Related papers: Cyclotomic matrices over the Eisenstein and Gaussi…
We present some properties of measures (q-Gaussian) that orthogonalize the set of q-Hermite polynomials. We also present an algorithm for simulating i.i.d. sequences of random variables having q-Gaussian distribution.
We introduce right eigenvalues and subeigenvalues for square dual complex matrices. An $n \times n$ dual complex Hermitian matrix has exactly $n$ right eigenvalues and subeigenvalues, which are all real. The Hermitian matrix is positive…
We investigate traces of powers of random matrices whose distributions are invariant under rotations (with respect to the Hilbert--Schmidt inner product) within a real-linear subspace of the space of $n\times n$ matrices. The matrices we…
We study generalized Hermite polynomials with rectangular matrix arguments arising in multivariate statistical analysis and the theory of zonal polynomials. We show that these are well-suited for expressing the Wiener-Ito chaos expansion of…
In this paper, we study spectral properties of generalized weighted Hilbert matrices. In particular, we establish results on the spectral norm, determinant, as well as various relations between the eigenvalues and eigenvectors of such…
We compute exact asymptotic of the statistical density of random matrices belonging to invariant random matrices ensemble (RMT) orthogonal, unitary and symplectic ensembles, where all its eigenvalues lie within the interval $[\sigma,…
We show that the linear statistics of eigenvalues of circulant matrix obey the Gaussian central limit theorem for a large class of input sequences.
All indecomposable unimodular hermitian lattices in dimensions 14 and 15 over the ring of integers in $\mathbb{Q}(\sqrt{-3})$ are determined. Precisely one lattice in dimension 14 and two lattices in dimension 15 have minimal norm 3.
We consider large non-Hermitian real or complex random matrices $X$ with independent, identically distributed centred entries. We prove that their local eigenvalue statistics near the spectral edge, the unit circle, coincide with those of…
We define elliptic sequences over a commutative ring as sequences indexed by the (positive) integers satisfying a 4-parameter, highly symmetric family of homogeneous quartic relations among terms which we call elliptic relations. We…
Spectral properties of Hermitian Toeplitz, Hankel, and Toeplitz-plus-Hankel random matrices with independent identically distributed entries are investigated. Combining numerical and analytic arguments it is demonstrated that spectral…
We characterize the idempotent stable range one $2\times 2$ matrices over commutative rings and in particular, the integral matrices with this property. Several special cases and examples complete the subject.
Finding eigenvalue distributions for a number of sparse random matrix ensembles can be reduced to solving nonlinear integral equations of the Hammerstein type. While a systematic mathematical theory of such equations exists, it has not been…
An important theorem in Gaussian quantum information tells us that we can diagonalise the covariance matrix of any Gaussian state via a symplectic transformation. Whilst the diagonal form is easy to find, the process for finding the…
Inspired by the works of L. Carlitz and Z.-W. Sun on cyclotomic matrices, in this paper, we investigate certain cyclotomic matrices involving Gauss sums over finite fields, which can be viewed as finite field analogues of certain matrices…
Gaussian and Chiral Beta-Ensembles, which generalise well known orthogonal (Beta=1), unitary (Beta=2), and symplectic (Beta=4) ensembles of random Hermitian matrices, are considered. Averages are shown to satisfy duality relations like…
We equip the complex polynomial algebra C[t] with the involution which is the identity on C and sends t to -t. Answering a question raised by V.G. Kac, we show that every hermitian or skew-hermitian matrix over this algebra is congruent to…
A recursive method is derived to calculate all eigenvalue correlation functions of a random hermitian matrix in the large size limit, and after smoothing of the short scale oscillations. The property that the two-point function is…
We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These…
We consider dynamically defined Hermitian matrices generated from orbits of the doubling map. We prove that their spectra fall into the GUE universality class from random matrix theory.