Related papers: Eigenvalues of block structured asymmetric random …
We study rectangular Vandermonde matrices $\mathbf{V}$ with $N+1$ rows and $s$ irregularly spaced nodes on the unit circle, in cases where some of the nodes are "clustered" together -- the elements inside each cluster being separated by at…
We analyze the spectral properties of large, time-lagged correlation matrices using the tools of random matrix theory. We compare predictions of the one-dimensional spectra, based on approaches already proposed in the literature. Employing…
Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…
We introduce a random matrix framework for studying statistical-mechanical lattice systems through spectral observables. Equilibrium configurations sampled from a Boltzmann measure are mapped to matrix ensembles whose covariance structure…
A method of resummation of infinite series of perturbation theory diagrams is applied for studying the properties of random band matrices. The topological classification of Feynman diagrams, which was actively used in last years for matrix…
The problem of estimating the smallest singular value of random square matrices is important in connection with matrix computations and analysis of the spectral distribution. In this survey, we consider recent developments in the study of…
We formulate a general sufficiency criterion for discreteness of the spectrum of both supersymmmetric and non-su-persymmetric theories with a fermionic contribution. This criterion allows an analysis of Hamiltonians in complete form rather…
Patterned random matrices such as the reverse circulant, the symmetric circulant, the Toeplitz and the Hankel matrices and their almost sure limiting spectral distribution (LSD), have attracted much attention. Under the assumption that the…
Our goal is to study statistical properies of "dielectric resonances" which are poles of conductance of a large random $LC$ network. Such poles are a particular example of eigenvalues $\lambda_n$ of matrix pencils ${\bf H}-\lambda {\bf W}$,…
This article introduces a novel structured random matrix composed blockwise from subsampled randomized Hadamard transforms (SRHTs). The block SRHT is expected to outperform well-known dimension reduction maps, including SRHT and Gaussian…
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,…
The singular values of products of standard complex Gaussian random matrices, or sub-blocks of Haar distributed unitary matrices, have the property that their probability distribution has an explicit, structured form referred to as a…
For symmetric random matrices with correlated entries, which are functions of independent random variables, we show that the asymptotic behavior of the empirical eigenvalue distribution can be obtained by analyzing a Gaussian matrix with…
The spectral form factor of random matrix theory plays a key role in the description of disordered and chaotic quantum systems. While its moments are known to be approximately Gaussian, corrections subleading in the matrix dimension, $D$,…
We study the distribution of entries of a random permutation matrix under a "randomized basis," i.e., we conjugate the random permutation matrix by an independent random orthogonal matrix drawn from Haar measure. It is shown that under…
Random matrix theory is a well-developed area of probability theory that has numerous connections with other areas of mathematics and its applications. Much of the literature in this area is concerned with matrices that possess many exact…
This paper is a detailed account of the recent progress in understanding the statistical properties of complex eigenvalues of random non-Hermitian matrices reported earlier in our two short communications: Physics Letters A v.226, 46 (1997)…
There has been much recent interest, initiated by work of the physicists Hatano and Nelson, in the eigenvalues of certain random non-Hermitian periodic tridiagonal matrices and their bidiagonal limits. These eigenvalues cluster along a…
The spectrum of exponents of the transfer matrix provides the localization lengths of Anderson's model for a particle in a lattice with disordered potential. I show that a duality identity for determinants and Jensen's identity for…
A density matrix describes the statistical state of a quantum system. It is a powerful formalism to represent both the quantum and classical uncertainty of quantum systems and to express different statistical operations such as measurement,…