Related papers: Bulk behaviour of skew-symmetric patterned random …
For an overdetermined system $\mathsf{A}\mathsf{x} \approx \mathsf{b}$ with $\mathsf{A}$ and $\mathsf{b}$ given, the least-square (LS) formulation $\min_x \, \|\mathsf{A}\mathsf{x}-\mathsf{b}\|_2$ is often used to find an acceptable…
Spectral properties of Toeplitz operators and their finite truncations have long been central in operator theory. In the finite dimensional, non-normal setting, the spectrum is notoriously unstable under perturbations. Random perturbations…
In this paper the theory and simulation results are presented for 3D cylindrical rotationally symmetric spatial soliton propagation in a nonlinear medium using a modified finite-difference time-domain general vector auxiliary differential…
We consider 1d random Hermitian $N\times N$ block band matrices consisting of $W\times W$ random Gaussian blocks (parametrized by $j,k \in\Lambda=[1,n]\cap \mathbb{Z}$, $N=nW$) with a fixed entry's variance…
Consider the ensemble of Real Symmetric Toeplitz Matrices, each entry iidrv from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. The limiting spectral measure (the density of normalized eigenvalues)…
The open problem of calculating the limiting spectrum (or its Shannon transform) of increasingly large random Hermitian finite-band matrices is described. In general, these matrices include a finite number of non-zero diagonals around their…
Many applications give rise to structured matrix polynomials. The problem of constructing structure-preserving strong linearizations of structured matrix polynomials is revisited in this work and in the forthcoming ones…
For a tall $n\times d$ matrix $A$ and a random $m\times n$ sketching matrix $S$, the sketched estimate of the inverse covariance matrix $(A^\top A)^{-1}$ is typically biased: $E[(\tilde A^\top\tilde A)^{-1}]\ne(A^\top A)^{-1}$, where…
Given an $n \times n$ complex matrix $A$, let $$\mu_{A}(x,y):= \frac{1}{n} |\{1\le i \le n, \Re \lambda_i \le x, \Im \lambda_i \le y\}|$$ be the empirical spectral distribution (ESD) of its eigenvalues $\lambda_i \in \BBC, i=1, ... n$. We…
Several matrix variate hypergeometric type distributions are derived. The compound distributions of left-spherical matrix variate elliptical distributions and inverted hypergeometric type distributions with matrix arguments are then…
We introduce random matrix ensembles that correspond to the infinite families of irreducible Riemannian symmetric spaces of type I. In particular, we recover the Circular Orthogonal and Symplectic Ensembles of Dyson, and find other families…
In the study of chaotic behaviour of systems of many hard spheres, Lyapunov exponents of small absolute value exhibit interesting characteristics leading to speculations about connections to non-equilibrium statistical mechanics. Analytical…
This paper derives central limit theorems (CLTs) for general linear spectral statistics (LSS) of three important multi-spiked Hermitian random matrix ensembles. The first is the most common spiked scenario, proposed by Johnstone, which is a…
We extend the random characteristics approach to Wigner matrices whose entries are not required to have a normal distribution. As an application, we give a simple and fully dynamical proof of the weak local semicircle law in the bulk.
We derive a set of constraints, which we will call hierarchy constraints (HCs), on scattering amplitudes of an arbitrary multistate Landau-Zener model (MLZM). The presence of additional symmetries can transform such constraints into…
The recently derived distributions for the scattering-matrix elements in quantum chaotic systems are not accessible in the majority of experiments, whereas the cross sections are. We analytically compute distributions for the off-diagonal…
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…
WL measurements have well-known shear estimation biases, which can be partially corrected for with the use of image simulations. We present an analysis of simulated images that mimic HST/ACS observations of high-redshift galaxy clusters,…
The family of skew-symmetric distributions is a wide set of probability density functions obtained by combining in a suitable form a few components which are selectable quite freely provided some simple requirements are satisfied. Intense…
We study the spectrum of an asymmetric random matrix with block structured variances. The rows and columns of the random square matrix are divided into $D$ partitions with arbitrary size (linear in $N$). The parameters of the model are the…