Related papers: Multi-matrix models at general coupling
This paper explores the extension of the classical two-parameter Weibull distribution to a four-parameter Harris extended Weibull (HEW) distribution. The flexibility of this probability distribution is illustrated by the varying shapes of…
This paper proposes famillies of multimatricvariate and multimatrix variate distributions based on elliptically contoured laws in the context of real normed division algebras. The work allows to answer the following inference problems about…
In the strong mode coupling regime, the model for mode-dependent gains and losses (collectively referred as MDL) of a multimode fiber is extended to the region with large MDL. The MDL is found to have the same statistical properties as the…
It is shown that the two-body character of the interaction in a many-body system gives rise to specific correlations between the components of compound states, even if this interaction is completely random. Surprisingly, these correlations…
We introduce partial duality of hypermaps, which include the classical Euler-Poincar\'e duality as a particular case. Combinatorially, hypermaps may be described in one of three ways: as three involutions on the set of flags (bi-rotation…
For the correlated Gaussian Wishart ensemble we compute the distribution of the smallest eigenvalue and a related gap probability.We obtain exact results for the complex (\beta=2) and for the real case (\beta=1). For a particular set of…
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…
By combining the definition of the Wigner distribution function (WDF) and the matrix method of optical system modeling, we can evaluate the transformation of the former in centered systems with great complexity. The effect of stops and lens…
We study the many-body localization problem in the non-abelian SU(2)-invariant random antiferromagnetic exchange model in 1D. Exact and sparse matrix diagonalization methods are used to calculate eigenvalues and eigenvectors of the…
This work is concerned with finite range bounds on the variance of individual eigenvalues of Wigner random matrices, in the bulk and at the edge of the spectrum, as well as for some intermediate eigenvalues. Relying on the GUE example,…
We derive the distribution of the eigenvalues of a large sample covariance matrix when the data is dependent in time. More precisely, the dependence for each variable $i=1,...,p$ is modelled as a linear process…
The critical behavior for intermittency is studied in two coupled one-dimensional (1D) maps. We find two fixed maps of an approximate renormalization operator in the space of coupled maps. Each fixed map has a common relavant eigenvaule…
We consider an ensemble of self-dual matrices with arbitrary complex entries. This ensemble is closely related to a previously defined ensemble of anti-symmetric matrices with arbitrary complex entries. We study the two-level correlation…
We obtain general, exact formulas for the overlaps between the eigenvectors of large correlated random matrices, with additive or multiplicative noise. These results have potential applications in many different contexts, from quantum…
Let $\mathbf{W}$ be a correlated complex non-central Wishart matrix defined through $\mathbf{W}=\mathbf{X}^H\mathbf{X}$, where $\mathbf{X}$ is $n\times m \, (n\geq m)$ complex Gaussian with non-zero mean $\boldsymbol{\Upsilon}$ and…
We investigate the joint convergence of independent random Toeplitz matrices with complex input entries that have a pair-correlation structure, along with deterministic Toeplitz matrices and the backward identity permutation matrix.…
We study a critical behavior for the eigenvalue statistics in the two-matrix model in the quartic/quadratic case. For certain parameters, the eigenvalue distribution for one of the matrices has a limit that vanishes with an exponent 1/2 in…
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…
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 consider an ensemble of large non-Hermitian random matrices of the form $\hat{H}+i\hat{A}_s$, where $\hat{H}$ and $\hat{A}_s$ are Hermitian statistically independent random $N\times N$ matrices. We demonstrate the existence of a new…