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Related papers: On spectral measures of random Jacobi matrices

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We study the empirical spectral distribution of the normalized Laplacian of linear preferential attachment graphs in the Barab{\'a}si-Albert regime with fixed out-degree. For the resulting sequence of random multigraphs, we prove that the…

Probability · Mathematics 2026-03-05 Malika Kharouf

The six Painlev\'e transcendants which originally appeared in the studies of ordinary differential equations have been found numerous applications in physical problems. The well-known examples among which include symmetry reduction of the…

Classical Analysis and ODEs · Mathematics 2010-08-04 Yang Chen , Lun Zhang

Consider the ensemble of real symmetric Toeplitz matrices, each independent entry an i.i.d. random variable chosen from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. Previous investigations showed that…

Probability · Mathematics 2010-11-16 Adam Massey , Steven J. Miller , John Sinsheimer

We investigate $\beta$-Generalized random Hermitian matrices ensemble sometimes called Chiral ensemble. We give global asymptotic of the density of eigenvalues or the statistical density. We investigate general method names as equilibrium…

Probability · Mathematics 2014-09-02 Mohamed Bouali

By using the independence structure of points following a determinantal point process, we study the radii of the spherical ensemble, the truncation of the circular unitary ensemble and the product ensemble with parameter n and k. The…

Probability · Mathematics 2014-11-10 Tiefeng Jiang , Yongcheng Qi

Using operator methods, we generally present the level densities for kinds of random matrix unitary ensembles in weak sense. As a corollary, the limit spectral distributions of random matrices from Gaussian, Laguerre and Jacobi unitary…

Mathematical Physics · Physics 2007-05-23 Zhengdong Wang , Kuihua Yan

The power spectrum of weak lensing fluctuations has a non-Gaussian distribution due to its quadratic nature. On small scales the Central Limit Theorem acts to Gaussianize this distribution but non-Gaussianity in the signal due to…

Cosmology and Nongalactic Astrophysics · Physics 2022-06-29 Alex Hall , Andy Taylor

The complex Wishart ensemble is the statistical ensemble of $M \times N$ complex random matrices with $M \geq N$ such that the real and imaginary parts of each element are given by independent standard normal variables. The Marcenko--Pastur…

Probability · Mathematics 2021-07-06 Taiki Endo , Makoto Katori

In statistics, assuming samples are independent is reasonable. However, this property can fail to hold for the features, a distinction that has led to several lines of work aiming to remove the latter assumption of independence present in…

Probability · Mathematics 2026-02-03 Simona Diaconu

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…

Probability · Mathematics 2014-06-30 Tobias Johnson

We propose to study unitary matrix ensembles defined in terms of unitary stochastic transition matrices associated with Markov processes on graphs. We argue that the spectral statistics of such an ensemble (after ensemble averaging) depends…

Chaotic Dynamics · Physics 2009-11-07 Gregor Tanner

We present large deviations principles for the moments of the empirical spectral measure of Wigner matrices and empirical measure of $\beta$-ensembles in three cases : the case of Wigner matrices without Gaussian tails, that is Wigner…

Probability · Mathematics 2016-05-13 Fanny Augeri

We investigate the asymptotic behavior of the empirical eigenvalues distribution of the partial transpose of a random quantum state. The limiting distribution was previously investigated via Wishart random matrices indirectly (by…

Mathematical Physics · Physics 2013-07-16 Motohisa Fukuda , Piotr Śniady

Fluctuations of the order parameters of the Gardner model for any $\alpha<\alpha_c$ are studied. It is proved that they converge in distribution to a family of jointly Gaussian random variables.

Disordered Systems and Neural Networks · Physics 2007-05-23 M. Shcherbina , B. Tirozzi

In this paper, we consider $m$ independent random rectangular matrices whose entries are independent and identically distributed standard complex Gaussian random variables and assume the product of the $m$ rectangular matrices is an $n$ by…

Probability · Mathematics 2021-04-08 Yongcheng Qi , Hongru Zhao

This paper deals with the problem of quantifying the approximation a probability measure by means of an empirical (in a wide sense) random probability measure, depending on the first n terms of a sequence of random elements. In Section 2,…

Probability · Mathematics 2018-08-23 Emanuele Dolera , Eugenio Regazzini

We prove a partial result concerning the long-standing problem on limit periodicity of the Jacobi matrix associated with the balanced measure on the Julia set of an expending polynomial. Besides this, connections of the problem with the…

Spectral Theory · Mathematics 2007-05-23 J. Bellissard , J. Geronimo , A. Volberg , P. Yuditskii

The celebrated Mar\v{c}enko-Pastur law, that considers the asymptotic spectral density of random covariance matrices, has found a great number of applications in physics, biology, economics, engineering, among others. Here, using techniques…

Disordered Systems and Neural Networks · Physics 2022-05-17 Isaac Pérez Castillo

This article studies the asymptotic behaviors of nonparametric estimators of two overlapping measures, namely Pianka's and MacArthur-Levins measures. The plug-in principle and the method of kernel density estimation are used to estimate…

Statistics Theory · Mathematics 2020-11-25 Tareq Alodat , M. T. Alodat , Dareen Omari

We introduce a random matrix framework for studying statistical-mechanical lattice systems through spectral observables. Equilibrium configurations sampled from a Boltzmann measure are mapped to matrix ensembles whose covariance structure…

Disordered Systems and Neural Networks · Physics 2026-05-21 Yaprak Önder , Abbas Ali Saberi , Roderich Moessner