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We study the amplitude distribution of irregular eigenfunctions in systems with mixed classical phase space. For an appropriately restricted random wave model a theoretical prediction for the amplitude distribution is derived and good…

Chaotic Dynamics · Physics 2009-11-07 Arnd Bäcker , Roman Schubert

We present first-order perturbation analysis of a simple eigenvalue and the corresponding right and left eigenvectors of a general square matrix, not assumed to be Hermitian or normal. The eigenvalue result is well known to a broad…

Numerical Analysis · Mathematics 2019-06-04 Anne Greenbaum , Ren-cang Li , Michael L. Overton

In the present work, eigenvalue distributions defined by a random rectangular matrix whose components are neither independently nor identically distributed are analyzed using replica analysis and belief propagation. In particular, we…

Portfolio Management · Quantitative Finance 2016-05-24 Takashi Shinzato

We establish a large deviation theorem for the empirical spectral distribution of random covariance matrices whose entries are independent random variables with mean 0, variance 1 and having controlled forth moments. Some new properties of…

Complex Variables · Mathematics 2017-07-25 Tien-Cuong Dinh , Duc-Viet Vu

Under binary matrices we mean matrices whose entries take one of two values. In this paper, explicit formulae for calculating the determinant of some type of binary Toeplitz matrices are obtained. Examples of the application of the…

Rings and Algebras · Mathematics 2017-02-21 Dmitry Efimov

This paper examines the properties of real symmetric square matrices with a constant value for the main diagonal elements and another constant value for all off-diagonal elements. This matrix form is a simple subclass of circulant matrices,…

Statistics Theory · Mathematics 2021-09-14 Ben O'Neill

A generalized Wigner matrix perturbed by a finite-rank deterministic matrix is considered. The fluctuations of the largest eigenvalues, which emerge outside the bulk of the spectrum, and the corresponding eigenvectors, are studied. Under…

Probability · Mathematics 2026-01-16 Bishakh Bhattacharya , Arijit Chakrabarty , Rajat Subhra Hazra

We study the singular values of certain triangular random matrices. When their elements are i.i.d. standard complex Gaussian random variables, the squares of the singular values form a biorthogonal ensemble, and with an appropriate change…

Probability · Mathematics 2014-04-21 Dimitris Cheliotis

The eigenvalue distribution is investigated for matrix models related via the localization to Chern-Simons-matter theories. An integral representation of the planar resolvent is used to derive the positions of the branch points of the…

High Energy Physics - Theory · Physics 2015-05-28 Takao Suyama

Probabilistic estimates on linear combinations of eigenvalues of the one dimensional Anderson model are derived. So far only estimates on the density of eigenvalues and of pairs were found by Wegner and by Minami. Our work was motivated by…

Mathematical Physics · Physics 2008-09-02 Shmuel Fishman , Yevgeny Krivolapov , Avy Soffer

We compute the eigenvalue fluctuations of uniformly distributed random biregular bipartite graphs with fixed and growing degrees for a large class of analytic functions. As a key step in the proof, we obtain a total variation distance bound…

Probability · Mathematics 2023-08-15 Ioana Dumitriu , Yizhe Zhu

Consider random symmetric Toeplitz matrices $T_{n}=(a_{i-j})_{i,j=1}^{n}$ with matrix entries $a_{j}, j=0,1,2,...,$ being independent real random variables such that \be \mathbb{E}[a_{j}]=0, \ \ \mathbb{E}[|a_{j}|^{2}]=1 \ \ \textrm{for}\,\…

Probability · Mathematics 2010-11-09 Dang-Zheng Liu , Xin Sun , Zheng-Dong Wang

We show that the limiting minimal eigenvalue distributions for a natural generalization of Gaussian sample-covariance structures (the "beta ensembles") are described by the spectrum of a random diffusion generator. By a Riccati…

Probability · Mathematics 2009-11-13 Jose A. Ramirez , Brian Rider

Results regarding probable bifurcations from fixed points are presented in the context of general dynamical systems (real, random matrices), time-delay dynamical systems (companion matrices), and a set of mappings known for their properties…

Chaotic Dynamics · Physics 2009-11-11 D. J. Albers , J. C. Sprott

This paper provides an accurate method to obtain the bidiagonal factorization of many generalized Pascal matrices, which in turn can be used to compute with high relative accuracy the eigenvalues, singular values and inverses of these…

Numerical Analysis · Mathematics 2025-01-22 Jorge Delgado , Héctor Orera , Juan Manuel Peña

We consider a finite collection of independent Hermitian heavy-tailed random matrices of growing dimension. Our model includes the L\'evy matrices proposed by Bouchaud and Cizeau, as well as sparse random matrices with O(1) non-zero entries…

Probability · Mathematics 2024-09-24 Charles Bordenave , Alice Guionnet , Camille Male

In this paper, we investigate the eigenvalue distribution of a class of kernel random matrices whose $(i,j)$-th entry is $f(X_i,X_j)$ where $f$ is a symmetric function belonging to the Paley-Wiener space $\mathcal{B}_c$ and $(X_i)_{1\leq i…

Statistics Theory · Mathematics 2025-07-22 Jebalia Mohamed , Ahmed Souabni

We consider large Hermitian matrices whose entries are defined by evaluating the exponential function along orbits of the skew-shift $\binom{j}{2} \omega+jy+x \mod 1$ for irrational $\omega$. We prove that the eigenvalue distribution of…

Mathematical Physics · Physics 2021-07-14 Arka Adhikari , Marius Lemm , Horng-Tzer Yau

We introduce two families of random tridiagonal block matrices for which the joint eigenvalue distributions can be computed explicitly. These distributions are novel within random matrix theory, and exhibit interactions among eigenvalue…

Probability · Mathematics 2026-05-18 Brian Rider , Benedek Valkó

In this paper, we introduce a particular class of matrices. We study the concept of a matrix to be \emph{balanced}. We study some properties of this concept in the context of matrix operations. We examine the behaviour of various matrix…

Rings and Algebras · Mathematics 2026-03-12 Theophilus Agama , Gael Kibiti
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