Related papers: Random cyclic matrices
In the last decade there has been increasing interest in the fields of random matrices, interacting particle systems, stochastic growth models, and the connections between these areas. For instance, several objects appearing in the limit of…
Many models for chaotic systems consist of joining two integrable systems with incompatible constants of motion. The quantum counterparts of such models have a propagator which factorizes into two integrable parts. Each part can be…
We study the asymptotics of sums of matricially free random variables called random pseudomatrices, and we compare it with that of random matrices with block-identical variances. For objects of both types we find the limit joint…
We consider a discrete, non-Hermitian random matrix model, which can be expressed as a shift of a rank-one perturbation of an anti-symmetric matrix. We show that, asymptotically almost surely, the real parts of the eigenvalues of the…
The counterintuitive fact that wave chaos appears in the bending spectrum of free rectangular thin plates is presented. After extensive numerical simulations, varying the ratio between the length of its sides, it is shown that (i) frequency…
Various ensembles of random matrices with independent entries are analyzed by the replica formalism in the large-N limit. A result on the Laplacian random matrix with Wigner-rescaling is generalized to arbitrary probability distribution.
We consider ensembles of real symmetric band matrices with entries drawn from an infinite sequence of exchangeable random variables, as far as the symmetry of the matrices permits. In general the entries of the upper triangular parts of…
We study the distribution of entries of a random permutation matrix under a "randomized basis," i.e., we conjugate the random permutation matrix by an independent random orthogonal matrix drawn from Haar measure. It is shown that under…
It is widely expected that systems which fully thermalize are chaotic in the sense of exhibiting random-matrix statistics of their energy level spacings, whereas integrable systems exhibit Poissonian statistics. In this paper, we…
We consider large-dimensional Hermitian or symmetric random matrices of the form $W=M+\vartheta V$ where $M$ is a Wigner matrix and $V$ is a real diagonal matrix whose entries are independent of $M$. For a large class of diagonal matrices…
We study complex networks under random matrix theory (RMT) framework. Using nearest-neighbor and next-nearest-neighbor spacing distributions we analyze the eigenvalues of adjacency matrix of various model networks, namely, random,…
We show that the nearest-neighbor spacing distribution for a model that consists of random points uniformly distributed on a self-similar fractal is the Brody distribution of random matrix theory. In the usual context of Hamiltonian…
We investigate joint spectral characteristics of a family of matrices $\mathcal F $, associated with products in the semigroup generated by $\mathcal F$. In the literature, extremal measures such as the well-known joint spectral radius and…
We study the ensemble of complex symmetric matrices. The ensemble is useful in the study of effect of dissipation on systems with time reversal invariance. We consider the nearest neighbor spacing distribution and spacing ratio to…
The spectral fluctuations of complex quantum systems, in appropriate limit, are known to be consistent with that obtained from random matrices. However, this relation between the spectral fluctuations of physical systems and random matrices…
We show that the Riemannian Gaussian distributions on symmetric spaces, introduced in recent years, are of standard random matrix type. We exploit this to compute analytically marginals of the probability density functions. This can be done…
We uncover a hidden Gaussian ensemble inside each of the three circular ensembles of random matrices, which provide novel diagrammatic rules for the calculation of moments. The matrices involved are generic complex for $\beta=2$, complex…
For a large class of quantum systems the statistical properties of their spectrum show remarkable agreement with random matrix predictions. Recent advances show that the scope of random matrix theory is much wider. In this work, we show…
We investigate the statistical properties of eigenvalues of pseudo-Hermitian random matrices whose eigenvalues are real or complex conjugate. It is shown that when the spectrum splits into separated sets of real and complex conjugate…
This paper aims to examine the characteristics of the posterior distribution of covariance/precision matrices in a "large $p$, large $n$" scenario, where $p$ represents the number of variables and $n$ is the sample size. Our analysis…