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We compute exact asymptotic of the statistical density of random matrices belonging to invariant random matrices ensemble (RMT) orthogonal, unitary and symplectic ensembles, where all its eigenvalues lie within the interval $[\sigma,…

Probability · Mathematics 2015-09-23 Mohamed Bouali

We consider the density of states of structured Hermitian random matrices with a variance profile. As the dimension tends to infinity the associated eigenvalue density can develop a singularity at the origin. The severity of this…

Probability · Mathematics 2024-11-06 Torben Krüger , David Renfrew

Joint distribution function of N eigenvalues of U(N) invariant random-matrix ensemble can be interpreted as a probability density to find N fictitious non-interacting fermions to be confined in a one-dimensional space. Within this picture a…

Condensed Matter · Physics 2017-02-08 E. Kanzieper , V. Freilikher

Let $\a$ be a complex random variable with mean zero and bounded variance $\sigma^{2}$. Let $N_{n}$ be a random matrix of order $n$ with entries being i.i.d. copies of $\a$. Let $\lambda_{1}, ..., \lambda_{n}$ be the eigenvalues of…

Probability · Mathematics 2008-02-29 Terence Tao , Van Vu

We consider the adjacency operator $A$ of the Linial-Meshulam model $X(d,n,p)$ for random $d-$dimensional simplicial complexes on $n$ vertices, where each $d-$cell is added independently with probability $p\in[0,1]$ to the complete…

Probability · Mathematics 2022-02-02 Shaked Leibzirer , Ron Rosenthal

We investigate spectral properties of a discrete random displacement model, a Schr\"odinger operator on $\ell^2(\Z^d)$ with potential generated by randomly displacing finitely supported single-site terms from the points of a sublattice of…

Mathematical Physics · Physics 2016-08-14 Roger Nichols , Günter Stolz

In this paper we investigate the eigenvalue statistics of exponentially weighted ensembles of full binary trees and $p$-branching star graphs. We show that spectral densities of corresponding adjacency matrices demonstrate peculiar…

Statistical Mechanics · Physics 2017-08-02 V. Kovaleva , Yu. Maximov , S. Nechaev , O. Valba

In this paper the question about statistical properties of block--hierarchical random matrices is raised for the first time in connection with structural characteristics of random hierarchical networks obtained by mipmapping procedure. In…

Disordered Systems and Neural Networks · Physics 2015-05-13 V. A. Avetisov , A. V. Chertovich , S. K. Nechaev , O. A. Vasilyev

Given any fixed $N \times N$ positive semi-definite diagonal matrix $G\ge 0$ we derive the explicit formula for the density of complex eigenvalues for random matrices $A$ of the form $A=U\sqrt{G}$} where the random unitary matrices $U$ are…

Mathematical Physics · Physics 2009-11-13 Yi Wei , Yan V. Fyodorov

We investigate the eigenvalue statistics of random Bernoulli matrices, where the matrix elements are chosen independently from a binary set with equal probability. This is achieved by initiating a discrete random walk process over the space…

Mathematical Physics · Physics 2015-01-21 Christopher H. Joyner , Uzy Smilansky

Statistical properties of ensembles of random density matrices are investigated. We compute traces and von Neumann entropies averaged over ensembles of random density matrices distributed according to the Bures measure. The eigenvalues of…

Quantum Physics · Physics 2009-11-10 Hans-Juergen Sommers , Karol Zyczkowski

We consider the density of complex eigenvalues, $\rho(z)$, and the associated mean eigenvector self-overlaps, $\mathcal{O}(z)$, at the spectral edge of $N \times N$ real and complex elliptic Ginibre matrices, as $N \to \infty$. Two…

Mathematical Physics · Physics 2024-07-10 Mark J. Crumpton , Tim R. Würfel

We consider deformed sparse random matrices of the form $H= W+ \lambda V$, where $W$ is a real symmetric sparse random matrix, $V$ is a random or deterministic, real, diagonal matrix whose entries are independent of $W$, and $\lambda = O(1)…

Probability · Mathematics 2026-04-30 Ji Oon Lee , Inyoung Yeo

Bernoulli convolutions form a one-parameter family of self-similar measures on the unit interval. We suggest to study their two-dimensional density which has an intricate combinatorial structure. Visualizing this structure we discuss…

Dynamical Systems · Mathematics 2016-07-25 Christoph Bandt

This papers contains two results concerning random $n \times n$ Bernoulli matrices. First, we show that with probability tending to one the determinant has absolute value $\sqrt {n!} \exp(O(\sqrt(n log n)))$. Next, we prove a new upper…

Combinatorics · Mathematics 2008-07-01 Terence Tao , Van Vu

We study the phenomenon of "crowding" near the largest eigenvalue $\lambda_{\max}$ of random $N \times N$ matrices belonging to the Gaussian Unitary Ensemble (GUE) of random matrix theory. We focus on two distinct quantities: (i) the…

Mathematical Physics · Physics 2014-07-18 Anthony Perret , Gregory Schehr

We equip the polytope of $n\times n$ Markov matrices with the normalized trace of the Lebesgue measure of $\mathbb{R}^{n^2}$. This probability space provides random Markov matrices, with i.i.d. rows following the Dirichlet distribution of…

Probability · Mathematics 2010-06-16 Djalil Chafai

We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These…

Statistical Mechanics · Physics 2011-06-28 Z. Burda , A. Jarosz , G. Livan , M. A. Nowak , A. Swiech

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

Recently we introduced a family of $U(N)$ invariant Random Matrix Ensembles which is characterized by a parameter $\lambda$ describing logarithmic soft-confinement potentials $V(H) \sim [\ln H]^{(1+\lambda)} \:(\lambda>0$). We showed that…

Disordered Systems and Neural Networks · Physics 2013-05-29 Jinmyung Choi , K. A. Muttalib