Related papers: Truncated linear statistics associated with the to…
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…
Products of $M$ i.i.d. non-Hermitian random matrices of size $N \times N$ relate Gaussian fluctuation of Lyapunov and stability exponents in dynamical systems (finite $N$ and large $M$) to local eigenvalue universality in random matrix…
In this paper, we study a certain linear statistics of the unitary Laguerre ensembles, motivated in part by an integrable quantum field theory at finite temperature. It transpires that this is equivalent to the characterization of a…
We prove a Central Limit Theorem for the linear statistics of two-dimensional Coulomb gases, with arbitrary inverse temperature and general confining potential, at the macroscopic and mesoscopic scales and possibly near the boundary of the…
This paper is concerned with complex eigenvalues of truncated unitary quaternion matrices equipped with the Haar measure. The joint eigenvalue probability density function is obtained for truncations of any size. We also obtain the spectral…
In this paper we propose a wide class of truncated stochastic approximation procedures with moving random bounds. While we believe that the proposed class of procedures will find its way to a wider range of applications, the main motivation…
We consider two random matrix ensembles which are relevant for describing critical spectral statistics in systems with multifractal eigenfunction statistics. One of them is the Gaussian non-invariant ensemble which eigenfunction statistics…
Let $M_n$ be a $n \times n$ Wigner or sample covariance random matrix, and let $\mu_1(M_n), \mu_2(M_n), ..., \mu_n(M_n)$ denote the unordered eigenvalues of $M_n$. We study the fluctuations of the partial linear eigenvalue statistics $$…
Let $N(L)$ be the number of eigenvalues, in an interval of length $L$, of a matrix chosen at random from the Gaussian Orthogonal, Unitary or Symplectic ensembles of ${\cal N}$ by ${\cal N}$ matrices, in the limit ${\cal…
We investigate the stationary state of a model system evolving according to a modified focusing truncated nonlinear Schr\"odinger equation (NLSE) used to describe the envelope of Langmuir waves in a plasma. We restrict the system to have a…
In this paper, we study the complex Wigner matrices $M_n=\frac{1}{\sqrt{n}}W_n$ whose eigenvalues are typically in the interval $[-2,2]$. Let $\lambda_1\leq \lambda_2...\leq\lambda_n$ be the ordered eigenvalues of $M_n$. Under the…
We consider the equilibrium statistical properties of interfaces submitted to competing interactions; a long-range repulsive Coulomb interaction inherent to the charged interface and a short-range, anisotropic, attractive one due to either…
The paper is concerned with stochastic approximation procedures having three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function. We…
Determinantal Point Processes (DPPs), which originate from quantum and statistical physics, are known for modelling diversity. Recent research [Ghosh and Rigollet (2020)] has demonstrated that certain matrix-valued $U$-statistics (that are…
Let $ \nu $ be a probability distribution over the linear semi-group $ \mathrm{End}(E) $ for $ E $ a finite dimensional vector space over a locally compact field. We assume that $ \nu $ is proximal, strongly irreducible and that $…
In the last decade, spectral linear statistics on large dimensional random matrices have attracted significant attention. Within the physics community, a privileged role has been played by invariant matrix ensembles for which a two…
The Gaussian and Laguerre orthogonal ensembles are fundamental to random matrix theory, and the marginal eigenvalue distributions are basic observable quantities. Notwithstanding a long history, a formulation providing high precision…
Let $O$ be chosen uniformly at random from the group of $(N+L) \times (N+L)$ orthogonal matrices. Denote by $\tilde{O}$ the upper-left $N \times N$ corner of $O$, which we refer to as a truncation of $O$. In this paper we prove two…
Linear statistics, a random variable build out of the sum of the evaluation of functions at the eigenvalues of a N times N random matrix,sum[j=1 to N]f(xj) or tr f(M), is an ubiquitous statistical characteristics in random matrix theory.…
The calculation of the natural lineshape of an excited two-level atom (TLA) has long been known to be gauge-dependent, with certain experiments in better agreement with the lineshape calculated with the dipole gauge. We show that by using a…