Related papers: Random cyclic matrices
For a sufficiently nice 2 dimensional shape, we define its approximating matrix (or patterned matrix) as a random matrix with iid entries arranged according to a given pattern. For large approximating matrices, we observe that the…
We are interested in two random matrix ensembles related to permutations: the ensemble of permutation matrices following Ewens' distribution of a given parameter $\theta >0$, and its modification where entries equal to $1$ in the matrices…
We study fluctuation properties of embedded random matrix ensembles of non-interacting particles. For ensemble of two non-interacting particle systems, we find that unlike the spectra of classical random matrices, correlation functions are…
We suggest that random matrix theory applied to a classical action matrix can be used in classical physics to distinguish chaotic from non-chaotic behavior. We consider the 2-D stadium billiard system as well as the 2-D anharmonic and…
We study the overlaps between eigenvectors of nonnormal matrices. They quantify the stability of the spectrum, and characterize the joint eigenvalues increments under Dyson-type dynamics. Well known work by Chalker and Mehlig calculated the…
The eigenvalues of quantum chaotic systems have been conjectured to follow, in the large energy limit, the statistical distribution of eigenvalues of random ensembles of matrices of size $N\rightarrow\infty$. Here we provide semiclassical…
Sample correlation matrices are employed ubiquitously in statistics. However, quite surprisingly, little is known about their asymptotic spectral properties for high-dimensional data, particularly beyond the case of "null models" for which…
We apply Tsallis's q-indexed nonextensive entropy to formulate a random matrix theory (RMT), which may be suitable for systems with mixed regular-chaotic dynamics. We consider the super-extensive regime of q < 1. We obtain analytical…
We consider random non-normal matrices constructed by removing one row and column from samples from Dyson's circular ensembles or samples from the classical compact groups. We develop sparse matrix models whose spectral measures match these…
We study a class of random matrices that appear in several communication and signal processing applications, and whose asymptotic eigenvalue distribution is closely related to the reconstruction error of an irregularly sampled bandlimited…
We numerically investigate the low-lying entanglement spectrum of the ground state of random one-dimensional spin chains obtained after partition of the chain into two equal halves. We consider two paradigmatic models: the spin-1/2 random…
In this paper we study ensembles of random symmetric matrices $\X_n = {X_{ij}}_{i,j = 1}^n$ with dependent entries such that $\E X_{ij} = 0$, $\E X_{ij}^2 = \sigma_{ij}^2$, where $\sigma_{ij}$ may be different numbers. Assuming that the…
Consider $N\times N$ Hermitian or symmetric random matrices $H$ where the distribution of the $(i,j)$ matrix element is given by a probability measure $\nu_{ij}$ with a subexponential decay. Let $\sigma_{ij}^2$ be the variance for the…
In this paper we study the distribution of level crossings for the spectra of linear families A+lambda B, where A and B are square matrices independently chosen from some given Gaussian ensemble and lambda is a complex-valued parameter. We…
This paper considers random (non-Hermitian) circulant matrices, and proves several results analogous to recent theorems on non-Hermitian random matrices with independent entries. In particular, the limiting spectral distribution of a random…
Random matrix models based on an integral over supermatrices are proposed as a natural extension of bosonic matrix models. The subtle nature of superspace integration allows these models to have very different properties from the analogous…
The celebrated elliptic law describes the distribution of eigenvalues of random matrices with correlations between off-diagonal pairs of elements, having applications to a wide range of physical and biological systems. Here, we investigate…
The class of random-cluster models is a unification of a variety of stochastic processes of significance for probability and statistical physics, including percolation, Ising, and Potts models; in addition, their study has impact on the…
The curious connection between the spacings of the eigenvalues of random matrices and the corresponding spacings of the non trivial zeros of the Riemann zeta function is analyzed on the basis of the geometric dynamical global program of…
We investigate the asymptotic behavior of the empirical eigenvalues distribution of the partial transpose of a random quantum state. The limiting distribution was previously investigated via Wishart random matrices indirectly (by…