications. The distributions are derived using the tools from the theory of…
We study a class of random matrices that appear in several communication and signal processing applications, and whose asymptotic eigenvalue distribution is closely related to the reconstruction error of an irregularly sampled bandlimited…
We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…
We compute analytically, for large N, the probability distribution of the number of positive eigenvalues (the index N_{+}) of a random NxN matrix belonging to Gaussian orthogonal (\beta=1), unitary (\beta=2) or symplectic (\beta=4)…
In this report, the explicit probability density functions of the random Euclidean distances associated with regular hexagons are given, when the two endpoints of a link are randomly distributed in the same hexagon, and two adjacent…
We analyze properties of non-hermitian matrices of size M constructed as square submatrices of unitary (orthogonal) random matrices of size N>M, distributed according to the Haar measure. In this way we define ensembles of random matrices…
In this paper we consider Wigner random matrices -- symmetric n by n random matrices whose entries are independent identically distributed real random variables. We prove that the probability distribution of one or several eigenvalues close…
A theoretical analysis is given of the equation of motion method, due to Alben et al., to compute the eigenvalue distribution (density of states) of very large matrices. The salient feature of this method is that for matrices of the kind…
We consider random matrix ensembles on the set of Hermitian matrices that are heavy tailed, in particular not all moments exist, and that are invariant under the conjugate action of the unitary group. The latter property entails that the…
The eigenvalue distribution is investigated for matrix models related via the localization to Chern-Simons-matter theories. An integral representation of the planar resolvent is used to derive the positions of the branch points of the…
Statistical properties of ensembles of random density matrices are investigated. We compute traces and von Neumann entropies averaged over ensembles of random density matrices distributed according to the Bures measure. The eigenvalues of…
A theoretical analysis of the statistical distributions of the reflected intensities from random media is presented. We use random matrix theory to analytically deduce the probability densities in the localization regime. Numerical…
For an $n \times n$ independent-entry random matrix $X_n$ with eigenvalues $\lambda_1, \ldots, \lambda_n$, the seminal work of Rider and Silverstein asserts that the fluctuations of the linear eigenvalue statistics $\sum_{i=1}^n…
We establish two universal inequalities for Neumann eigenvalues of the Laplacian on a Euclidean convex domain.
In the present work, eigenvalue distributions defined by a random rectangular matrix whose components are neither independently nor identically distributed are analyzed using replica analysis and belief propagation. In particular, we…
In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter $\theta>0$) by replacing the entries equal to one by…
Random walks as well as diffusions in random media are considered. Methods are developed that allow one to establish large deviation results for both the `quenched' and the `averaged' case.