Related papers: Multi-matrix models at general coupling
In a spiked population model, the population covariance matrix has all its eigenvalues equal to units except for a few fixed eigenvalues (spikes). Determining the number of spikes is a fundamental problem which appears in many scientific…
In random matrix theory (RMT), the Tracy-Widom (TW) distribution describes the behavior of the largest eigenvalue. We consider here two models in which TW undergoes transformations. In the first one disorder is introduced in the Gaussian…
We consider half-BPS Wilson loops in $\mathcal{N} = 2$ long circular quiver gauge theories at large-$N$ with continuous limit shape of 't Hooft couplings. In the limit of an infinite number of nodes $L$, the solution to the localisation…
We explore the block nature of the matrix representation of multiplex networks, introducing a new formalism to deal with its spectral properties as a function of the inter-layer coupling parameter. This approach allows us to derive…
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…
It is a classical result of Wigner that for an hermitian matrix with independent entries on and above the diagonal, the mean empirical eigenvalue distribution converges weakly to the semicircle law as matrix size tends to infinity. In this…
Statistical properties of ensembles of random density matrices are investigated. We compute traces and von Neumann entropies averaged over ensembles of random density matrices distributed according to the Bures measure. The eigenvalues of…
We determine the propagation properties of a quantum particle in a d-dimensional lattice with hopping disorder, delta-correlated in time. The system is delocalized: the averaged transition probability shows a diffusive behavior. Then,…
We consider the empirical eigenvalue distribution of an $m\times m$ principal submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. For $n$ and $m$ large with $\frac{m}{n}=\alpha$, the empirical spectral…
The stationary higher-order Markov process for circular data is considered. We employ the mixture transition distribution (MTD) model to express the transition density of the process on the circle. The underlying circular transition…
Given a collection $\{\lambda_1, \dots, \lambda_n\} $ of real numbers, there is a canonical probability distribution on the set of real symmetric or complex Hermitian matrices with eigenvalues $\lambda_1,\ldots,\lambda_n$. In this paper, we…
We study a class of symmetric quantum walks on Hamming graphs, where the distance between vertices specifies the transition probability. A special model is the simple quantum walk on the hypercube, which has been discussed in the…
Metaplectic Wigner distributions were recently investigated as natural generalizations of the classical Wigner distribution, and provide a wide class of time-frequency representations that exploits the structure of the symplectic group.…
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…
We study the overlaps between right and left eigenvectors for random matrices of the spherical and truncated unitary ensembles. Conditionally on all eigenvalues, diagonal overlaps are shown to be distributed as a product of independent…
We present a new approach to compute selected eigenvalues and eigenvectors of the two-parameter eigenvalue problem. Our method requires computing generalized eigenvalue problems of the same size as the matrices of the initial two-parameter…
This work sets the matrix variate Birnbaum-Saunders theory in the context of singular distributions and elliptical models. The so termed singular matrix variate generalised Birnbaum-Saunders distribution is obtained with respect the…
We study a two parameter single trace 3-matrix model with SO(3) global symmetry. The model has two phases, a fuzzy sphere phase and a matrix phase. Configurations in the matrix phase are consistent with fluctuations around a background of…
The eigenvalues of an arbitrary quaternionic matrix have a joint probability distribution function first derived by Ginibre. We show that there exists a mapping of this system onto a fermionic field theory and then use this mapping to…
Multivariate hypergeometric distribution arises frequently in elementary statistics and probability courses, for simultaneously studying the occurence law of specified events, when sampling without replacement from a finite population with…