Related papers: Perturbations of diagonal matrices by band random …
We analyze spectral properties of a quantum graph in the form of a ring chain with a $\delta$ coupling in the vertices exposed to a homogeneous magnetic field perpendicular to the graph plane. We find the band spectrum in the case when the…
We introduce the bosonic and fermionic ensembles of density matrices and study their entanglement. In the fermionic case, we show that random bipartite fermionic density matrices have non-positive partial transposition, hence they are…
For an (indefinite) scalar product $[x,y]_B = x^HBy$ for $B= \pm B^H \in Gl_n(\mathbb{C})$ on $\mathbb{C}^n \times \mathbb{C}^n$ we show that the set of diagonalizable matrices is dense in the set of all $B$-selfadjoint, $B$-skewadjoint,…
The eigenvalues and eigenvectors of nonnormal matrices can be unstable under perturbations of their entries. This renders an obstacle to the analysis of numerical algorithms for non-Hermitian eigenvalue problems. A recent technique to…
The paper addresses the calculation of correlation functions of permanental polynomials of matrices with random entries. By exploiting a convenient contour integral representation of the matrix permanent some explicit results are provided…
We calculate analytically the probability of large deviations from its mean of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we show that the…
For large random matrices $X$ with independent, centered entries but not necessarily identical variances, the eigenvalue density of $XX^*$ is well-approximated by a deterministic measure on $\mathbb{R}$. We show that the density of this…
We prove large deviations principles for spectral measures of perturbed (or spiked) matrix models in the direction of an eigenvector of the perturbation. In each model under study, we provide two approaches, one of which relying on large…
An exact formulation of the propagation of a monochromatic wave packet impinging upon a transparent, homogeneous, isotropic and parallel slab at oblique incidence is presented. Approximate formulas are derived for low divergence Gaussian…
Random band matrices relevant for open chaotic systems are introduced and studied. The scattering model based on such matrices may serve for the description of preequilibrium chaotic scattering. In the limit of a large number of open…
The eigenvalue densities of two random matrix ensembles, the Wigner Gaussian matrices and the Wishart covariant matrices, are decomposed in the contributions of each individual eigenvalue distribution. It is shown that the fluctuations of…
This paper is concerned with complex eigenvalues of truncated unitary quaternion matrices equipped with the Haar measure. The joint eigenvalue probability density function is obtained for truncations of any size. We also obtain the spectral…
The spectral density for random matrix $\beta$ ensembles can be written in terms of the average of the absolute value of the characteristic polynomial raised to the power of $\beta$, which for even $\beta$ is a polynomial of degree…
We give a non-asymptotic bound on the spectral norm of a $d\times d$ matrix $X$ with centered jointly Gaussian entries in terms of the covariance matrix of the entries. In some cases, this estimate is sharp and removes the $\sqrt{\log d}$…
In this paper, we show that the diagonal of a high-dimensional sample covariance matrix stemming from $n$ independent observations of a $p$-dimensional time series with finite fourth moments can be approximated in spectral norm by the…
Random matrix theory is finding an increasing number of applications in the context of information theory and communication systems, especially in studying the properties of complex networks. Such properties include short-term and long-term…
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.
The eigendecomposition of the coupling matrix of large biological networks is central to the study of the dynamics of these networks. For neural networks, this matrix should reflect the topology of the network and conform with Dale's law…
We consider pairs of anti-commuting $2p$-by-$2p$ Hermitian matrices that are chosen randomly with respect to a Gaussian measure. Generically such a pair decomposes into the direct sum of $2$-by-$2$ blocks on which the first matrix has…
We consider a class of Jacobi matrices with unbounded entries in the so called critical (double root, Jordan box) case. We prove a formula for the spectral density of the matrix which relates its spectral density to the asymptotics of…