Related papers: The Singular Values of the GOE
This is part II of a review relating to the three classes of random non-Hermitian Gaussian matrices introduced by Ginibre in 1965. While part I restricted attention to the GinUE (Ginibre unitary ensemble) case of complex elements, in this…
We study the rate of convergence for the largest eigenvalue distributions in the Gaussian unitary and orthogonal ensembles to their Tracy-Widom limits. We show that one can achieve an $O(N^{-2/3})$ rate with particular choices of the…
We show that some of the best-known matrix decompositions of some of the best-known random matrix ensembles give us the unique $G$-invariant uniform distributions on some of the best-known manifolds. The eigenvectors distributions of the…
We present the results of systematic numerical computations relating to the extreme value statistics of the characteristic polynomials of random unitary matrices drawn from the Circular Unitary Ensemble (CUE) of Random Matrix Theory. In…
Probability distribution for the ratio ($r$) of consecutive level spacings of the eigenvalues of a Poisson (generating regular spectra) spectrum and that of a GOE random matrix ensemble are given recently. Going beyond these, for the…
The new Theorem on location of maximum of probability density functions of dimensionless second difference of the three adjacent energy levels for $N$-dimensional Gaussian orthogonal ensemble GOE($N$), $N$-dimensional Gaussian unitary…
This article presents maximum likelihood estimators (MLEs) and log-likelihood ratio (LLR) tests for the eigenvalues and eigenvectors of Gaussian random symmetric matrices of arbitrary dimension, where the observations are independent…
We use classical results from harmonic analysis on matrix spaces to investigate the relation between the joint density of the singular values and of the eigenvalues of complex random matrices which are bi-unitarily invariant (also known as…
Skew orthogonal polynomials arise in the calculation of the $n$-point distribution function for the eigenvalues of ensembles of random matrices with orthogonal or symplectic symmetry. In particular, the distribution functions are completely…
We investigate the universality of singular value and eigenvalue distributions of matrix valued functions of independent random matrices and apply these general results in several examples. In particular we determine the limit distribution…
We describe Generalized Hermitian matrices ensemble sometimes called Chiral ensemble. We give global asymptotic of the density of eigenvalues or the statistical density. We will calculate a Laplace transform of such a density for finite…
In this paper we establish eigenvector delocalization and bulk universality for L\'{e}vy matrices, which are real, symmetric, $N \times N$ random matrices $\textbf{H}$ whose upper triangular entries are independent, identically distributed…
The spectral moments of ensembles of sparse random block matrices are analytically evaluated in the limit of large order. The structure of the sparse matrix corresponds to the Erd\"os-Renyi random graph. The blocks are i.i.d. random…
The determinant of the Gaussian unitary ensemble matrix is show to be distributed as a product of independent chi random variables with parameters $1,3,3,5,5,\dots.$
It is now believed that the limiting distribution function of the largest eigenvalue in the three classic random matrix models GOE, GUE and GSE describe new universal limit laws for a wide variety of processes arising in mathematical…
Let $A$ be an $n\times n$ random matrix with independent, identically distributed mean 0, variance 1 subgaussian entries. We prove that $$ \mathbb{P}(A\text{ has distinct singular values})\geq 1-e^{-cn} $$ for some $c>0$, confirming a…
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…
We present a systematic construction of probes into the dynamics of isospectral ensembles of Hamiltonians by the notion of Isospectral twirling, expanding the scopes and methods of ref.[1]. The relevant ensembles of Hamiltonians are those…
We show that the distribution of elements $H$ in the Hessian matrices associated with amorphous materials exhibit singularities $P(H) \sim {\lvert H \rvert}^{\gamma}$ with an exponent $\gamma < 0$, as $\lvert H \rvert \to 0$. We exploit the…
We give a short, operator-theoretic proof of the asymptotic independence (including a first correction term) of the minimal and maximal eigenvalue of the n \times n Gaussian Unitary Ensemble in the large matrix limit n \to \infty. This is…