Related papers: Products of Rectangular Random Matrices: Singular …
We investigate spectral properties of a Hermitised random matrix product which, contrary to previous product ensembles, allows for eigenvalues on the full real line. We prove that the eigenvalues form a bi-orthogonal ensemble, which reduces…
To every product of $2\times2$ matrices, there corresponds a one-dimensional Schr\"{o}dinger equation whose potential consists of generalised point scatterers. Products of {\em random} matrices are obtained by making these interactions and…
Using a character expansion method, we calculate exactly the eigenvalue density of random matrices of the form M^\dagger M where M is a complex matrix drawn from a normalized distribution P(M) ~ exp(-\Tr(A M B M^\dagger) with A and B…
Muttalib--Borodin ensembles are characterised by the pair interaction term in the eigenvalue probability density function being of the form $\prod_{1 \le j < k \le N}(\lambda_k - \lambda_j) (\lambda_k^\theta - \lambda_j^\theta)$. We study…
We investigate whether the Wigner semi-circle and Marcenko-Pastur distributions, often used for deep neural network theoretical analysis, match empirically observed spectral densities. We find that even allowing for outliers, the observed…
Joint distribution function of N eigenvalues of U(N) invariant random-matrix ensemble can be interpreted as a probability density to find N fictitious non-interacting fermions to be confined in a one-dimensional space. Within this picture a…
We calculate the `one-point function', meaning the marginal probability density function for any single eigenvalue, of real and complex Wishart correlation matrices. No explicit expression had been obtained for the real case so far. We…
The probability density function (PDF) and cumulative distribution function of the sum of L independent but not necessarily identically distributed Gamma variates, applicable to the output statistics of maximal ratio combining (MRC)…
We investigate the product of $n$ complex non-Hermitian, independent random matrices, each of size $N_i\times N_{i+1}$ $(i=1,...,n)$, with independent identically distributed Cauchy entries (Cauchy-Lorentz matrices). The joint probability…
Product matrix processes are multi-level point processes formed by the singular values of random matrix products. In this paper we study such processes where the products of up to $m$ complex random matrices are no longer independent, by…
We derive exact analytic expressions for the distributions of eigenvalues and singular values for the product of an arbitrary number of independent rectangular Gaussian random matrices in the limit of large matrix dimensions. We show that…
We introduce and study a family of random processes with a discrete time related to products of random matrices. Such processes are formed by singular values of random matrix products, and the number of factors in a random matrix product…
This paper is concerned with complex eigenvalues of truncated unitary quaternion matrices equipped with the Haar measure. The joint eigenvalue probability density function is obtained for truncations of any size. We also obtain the spectral…
We introduce a new approximate multiresolution analysis (MRA) using a single Gaussian as the scaling function, which we call Gaussian MRA (GMRA). As an initial application, we employ this new tool to accurately and efficiently compute the…
We give an overview of the recursive characterisations of random matrix ensembles that are currently at the forefront of random matrix theory by way of studying two classes of ensembles using two different types of recursive schemes:…
In this review we summarise recent results for the complex eigenvalues and singular values of finite products of finite size random matrices, their correlation functions and asymptotic limits. The matrices in the product are taken from…
We demonstrate the universality of the spectral correlation functions of a QCD inspired random matrix model that consists of a random part having the chiral structure of the QCD Dirac operator and a deterministic part which describes a…
We derive the exact probability density function of the product of $N$ independent variance-gamma random variables with zero location parameter. We then apply this formula to derive formulas for the cumulative distribution function and…
The averages of ratios of characteristic polynomials det(lambda - X) of N x N random matrices X, are investigated in the large N limit for the GUE, GOE and GSE ensemble. The density of states and the two-point correlation function are…
Large dimensional random matrix theory (RMT) has provided an efficient analytical tool to understand multiple-input multiple-output (MIMO) channels and to aid the design of MIMO wireless communication systems. However, previous studies…