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In this paper, we establish the central limit theorem (CLT) for linear spectral statistics (LSS) of large-dimensional sample covariance matrix when the population covariance matrices are not uniformly bounded, which is a nontrivial…

Statistics Theory · Mathematics 2022-05-17 Zhijun Liu , Jiang Hu , Zhidong Bai , Haiyan Song

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…

Statistics Theory · Mathematics 2019-12-23 José A. Díaz-García , Francisco J. Caro-Lopera

In the present work we examine the MTS, for the restriction to spherical dust plus $\Lambda$, proving that it actually is a characteristic surface of the Cauchy problem (generated by its characteristic curves), which opens the possibility…

General Relativity and Quantum Cosmology · Physics 2026-02-04 Alan Maciel , M. Le Delliou , José P. Mimoso

We consider a random process with discrete time formed by singular values of products of truncations of Haar distributed unitary matrices. We show that this process can be understood as a scaling limit of the Schur process, which gives…

Mathematical Physics · Physics 2020-07-24 Alexei Borodin , Vadim Gorin , Eugene Strahov

In this paper, we study products of asymmetric Toeplitz matrices, we give necessary and sufficient conditions for the product of two asymmetric Toeplitz matrices compatible sizes is asymmetric Toeplitz matrix. We also give some results…

Functional Analysis · Mathematics 2024-03-18 Said Bensliman , Ameur Yagoub , Kamel Toumache

Using group theoretical and numerical methods we have calculated the exact energy spectrum of the two-dimensional Hubbard model on square lattices with four electrons for a wide range of the interaction strength. All known symmetries, i.e.\…

Condensed Matter · Physics 2009-10-28 Henrik Bruus , Jean-Christian Angles d'Auriac

We study the limiting spectral distribution of large-dimensional sample covariance matrices associated with symmetric random tensors formed by $\binom{n}{d}$ different products of $d$ variables chosen from $n$ independent standardized…

Probability · Mathematics 2021-11-09 Pavel Yaskov

We consider a general class of $N\times N$ random matrices whose entries $h_{ij}$ are independent up to a symmetry constraint, but not necessarily identically distributed. Our main result is a local semicircle law which improves previous…

Probability · Mathematics 2013-05-28 Laszlo Erdos , Antti Knowles , Horng-Tzer Yau , Jun Yin

Modulated symmetries are internal symmetries that act in a spatially non-uniform manner. Consequently, when a modulated symmetry $G_{\text{int}}$ is combined with a spatial symmetry $G_{\text{sp}}$, the total symmetry group takes the form…

Strongly Correlated Electrons · Physics 2026-04-27 Shang-Qiang Ning , Hiromi Ebisu , Ho Tat Lam

New bounds are derived for the eigenvalues of sums of Kronecker products of square matrices by relating the corresponding matrix expressions to the covariance structure of suitable bi-linear stochastic systems in discrete and continuous…

Probability · Mathematics 2014-04-18 Sergey V Lototsky

In [8] a notion of generalized Hadamard product was introduced. We show that when certain kinds of tensors interact with the eigenvalues of symmetric matrices the resulting formulae can be nicely expressed using the generalized Hadamard…

Optimization and Control · Mathematics 2007-05-23 Hristo S. Sendov

We study the densities of limiting distributions of squared singular values of high-dimensional matrix products composed of independent complex Gaussian (complex Ginibre) and truncated unitary matrices which are taken from Haar distributed…

Probability · Mathematics 2015-12-23 Thorsten Neuschel

Products of random $2\times 2$ matrices exhibit Gaussian fluctuations around almost surely convergent Lyapunov exponents. In this paper, the distribution of the random matrices is supported by a small neighborhood of order $\lambda>0$ of…

Mathematical Physics · Physics 2016-10-27 Maxim Drabkin , Hermann Schulz-Baldes

Scattering is a ubiquitous phenomenon which is observed in a variety of physical systems which span a wide range of length scales. The scattering matrix is the key quantity which provides a complete description of the scattering process.…

Statistical Mechanics · Physics 2014-01-21 André Nock , Santosh Kumar , Hans-Jürgen Sommers , Thomas Guhr

We introduce a new matrix operation on a pair of matrices, $\text{swirl}(A,X),$ and discuss its implications on the limiting spectral distribution. In a special case, the resultant ensemble converges almost surely to the Rayleigh…

In this short note, we revisit the work of T. Tao and V. Vu on large non-hermitian random matrices with independent and identically distributed entries with mean zero and unit variance. We prove under weaker assumptions that the limit…

Probability · Mathematics 2011-03-01 Charles Bordenave

We study the spectral norm of large rectangular random Toeplitz and circulant matrices with independent entries. For Toeplitz matrices, we show that the scaled norm converges to the norm of a bilinear operator defined via the pointwise…

Probability · Mathematics 2025-09-05 Alexei Onatski

In this short note, we extend the celebrated results of Tao and Vu, and Krishnapur on the universality of empirical spectral distributions to a wide class of inhomogeneous complex random matrices, by showing that a technical and…

Probability · Mathematics 2020-06-11 Vishesh Jain , Sandeep Silwal

Assume a finite set of complex random variables form a determinantal point process, we obtain a theorem on the limit of the empirical distribution of these random variables. The result is applied to %We study the limits of the empirical…

Probability · Mathematics 2017-11-29 Tiefeng Jiang , Yongcheng Qi

Let $T_N$ denote an $N\times N$ Toeplitz matrix with finite, $N$ independent symbol ${\bf a}$. For $E_N$ a noise matrix satisfying mild assumptions (ensuring, in particular, that $N^{-1/2}\|E_N\|_{{\rm HS}}\to_{N\to\infty} 0$ at a…

Probability · Mathematics 2019-11-14 Anirban Basak , Elliot Paquette , Ofer Zeitouni