Related papers: On Weighted Random Band-Matrices with Dependences
We derive the mean eigenvalue density for symmetric Gaussian random N x N matrices in the limit of large N, with a constraint implying that the row sum of matrix elements should vanish. The result is shown to be equivalent to a result found…
In this paper, we consider the universality of the local eigenvalue statistics of random matrices. Our main result shows that these statistics are determined by the first four moments of the distribution of the entries. As a consequence, we…
We study additive finite-rank perturbations of random periodic band matrices under the assumption that the nontrivial eigenvalues of the perturbation do not depend on the dimension. We establish the eigenvalue/eigenvector BBP transition in…
We show the density of eigenvalues for three classes of random matrix ensembles is determinantal. First we derive the density of eigenvalues of product of $k$ independent $n\times n$ matrices with i.i.d. complex Gaussian entries with a few…
We investigate the distribution of eigenvalues of weighted adjacency matrices from a specific ensemble of random graphs. We distribute $N$ vertices across a fixed number $\kappa$ of components, with asymptotically $\alpha_j \dot N$ vertices…
We consider the eigenvalues of a fixed, non-normal matrix subject to a small additive perturbation. In particular, we consider the case when the fixed matrix is a banded Toeplitz matrix, where the bandwidth is allowed to grow slowly with…
In this paper, we show how the entropy (including the von Neumann entropy obtained by tracing across various sizes of subsystems, the entanglement gap, as well as different degrees of R\'{e}nyi entropy) of the random reduced density…
We generally study the density of eigenvalues in unitary ensembles of random matrices from the recurrence coefficients with regularly varying conditions for the orthogonal polynomials. First we calculate directly the moments of the density.…
Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…
Random Matrix Theory is a powerful tool in applied mathematics. Three canonical models of random matrix distributions are the Gaussian Orthogonal, Unitary and Symplectic Ensembles. For matrix ensembles defined on k-fold tensor products of…
Statistical properties of non--symmetric real random matrices of size $M$, obtained as truncations of random orthogonal $N\times N$ matrices are investigated. We derive an exact formula for the density of eigenvalues which consists of two…
We review the ideas of how random matrix theory has to be properly applied to quantum physics; particularly we focus on how the spectrum has to be properly prepared and the random matrix correctly identified before the random matrix and the…
Networks are often studied using the eigenvalues of their adjacency matrix, a powerful mathematical tool with a wide range of applications. Since in real systems the exact graph structure is not known, researchers resort to random graphs to…
Using the diagrammatic method, we derive a set of self-consistent equations that describe eigenvalue distributions of large correlated asymmetric random matrices. The matrix elements can have different variances and be correlated with each…
We study numerically and analytically the spectrum of incidence matrices of random labeled graphs on N vertices : any pair of vertices is connected by an edge with probability p. We give two algorithms to compute the moments of the…
Entanglement plays an important role in quantum communication, algorithms, and error correction. Schmidt coefficients are correlated to the eigenvalues of the reduced density matrix. These eigenvalues are used in Von Neumann entropy to…
In this article we investigate high-dimensional banded sample covariance matrices under the regime that the sample size $n$, the dimension $p$ and the bandwidth $d$ tend simultaneously to infinity such that $$n/p\to 0 \ \ \text{and} \ \…
The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…
We study the rank of the random $n\times m$ 0/1 matrix ${\bf A}_{n,m;k}$ where each column is chosen independently from the set $\Omega_{n,k}$ of 0/1 vectors with exactly $k$ 1's. Here 0/1 are the elements of the field $GF_2$. We obtain an…
This is an elementary review, aimed at non-specialists, of results that have been obtained for the limiting distribution of eigenvalues and for the operator norms of real symmetric random matrices via the method of moments. This method goes…