Related papers: Limiting spectral distribution for Wigner matrices…
We generalize Lindeberg's proof of the central limit theorem to an invariance principle for arbitrary smooth functions of independent and weakly dependent random variables. The result is applied to get a similar theorem for smooth functions…
We study the properties of the discrete Wigner distribution for two qubits introduced by Wotters. In particular, we analyze the entanglement properties within the Wigner distribution picture by considering the negativity of the Wigner…
We derive concentration inequalities for the spectral measure of large random matrices, allowing for certain forms of dependence. Our main focus is on empirical covariance (Wishart) matrices, but general symmetric random matrices are also…
It is shown that if a probability measure $\nu$ is supported on a closed subset of $(0,\infty)$, that is, its support is bounded away from zero, then the free multiplicative convolution of $\nu$ and the semicircle law is absolutely…
We define a class of "algebraic" random matrices. These are random matrices for which the Stieltjes transform of the limiting eigenvalue distribution function is algebraic, i.e., it satisfies a (bivariate) polynomial equation. The Wigner…
We consider wave propagation in a complex structure coupled to a finite number $N$ of scattering channels, such as chaotic cavities or quantum dots with external leads. Temporal aspects of the scattering process are analysed through the…
We study the limiting behavior of smooth linear statistics of the spectrum of random permutation matrices in the mesoscopic regime, when the permutation follows one of the Ewens measures on the symmetric group. If we apply a smooth enough…
We consider the ``visible'' Wigner matrix, a Wigner matrix whose $(i, j)$-th entry is coerced to zero if $i, j$ are co-prime. Using a recent result from elementary number theory on co-primality patterns in integers, we show that the…
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…
In this paper we show that the limiting distribution of the real and the imaginary part of the double Fourier transform of a stationary random field is almost surely an independent vector with Gaussian marginal distributions, whose variance…
For a pair of coupled rectangular random matrices we consider the squared singular values of their product, which form a determinantal point process. We show that the limiting mean distribution of these squared singular values is described…
We present a Gaussian ensemble of random cyclic matrices on the real field and study their spectral fluctuations. These cyclic matrices are shown to be pseudo-symmetric with respect to generalized parity. We calculate the joint probability…
We introduce kernel estimators for the semicircle law. In this first part of our general theory on the estimators, we prove the consistency and conduct simulation study to show the performance of the estimators. We also point out that…
Consider an $N\times N$ hermitian random matrix with independent entries, not necessarily Gaussian, a so called Wigner matrix. It has been conjectured that the local spacing distribution, i.e. the distribution of the distance between…
In this note we develop an extension of the Mar\v{c}enko-Pastur theorem to time series model with temporal correlations. The limiting spectral distribution (LSD) of the sample covariance matrix is characterised by an explicit equation for…
The limiting distribution of eigenvalues of N x N random matrices has many applications. One of the most studied ensembles are real symmetric matrices with independent entries iidrv; the limiting rescaled spectral measure (LRSM)…
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 establish the self-averaging properties of the Wigner transform of a mixture of states in the regime when the correlation length of the random medium is much longer than the wave length but much shorter than the propagation distance. The…
In this paper, we investigate the spectral properties of the sample canonical correlation (SCC) matrix under the alternative hypothesis to provide a more comprehensive description of the association between two sets of variables. Our…
We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an $n \times n$ matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian…