Related papers: Spectral properties of random triangular matrices
The first focus of this paper is the characterization of the spectrum and the singular values of the coefficient matrix stemming from the discretization with space-time grid for a parabolic diffusion problem and from the approximation of…
Recently we considered a class of random matrices obtained by choosing distinct codewords at random from linear codes over finite fields and proved that under some natural algebraic conditions their empirical spectral distribution converges…
Sharp conditions for the presence of spectral outliers are well understood for Wigner random matrices with iid entries. In the setting of inhomogeneous symmetric random matrices (i.e., matrices with a non-trivial variance profile), the…
We survey some recent progress on rigorously establishing the universality of various spectral statistics of Wigner random matrix ensembles, focusing in particular on the Four Moment Theorem and its applications.
We address overcrowding estimates for the singular values of random iid matrices, as well as for the eigenvalues of random Wigner matrices. We show evidence of long range separation under arbitrary perturbation even in matrices of discrete…
Let $\mathbf{a}_{ij}$, $1\leq i\leq j\leq n$, be independent random variables and $\mathbf{a}_{ji}=\mathbf{a}_{ij}$, for all $i,j$. Suppose that every $\mathbf{a}_{ij}$ is bounded, has zero mean, and its variance is given by…
An invariant ensemble of $N\times N$ random matrices can be characterised by a joint distribution for eigenvalues $P(\lambda_1,\cdots,\lambda_N)$. The study of the distribution of linear statistics, i.e. of quantities of the form…
We present a new approach, based on graphon theory, to finding the limiting spectral distributions of general Wigner-type matrices. This approach determines the moments of the limiting measures and the equations of their Stieltjes…
Real non-symmetric matrices may have either real or complex conjugate eigenvalues. These matrices can be seen to be pseudo-symmetric as $\eta M \eta^{-1} = M^t$, where the metric $\eta$ could be secular (a constant matrix) or depending upon…
We develop an algebraic approach to studying the spectral properties of the stationary Schr\"odinger equation in one dimension based on its high order conditional symmetries. This approach makes it possible to obtain in explicit form…
We analyze the spectral distribution of symmetric random matrices with correlated entries. While we assume that the diagonals of these random matrices are stochastically independent, the elements of the diagonals are taken to be correlated.…
Random matrix theory is a well-developed area of probability theory that has numerous connections with other areas of mathematics and its applications. Much of the literature in this area is concerned with matrices that possess many exact…
We analyze the spectral properties of large, time-lagged correlation matrices using the tools of random matrix theory. We compare predictions of the one-dimensional spectra, based on approaches already proposed in the literature. Employing…
This paper is concerned with the limiting spectral behaviors of large dimensional Kendall's rank correlation matrices generated by samples with independent and continuous components. We do not require the components to be identically…
Scattering properties and time delays for general (non-symmetric) potentials in terms of the respective S-matrices are discussed paradigmatically in one dimension and in comparison to symmetric potentials. Only for the latter the Wigner and…
We continue investigations of our previous papers, in which there were proved central limit theorems (CLT) for linear eigenvalue statistics Tr f(M_n) and there were found the limiting probability laws for the normalised matrix elements of…
We exhibit an explicit formula for the spectral density of a (large) random matrix which is a diagonal matrix whose spectral density converges, perturbated by the addition of a symmetric matrix with Gaussian entries and a given (small)…
The Wigner time delay is a measure of the time spent by a particle inside the scattering region of an open system. For chaotic systems, the statistics of the individual delay times (whose average is the Wigner time delay) are thought to be…
In this article we consider the spectrum of a Laplacian matrix, also known as the Markov matrix, under the independence assumption. We assume that the entries have a variance profile. Motivated by recent works on generalized Wigner matrices…
The scaling properties of the inverse moments of Wigner delay times are investigated in finite one-dimensional (1D) random media with one channel attached to the boundary of the sample. We find that they follow a simple scaling law which is…