Related papers: Eigenvalues of block structured asymmetric random …

Using methods from random matrix theory researchers have recently calculated the full spectra of random networks with arbitrary degrees and with community structure. Both reveal interesting spectral features, including deviations from the…

One of the major themes of random matrix theory is that many asymptotic properties of traditionally studied distributions of random matrices are universal. We probe the edges of universality by studying the spectral properties of random…

The analysis of diagonalizable matrices in terms of their so-called isospectral reduction represents a versatile approach to the underlying eigenvalue problem. Starting from a symmetry of the isospectral reduction, we show in the present…

We describe the spectral statistics of the first finite number of eigenvalues in a newly-forming band on the hard-edge of the spectrum of a random Hermitean matrix model. It is found that in a suitable scaling regime, they are described by…

The eigenvalue spacing of a uniformly chosen random finite unipotent matrix in its permutation action on lines is studied. We obtain bounds for the mean number of eigenvalues lying in a fixed arc of the unit circle and offer an approach…

Let $\mathbf{a}_{ij}$, $1\leq i\leq j\leq n$, be independent random variables and $\mathbf{a}_{ji}=\mathbf{a}_{ij}$, for all $i,j$. Suppose that every $\mathbf{a}_{ij}$ is bounded, has zero mean, and its variance is given by…

Linear statistics, a random variable build out of the sum of the evaluation of functions at the eigenvalues of a N times N random matrix,sum[j=1 to N]f(xj) or tr f(M), is an ubiquitous statistical characteristics in random matrix theory.…

We compute analytically the joint probability density of eigenvalues and the level spacing statistics for an ensemble of random matrices with interesting features. It is invariant under the standard symmetry groups (orthogonal and unitary)…

The collection of $d \times N$ complex matrices with prescribed column norms and prescribed (nonzero) singular values forms a compact algebraic variety, which we refer to as a frame space. Elements of frame spaces -- i.e., frames -- are…

We provide a perturbative expansion for the empirical spectral distribution of a Hermitian matrix with large size perturbed by a random matrix with small operator norm whose entries in the eigenvector basis of the first one are independent…

The classical random matrix theory is mostly focused on asymptotic spectral properties of random matrices as their dimensions grow to infinity. At the same time many recent applications from convex geometry to functional analysis to…

A symmetric doubly stochastic matrix A is said to be determined by its spectra if the only symmetric doubly stochastic matrices that are similar to A are of the form $P^TAP$ for some permutation matrix P. The problem of characterizing such…

We analyze the spectral properties of correlation matrices between distinct statistical systems. Such matrices are intrinsically non symmetric, and lend themselves to extend the spectral analyses usually performed on standard Pearson…

We define a graph to be $S$-regular if it contains an equitable partition given by a matrix $S$. These graphs are generalizations of both regular and bipartite, biregular graphs. An $S$-regular matrix is defined then as a matrix on an…

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…

An ensemble of random unistochastic (orthostochastic) matrices is defined by taking squared moduli of elements of random unitary (orthogonal) matrices distributed according to the Haar measure on U(N) (or O(N), respectively). An ensemble of…

We study statistical properties of a class of band random matrices which naturally appears in systems of interacting particles. The local spectral density is shown to follow the Breit-Wigner distribution in both localized and delocalized…

We draw attention to the fact that a Hermitian matrix is always diagonalizable and has real discrete spectrum whereas the Hermitian Schr{\"o}dinger Hamiltonian: $H=p^2/2\mu+V(x)$, may not be so. For instance when $V(x)=x, x^3, -x^2$, $H$…

Using the standard concepts of free random variables, we show that for a large class of nonhermitean random matrix models, the support of the eigenvalue distribution follows from their hermitean analogs using a conformal transformation. We…

In 1966, H. Widom proved an asymptotic formula for the distribution of eigenvalues of the $N\times N$ truncated Hilbert matrix for large values of $N$. In this paper, we extend this formula to Hankel matrices with symbols in the class of…