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The model of heavy Wigner matrices generalizes the classical ensemble of Wigner matrices: the sub-diagonal entries are independent, identically distributed along to and out of the diagonal, and the moments its entries are of order 1/N,…

Probability · Mathematics 2012-09-12 Camille Male

The statistical distribution of levels of an integrable system is claimed to be a Poisson distribution. In this paper, we numerically generate an ensemble of N dimensional random diagonal matrices as a model for regular systems. We evaluate…

Exactly Solvable and Integrable Systems · Physics 2011-09-27 A. A. Abul-Magd , A. Y. Abul-Magd

In this paper, we investigate the limiting empirical spectral distribution (LSD) of sums of independent rank-one $k$-fold tensor products of $n$-dimensional vectors as $k,n \to \infty$. Assuming that the base vectors are complex random…

Probability · Mathematics 2024-01-09 Wangjun Yuan

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)…

Probability · Mathematics 2012-12-27 Olivia Beckwith , Victor Luo , Steven J. Miller , Karen Shen , Nicholas Triantafillou

We consider the spectrum of random Laplacian matrices of the form $L_n=A_n-D_n$ where $A_n$ is a real symmetric random matrix and $D_n$ is a diagonal matrix whose entries are equal to the corresponding row sums of $A_n$. If $A_n$ is a…

Probability · Mathematics 2022-12-07 Andrew Campbell , Sean O'Rourke

In this paper, we study the convergence rates of empirical spectral distribution of large dimensional quaternion sample covariance matrix. Assume that the entries of $\mathbf X_n$ ($p\times n$) are independent quaternion random variables…

Probability · Mathematics 2013-12-30 Huiqin LI , Zhidong Bai

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…

Mathematical Physics · Physics 2009-10-31 Kurt Johansson

Sparse non-Hermitian random matrices arise in the study of disordered physical systems with asymmetric local interactions, and have applications ranging from neural networks to ecosystem dynamics. The spectral characteristics of these…

Statistical Mechanics · Physics 2024-02-21 Fernando Lucas Metz , Izaak Neri , Tim Rogers

Limiting Spectral Distributions (LSD) of real symmetric patterned matrices have been well-studied. In this article, we consider skew-symmetric/anti-symmetric patterned random matrices and establish the LSDs of several common matrices. For…

Probability · Mathematics 2014-02-18 Arup Bose , Soumendu Sundar Mukherjee

We consider $m$ spinless Fermions in $l > m$ degenerate single-particle levels interacting via a $k$-body random interaction with Gaussian probability distribution and $k <= m$ in the limit $l$ to infinity (the embedded $k$-body random…

Condensed Matter · Physics 2009-10-31 Luis Benet , Thomas Rupp , Hans A. Weidenmueller

We study two specific symmetric random block Toeplitz (of dimension $k \times k$) matrices: where the blocks (of size $n \times n$) are (i) matrices with i.i.d. entries, and (ii) asymmetric Toeplitz matrices. Under suitable assumptions on…

Probability · Mathematics 2011-11-09 Riddhipratim Basu , Arup Bose , Shirshendu Ganguly , Rajat Subhra Hazra

We consider large Hermitian matrices whose entries are defined by evaluating the exponential function along orbits of the skew-shift $\binom{j}{2} \omega+jy+x \mod 1$ for irrational $\omega$. We prove that the eigenvalue distribution of…

Mathematical Physics · Physics 2021-07-14 Arka Adhikari , Marius Lemm , Horng-Tzer Yau

We prove the existence of the limiting spectral distribution (LSD) of symmetric triangular patterned matrices and also establish the joint convergence of sequences of such matrices. For the particular case of the symmetric triangular Wigner…

Probability · Mathematics 2012-04-12 Riddhipratim Basu , Arup Bose , Shirshendu Ganguly , Rajat Subhra Hazra

We study the limiting spectral measure of large random Helson matrices and large random matrices of certain patterned structures. Given a real random variable $X \in L^{2+ \varepsilon}(\mathbb{P}) $ for some $\varepsilon > 0$ and…

Probability · Mathematics 2026-02-26 Yanqi Qiu , Guocheng Zhen

We consider the Erdos-Renyi random graph G(n,p) inside the critical window, where p = 1/n + lambda * n^{-4/3} for some lambda in R. We proved in a previous paper (arXiv:0903.4730) that considering the connected components of G(n,p) as a…

Probability · Mathematics 2010-03-30 L. Addario-Berry , N. Broutin , C. Goldschmidt

We consider $N\times N$ symmetric or hermitian random matrices with independent, identically distributed entries where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove…

Mathematical Physics · Physics 2017-08-23 Laszlo Erdos

We study spanning trees on Sierpinski graphs (i.e., finite approximations to the Sierpinski gasket) that are chosen uniformly at random. We construct a joint probability space for uniform spanning trees on every finite Sierpinski graph and…

Probability · Mathematics 2015-01-14 Masato Shinoda , Elmar Teufl , Stephan Wagner

We investigate the asymptotics of eigenvalues of sample covariance matrices associated with a class of non-independent Gaussian processes (separable and temporally stationary) under the Kolmogorov asymptotic regime. The limiting spectral…

Probability · Mathematics 2019-10-11 Tiebin Mi , Robert Caiming Qiu

We consider random hermitian matrices in which distant above-diagonal entries are independent but nearby entries may be correlated. We find the limit of the empirical distribution of eigenvalues by combinatorial methods. We also prove that…

Probability · Mathematics 2007-10-21 Greg Anderson , Ofer Zeitouni

We use random matrix theory to study the spectrum of random geometric graphs, a fundamental model of spatial networks. Considering ensembles of random geometric graphs we look at short range correlations in the level spacings of the…

Physics and Society · Physics 2017-06-08 Carl P. Dettmann , Orestis Georgiou , Georgie Knight