Related papers: Bulk behaviour of Schur-Hadamard products of symme…
This article deals with the limiting spectral distribution and joint convergence of reverse circulant and symmetric circulant matrices with independent entries. These results are already proved in articles Bose and Sen (2008)…
The celebrated elliptic law describes the distribution of eigenvalues of random matrices with correlations between off-diagonal pairs of elements, having applications to a wide range of physical and biological systems. Here, we investigate…
We extend the method of rescaled Ward identities of Ameur-Kang-Makarov to study the distribution of eigenvalues close to a bulk singularity, i.e. a point in the interior of the droplet where the density of the classical equilibrium measure…
We consider the limiting spectral distribution of matrices of the form $\frac{1}{2b_{n}+1} (R + X)(R + X)^{*}$, where $X$ is an $n\times n$ band matrix of bandwidth $b_{n}$ and $R$ is a non random band matrix of bandwidth $b_{n}$. We show…
This paper studies the asymptotic spectral properties of the sample covariance matrix for high dimensional compositional data, including the limiting spectral distribution, the limit of extreme eigenvalues, and the central limit theorem for…
Random Matrix Theory (RMT) has successfully modeled diverse systems, from energy levels of heavy nuclei to zeros of $L$-functions. Many statistics in one can be interpreted in terms of quantities of the other; for example, zeros of…
In this paper we show that the empirical eigenvalue distribution of any sample covariance matrix generated by independent copies of a stationary regular sequence has a limiting distribution depending only on the spectral density of the…
Scattering is an important phenomenon which is observed in systems ranging from the micro- to macroscale. In the context of nuclear reaction theory the Heidelberg approach was proposed and later demonstrated to be applicable to many chaotic…
We consider random products of $SL(2, \mathbb{R})$ matrices that depend on a parameter in a non-uniformly hyperbolic regime. We show that if the dependence on the parameter is monotone then almost surely the random product has upper…
We investigate the iterated Kronecker product of a square matrix with itself and prove an invariance property for symmetric subspaces. This motivates the definition of an iterated symmetric Kronecker product and the derivation of an…
In this note, we prove that if $X\in\mathbb{R}^{n\times d}$ and $Y\in\mathbb{R}^{n\times p}$ are two independent matrices with i.i.d entries then the empirical spectral distribution of $\frac{1}{d}XX^\top \odot \frac{1}{p}YY^\top$, where…
For a class of symmetric random matrices whose entries are martingale differences adapted to an increasing filtration, we prove that under a Lindeberg-like condition, the empirical spectral distribution behaves asymptotically similarly to a…
In this short note, we study the behaviour of a product of matrices with a simultaneous renormalization. Namely, for any sequence $(A\_n)\_{n\in \mathbb{N}}$ of $d\times d$ complex matrices whose mean $A$ exists and whose norms' means are…
We construct explicit invariant measures for a family of infinite products of random, independent, identically-distributed elements of SL(2,C). The matrices in the product are such that one entry is gamma-distributed along a ray in the…
This paper studies the spectral behavior of large dimensional Chatterjee's rank correlation matrix when observations are independent draws from a high-dimensional random vector with independent continuous components. We show that the…
One standard way to prove existence for deterministic, highly nonlinear PDEs is to use the Schauder-Tychonoff fixed-point theorem. In what follows, we introduce and verify a stochastic variant of the Schauder-Tychonoff theorem. We apply our…
This paper investigates the strong limiting behavior of the eigenvalues of the class of matrices $\frac1N(D_n\circ X_n)(D_n\circ X_n)^*$, studied in Girko 2001. Here, $X_n=(x_{ij})$ is an $n\times N$ random matrix consisting of independent…
We numerically analyze the transmission through a thin disordered wire of finite length attached to perfect leads, by making use of banded random Hamiltonian matrices. We compare the Landauer and the Thouless conductances, and find that…
We investigate the spectral distribution of random matrix ensembles with correlated entries. We consider symmetric matrices with real valued entries and stochastically independent diagonals. Along the diagonals the entries may be…
A random phase property establishing a link between quasi-one-dimensional random Schroedinger operators and full random matrix theory is advocated. Briefly summarized it states that the random transfer matrices placed into a normal system…