Related papers: On spectral measures of random Jacobi matrices

We study global fluctuations for singular values of $M$-fold products of several right-unitarily invariant $N \times N$ random matrix ensembles. As $N \to \infty$, we show the fluctuations of their height functions converge to an explicit…

We study the weak convergence (in the high-frequency limit) of the parameter estimators of power spectrum coefficients associated with Gaussian, spherical and isotropic random fields. In particular, we introduce a Whittle-type approximate…

The eigenvalue correlations of random matrices from the Jacobi Unitary Ensemble have a known asymptotic behavior as their size tends to infinity. In the bulk of the spectrum the behavior is described in terms of the sine kernel, and at the…

We compare the statistical fluctuation properties of the baryon and meson experimental mass spectra with those obtained from theoretical models (quark models and lattice QCD). We find that for the experimental spectra the statistical…

We study two spiked models of random matrices under general frameworks corresponding respectively to additive deformation of random symmetric matrices and multiplicative perturbation of random covariance matrices. In both cases, the…

We consider $\beta$-Jacobi ensembles with parameters $p_1, p_2\geq n.$ We prove that the empirical measure of the rescaled Jacobi ensembles converges weakly to a modified Watcher law via the spectral measure method, which revisits the weak…

In this paper we establish the limit of the empirical spectral distribution of quaternion sample covariance matrices. Suppose $\mathbf X_n = ({x_{jk}^{(n)}})_{p\times n}$ is a quaternion random matrix. For each $n$, the entries…

Let $H_\omega$ be a self-adjoint Jacobi operator with a potential sequence $\{\omega(n)\}_n$ of independently distributed random variables with continuous probability distributions and let $\mu_\phi^\omega$ be the corresponding spectral…

As an important topic in Mathematical Physics and statistics, random matrices theory has found uses in many aspects of modern physics and multivariate analysis. This paper is to investigate the Gaussian fluctuations for linear spectral…

We consider the random matrix obtained by picking vectors randomly from a large collection of mutually unbiased bases of $\mathbb{C}^n$, and prove that the spectral distribution converges to the Marchenko-Pastur law. This shows that vectors…

We derive the probability that all eigenvalues of a random matrix $\bf M$ lie within an arbitrary interval $[a,b]$, $\psi(a,b)\triangleq\Pr\{a\leq\lambda_{\min}({\bf M}), \lambda_{\max}({\bf M})\leq b\}$, when $\bf M$ is a real or complex…

Kolo\u{g}lu, Kopp and Miller compute the limiting spectral distribution of a certain class of real random matrix ensembles, known as $k$-block circulant ensembles, and discover that it is exactly equal to the eigenvalue distribution of an…

McKay proved that the limiting spectral measures of the ensembles of $d$-regular graphs with $N$ vertices converge to Kesten's measure as $N\to\infty$. In this paper we explore the case of weighted graphs. More precisely, given a large…

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 ensembles of real symmetric Toeplitz matrices and real symmetric Hankel matrices whose entries are i.i.d. random variables chosen from a fixed probability distribution p of mean 0, variance 1, and finite higher moments.…

We study the decrease of fluctuations of diagonal matrix elements of observables and of Husimi densities of quantum mechanical wave functions around their mean value upon approaching the semi-classical regime ($\hbar \rightarrow 0$). The…

This paper investigates the spectral properties of Jacobi matrices with limit-periodic coefficients. We show that for a residual set of such matrices, the spectrum is a Cantor set of zero Lebesgue measure, and the spectral measures are…

Two-term asymptotic formulae for the probability distribution functions for the smallest eigenvalue of the Jacobi $ \beta $-Ensembles are derived for matrices of large size in the r\'egime where $ \beta > 0 $ is arbitrary and one of the…

We obtain the limiting spectral distribution for large sample covariance matrices associated with random vectors having graph-dependent entries under the assumption that the interdependence among the entries grows with the sample size n.…

We find the limit distributions for a spectrum of a system of n particles governed by a k-body interaction. The hamiltonian of this system is modelled by a Gaussian random matrix. We show that the limit distribution is a q-deformed Gaussian…