Related papers: Bulk behaviour of skew-symmetric patterned random …
Finite mixture of skew distributions have emerged as an effective tool in modelling heterogeneous data with asymmetric features. With various proposals appearing rapidly in the recent years, which are similar but not identical, the…
Recently we considered a class of random matrices obtained by choosing distinct codewords at random from linear codes over finite fields and proved that under some natural algebraic conditions their empirical spectral distribution converges…
I present here some results on the statistical behaviour of large random matrices in an ensemble where the probability distribution is not a function of the eigenvalues only. The perturbative expansion can be cast in a closed form and the…
Various ensembles of random matrices with independent entries are analyzed by the replica formalism in the large-N limit. A result on the Laplacian random matrix with Wigner-rescaling is generalized to arbitrary probability distribution.
We compute the full probability distribution of the spectral form factor in the self-dual kicked Ising model by providing an exact lower bound for each moment and verifying numerically that the latter is saturated. We show that at large…
We consider an $N \times N$ random symmetric Toeplitz matrix with an i.i.d. input sequence drawn from a distribution that lies in the domain of attraction of an $\alpha$-stable law for $0 < \alpha < 2$. We show that under an appropriate…
This paper studies sparse elliptic random matrix models which generalize both the classical elliptic ensembles and sparse i.i.d. matrix models by incorporating correlated entries and a tunable sparsity parameter $p_n$. Each $n\times n$…
Motivated by the stochastic block model, we investigate a class of Wigner-type matrices with certain block structures, and establish a CLT for the corresponding linear spectral statistics via the large-deviation bounds from local law and…
In this article, we study the convergence of the empirical spectral measure of twisted Toeplitz matrices subject to small random perturbations. We show that the empirical spectral measure converges weakly in probability to the push-forward…
We present new analytical results concerning the spectral distributions for 2x2 random real symmetric matrices which generalise the Wigner surmise.
Some skew-symmetrizable integer exchange matrices are associated to ideal (tagged) triangulations of marked bordered surfaces. These exchange matrices admits unfoldings to skew-symmetric matrices. We develop an combinatorial algorithm that…
In this paper, we characterize the convergence of the (rescaled logarithmic) empirical spectral distribution of wavelet random matrices. We assume a moderately high-dimensional framework where the sample size $n$, the dimension $p(n)$ and,…
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,…
We consider a class of random banded Hessenberg matrices with independent entries having identical distributions along diagonals. The distributions may be different for entries belonging to different diagonals. For a sequence of $n\times n$…
We derive the mean eigenvalue density for symmetric Gaussian random N x N matrices in the limit of large N, with a constraint implying that the row sum of matrix elements should vanish. The result is shown to be equivalent to a result found…
In this paper, {the goal is to design deterministic sampling patterns on the sphere and the rotation group} and, thereby, construct sensing matrices for sparse recovery of band-limited functions. It is first shown that random sensing…
Conditional on the extended Riemann hypothesis, we show that with high probability, the characteristic polynomial of a random symmetric $\{\pm 1\}$-matrix is irreducible. This addresses a question raised by Eberhard in recent work. The main…
We investigate the connections between the differential-geometric properties of the exponential map from the space of real skew symmetric matrices onto the group of real special orthogonal matrices and the manifold of real orthogonal…
We consider an ensemble of $2\times 2$ normal matrices with complex entries representing operators in the quantum mechanics of 2 - level parity-time reversal (PT) symmetric systems. The randomness of the ensemble is endowed by obtaining…
We compute the expected normalized trace norm (matrix/graph energy) of random symmetric band circulant matrices and graphs in the limit of large sizes, and obtain explicit bounds on the rate of convergence to the limit, and on the…