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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…

Probability · Mathematics 2010-05-05 Joseph Najnudel , Ashkan Nikeghbali

We prove that for any $n\times n$ matrix, $A$, and $z$ with $|z|\geq \|A\|$, we have that $\|(z-A)^{-1}\|\leq\cot (\frac{\pi}{4n}) \dist (z, \spec(A))^{-1}$. We apply this result to the study of random orthogonal polynomials on the unit…

Spectral Theory · Mathematics 2007-05-23 E. B. Davies , Barry Simon

We consider a class of sample covariance matrices of the form $Q=TXX^{*}T^*,$ where $X=(x_{ij})$ is an $M \times N$ rectangular matrix consisting of i.i.d entries and $T$ is a deterministic matrix satisfying $T^*T$ is diagonal. Assuming $M$…

Probability · Mathematics 2026-01-14 Xiucai Ding

We explore the limiting empirical eigenvalue distributions arising from matrices of the form \[A_{n+1} = \begin{bmatrix} A_n & I\\ I & A_n \end{bmatrix} , \]where $A_0$ is the adjacency matrix of a $k$-regular graph. We find that for…

Discrete Mathematics · Computer Science 2018-07-23 Clark Alexander , Tara Nenninger , Danielle Tucker

We introduce a unified method for study of 2-dimensional invariant subspaces of matrices and their corresponding super-eigenvalues. As a novel application to non-commutative algebra, we present a connection between the eigenvalues of…

Rings and Algebras · Mathematics 2026-01-27 Omar Al-Raisi , Mohammad Shahryari

Let $Z$ be a random variable with values in a proper closed convex cone $C\subset \mathbb{R}^d$, $A$ a random endomorphism of $C$ and $N$ a random integer. We assume that $Z$, $A$, $N$ are independent. Given $N$ independent copies…

Probability · Mathematics 2014-03-14 Dariusz Buraczewski , Ewa Damek , Yves Guivarc'h , Sebastian Mentemeier

We investigate eigenvector statistics of the Truncated Unitary ensemble $\mathrm{TUE}(N,M)$ in the weakly non-unitary case $M=1$, that is when only one row and column are removed. We provide an explicit description of generalized overlaps…

Probability · Mathematics 2023-02-02 Guillaume Dubach

We introduce the concept of shape partition of a tensor and formulate a general tensor eigenvalue problem that includes all previously studied eigenvalue problems as special cases. We formulate irreducibility and symmetry properties of a…

Spectral Theory · Mathematics 2021-02-25 Antoine Gautier , Francesco Tudisco , Matthias Hein

Consider $n$ linearly independent vectors in $\mathbb{C}^n$ which form columns of a matrix $A$. The recursive evaluation of eigen directions (normalized eigenvectors) of $A$ is the solution of an eigenvalue problem of the form…

General Mathematics · Mathematics 2025-11-28 M Hariprasad

This short note studies the fluctuations of the largest eigenvalue of symmetric random matrices with correlated Gaussian entries having positive mean. Under the assumption that the covariance kernel is absolutely summable, it is proved that…

Probability · Mathematics 2024-10-18 Arijit Chakrabarty , Rajat Subhra Hazra , Moumanti Podder

The circular unitary ensemble and its generalizations concern a random matrix from a compact classical group $\mathrm{U}(N)$, $\mathrm{SU}(N)$, $\mathrm{O}(N)$, $\mathrm{SO}(N)$ or $\mathrm{USp}(N)$ distributed according to the Haar…

Probability · Mathematics 2025-01-07 Bence Borda

We give a self-contained modern linear stability analysis of a system of n equal mass bodies in circular orbit about a single more massive body. Starting with the mathematical description of the dynamics of the system, we form the linear…

Astrophysics · Physics 2009-11-11 Robert J. Vanderbei , Egemen Kolemen

We consider random hermitian matrices in which distant above-diagonal entries are independent but nearby entries may be correlated. We find the limit of the empirical distribution of eigenvalues by combinatorial methods. We also prove that…

Probability · Mathematics 2007-10-21 Greg Anderson , Ofer Zeitouni

We use classical results from harmonic analysis on matrix spaces to investigate the relation between the joint density of the singular values and of the eigenvalues of complex random matrices which are bi-unitarily invariant (also known as…

Classical Analysis and ODEs · Mathematics 2017-03-22 Mario Kieburg , Holger Kösters

We associate to every quandle $X$ and an associative ring with unity $\mathbf{k}$, a nonassociative ring $\mathbf{k}[X]$ following [3]. The basic properties of such rings are investigated. In particular, under the assumption that the inner…

Rings and Algebras · Mathematics 2020-08-04 Mohamed Elhamdadi , Neranga Fernando , Boris Tsvelikhovskiy

Random graphs defined by an occurrence probability that is invariant under node aggregation have been identified recently in the context of network renormalization. The invariance property requires that edges are drawn with a specific…

Spectral Theory · Mathematics 2025-09-18 Alessio Catanzaro , Rajat Subhra Hazra , Diego Garlaschelli

Consider a $n\times n$ sparse non-Hermitian random matrix $X_n$ defined as the Hadamard product between a random matrix with centered independent and identically distributed entries and a sparse Bernoulli matrix with success probability…

Probability · Mathematics 2026-02-25 Walid Hachem , Michail Louvaris , Jamal Najim

We consider large non-Hermitian $N\times N$ matrices with an additive independent, identically distributed (i.i.d.) noise for each matrix elements. We show that already a small noise of variance $1/N$ completely thermalises the bulk…

Probability · Mathematics 2024-01-12 Giorgio Cipolloni , László Erdős , Joscha Henheik , Dominik Schröder

We study the universal properties of distributions of eigenvalues of random matrices in the large $N$ limit. The distributions fall in universality classes characterized entirely by the support of the spectral density.

Condensed Matter · Physics 2009-10-28 J. Ambjorn , G. Akemann

We develop a theory which describes the behaviour of eigenvalues of a class of one-dimensional random non-Hermitian operators introduced recently by Hatano and Nelson. Under general assumptions on random parameters we prove that the…

Condensed Matter · Physics 2009-10-30 Ilya Ya. Goldsheid , Boris A. Khoruzhenko
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