Related papers: Empirical Spacings of Unfolded Eigenvalues
We consider the universality of the nearest neighbour eigenvalue spacing distribution in invariant random matrix ensembles. Focussing on orthogonal and symplectic invariant ensembles, we show that the empirical spacing distribution…
We study the distribution of the minimum spacing between eigenvalues of a random n by n unitary matrix. The minimum spacing scales as $n^{-4/3}$, not $n^{-2}$ as would be the case for n independent points on the unit circle, illustrating…
Universality of local eigenvalue statistics is one of the most striking phenomena of Random Matrix Theory, that also accounts for a lot of the attention that the field has attracted over the past 15 years. In this paper we focus on the…
Extremal spacings between eigenvalues of random unitary matrices of size N pertaining to circular ensembles are investigated. Explicit probability distributions for the minimal spacing for various ensembles are derived for N = 4. We study…
We study the spectral measure of large Euclidean random matrices. The entries of these matrices are determined by the relative position of $n$ random points in a compact set $\Omega_n$ of $\R^d$. Under various assumptions we establish the…
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 empirical eigenvalue distribution of the elliptic random matrix ensemble tends to the uniform measure on an ellipse in the complex plane as its dimension tends to infinity. We show this convergence on all mesoscopic scales slightly…
We examine the empirical distribution of the eigenvalues and the eigenvectors of adjacency matrices of sparse regular random graphs. We find that when the degree sequence of the graph slowly increases to infinity with the number of…
Consider the product of $m$ independent $n\times n$ random matrices from the spherical ensemble for $m\ge 1$. The empirical distribution based on the $n$ eigenvalues of the product is called the empirical spectral distribution. Two recent…
Matrix inversion problems are often encountered in experimental physics, and in particular in high-energy particle physics, under the name of unfolding. The true spectrum of a physical quantity is deformed by the presence of a detector,…
In many applications, the curvature of the space supporting the data makes the statistical modelling challenging. In this paper we discuss the construction and use of probability distributions wrapped around manifolds using exponential…
The spectra of empirical correlation matrices, constructed from multivariate data, are widely used in many areas of sciences, engineering and social sciences as a tool to understand the information contained in typically large datasets. In…
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…
In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter $\theta>0$) by replacing the entries equal to one by…
We study the spectral properties of a class of random matrices where the matrix elements depend exponentially on the distance between uniformly and randomly distributed points. This model arises naturally in various physical contexts, such…
We study sequences of partitions of the unit interval into subintervals, starting from the trivial partition, in which each partition is obtained from the one before by splitting its subintervals in two, according to a given rule, and then…
We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…
It has been conjectured that the statistical properties of zeros of the Riemann zeta function near $z = 1/2 + \ui E$ tend, as $E \to \infty$, to the distribution of eigenvalues of large random matrices from the Unitary Ensemble. At finite…
In comparing the behavior of an energy spectrum to the predictions of random matrix theory one must transform the spectrum such that the averaged level spacing is constant, a procedure known as unfolding. Once energy spectrums belong to an…
We consider nearest neighbor spacing distributions of composite ensembles of levels. These are obtained by combining independently unfolded sequences of levels containing only few levels each. Two problems arise in the spectral analysis of…