Related papers: Products of Rectangular Random Matrices: Singular …
In this report, the explicit probability density functions of the random Euclidean distances associated with regular hexagons are given, when the two endpoints of a link are randomly distributed in the same hexagon, and two adjacent…
The $M$-dimensional unitary matrix $S(E)$, which describes scattering of waves, is a strongly fluctuating function of the energy for complex systems such as ballistic cavities, whose geometry induces chaotic ray dynamics. Its statistical…
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…
Random matrix model for the Nakagami-q (Hoyt) fading in multiple-input multiple-output (MIMO) communication channels with arbitrary number of transmitting and receiving antennas is considered. The joint probability density for the…
We consider n-by-n matrices whose (i, j)-th entry is f(X_i^T X_j), where X_1, ...,X_n are i.i.d. standard Gaussian random vectors in R^p, and f is a real-valued function. The eigenvalue distribution of these random kernel matrices is…
We analyze statistical properties of complex eigenvalues of random matrices $\hat{A}$ close to unitary. Such matrices appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with…
We investigate random matrices whose entries are obtained by applying a nonlinear kernel function to pairwise inner products between $n$ independent data vectors, drawn uniformly from the unit sphere in $\mathbb{R}^d$. This study is…
Statistical properties of non--symmetric real random matrices of size $M$, obtained as truncations of random orthogonal $N\times N$ matrices are investigated. We derive an exact formula for the density of eigenvalues which consists of two…
Mutual space-frequency distribution is proposed and it is shown that Wigner and Weyl distribution functions are only particular cases of these distribution. Mutual distribution for Gaussian signal is analytically obtained. The simple…
This paper is concerned with the statistical properties of the Gram matrix $\mathbf{W}=\mathbf{H}\mathbf{H}^\dagger$, where $\mathbf{H}$ is a $2\times2$ complex central Gaussian matrix whose elements have arbitrary variances. With such…
Orthogonal - unitary and symplectic - unitary crossover ensembles of random matrices are relevant in many contexts, especially in the study of time reversal symmetry breaking in quantum chaotic systems. Using skew-orthogonal polynomials we…
The information that can be transmitted through a wireless channel, with multiple-antenna equipped transmitter and receiver, is crucially influenced by the channel behavior as well as by the structure of the input signal. We characterize in…
This paper studies a high-dimensional inference problem involving the matrix tensor product of random matrices. This problem generalizes a number of contemporary data science problems including the spiked matrix models used in sparse…
Squared singular values of a product of s square random Ginibre matrices are asymptotically characterized by probability distribution P_s(x), such that their moments are equal to the Fuss-Catalan numbers or order s. We find a representation…
In this article, we introduce iterative deterministic equivalents as a novel technique for the performance analysis of communication systems whose channels are modeled by complex combinations of independent random matrices. This technique…
We analytically compute the large-deviation probability of a diagonal matrix element of two cases of random matrices, namely $\beta=[\vec H^\dagger\vec H]^{-1}_{11}$ and $\gamma=[\vec I_N+\rho\vec H^\dagger\vec H]^{-1}_{11}$, where $\vec H$…
Using a generalized T-matrix description which, in principle, exactly includes Coulomb correlations and potential scattering events, resonant and bound impurity states are discussed. Like in the non-interacting case, the effects of the…
It is known that a unitary matrix can be decomposed into a product of reflections, one for each dimension, and the Haar measure on the unitary group pushes forward to independent uniform measures on the reflections. We consider the sequence…
This paper presents a computation method of generalized scattering matrix (GSM) based on integral equations and the method of moments (MoM), specifically designed for antennas excited through waveguide ports. By leveraging two distinct…
A density functional theory (DFT) of lattice fermion models is presented, which uses the single-particle density matrix gamma_{ij} as basic variable. A simple, explicit approximation to the interaction-energy functional W[gamma] of the…