Related papers: Pseudo-symmetric random matrices: semi-Poisson and…

We develop the classification of weakly symmetric pseudo--riemannian manifolds $G/H$ where $G$ is a semisimple Lie group and $H$ is a reductive subgroup. We derive the classification from the cases where $G$ is compact, and then we discuss…

Let $S=XX^T$ be the (unscaled) sample covariance matrix where $X$ is a real $p \times n$ matrix with independent entries. It is well known that if the entries of $X$ are independent and identically distributed (i.i.d.) with enough moments…

We study the distribution of the minimum spacing between eigenvalues of a random n by n unitary matrix. The minimum spacing scales as $n^{-4/3}$, not $n^{-2}$ as would be the case for n independent points on the unit circle, illustrating…

We generalise the inference procedure for eigenvectors of symmetrizable matrices of Tyler (1981) to that of invariant and singular subspaces of non-diagonalizable matrices. Wald tests for invariant vectors and $t$-tests for their individual…

We present some new results on the joint distribution of an arbitrary subset of the ordered eigenvalues of complex Wishart, double Wishart, and Gaussian hermitian random matrices of finite dimensions, using a tensor pseudo-determinant…

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…

Let $X$ be a symmetric random matrix with independent but non-identically distributed centered Gaussian entries. We show that $$ \mathbf{E}\|X\|_{S_p} \asymp \mathbf{E}\Bigg[ \Bigg(\sum_i\Bigg(\sum_j X_{ij}^2\Bigg)^{p/2}\Bigg)^{1/p} \Bigg]…

We consider $n^2\times n^2$ real symmetric and hermitian matrices $M_n$, which are equal to sum of $m_n$ tensor products of vectors $X^\mu=B(Y^\mu\otimes Y^\mu)$, $\mu=1,\dots,m_n$, where $Y^\mu$ are i.i.d. random vectors from $\mathbb R^n…

We numerically analyze the random matrix ensembles of real-symmetric matrices with column/row constraints for many system conditions e.g. disorder type, matrix-size and basis-connectivity. The results reveal a rich behavior hidden beneath…

Non-Hermitian PT-symmetric models have been extensively studied in recent years. Following the seminal work that reduced classical random matrix ensembles to a tridiagonal form, several efforts have aimed to generalize this framework to…

The largest eigenvalue of random tensors is an important feature of systems involving disorder, equivalent to the ground state energy of glassy systems or to the injective norm of quantum states. For symmetric Gaussian random tensors of…

Any Lie group G acting on a Euclidean nonvoid open subset M can be seen as a subgroup of the smooth diffeomorphisms Diff^\infty(M,M) of M into itself. Thus actions by such Lie groups G correspond to smooth coordinate transforms on M which,…

On $4$-symmetric symplectic spaces, invariant almost complex structures -- up to sign -- arise in pairs. We exhibit some $4$-symmetric symplectic spaces, with a pair of "natural" compatible (usually not positive) invariant almost complex…

When a randomness is introduced at the level of real matrix elements, depending on its particular realization, a pair of eigenvalues can appear as real or form a complex conjugate pair. We show that in the limit of large matrix size the…

Sparse non-Hermitian random matrices arise in the study of disordered physical systems with asymmetric local interactions, and have applications ranging from neural networks to ecosystem dynamics. The spectral characteristics of these…

Let $A_1, \ldots, A_r$ be Hermitian $n \times n$ matrices and $S = \sum A_i \otimes s_i$ the associated matrix semicircle, where $s_1, \ldots, s_r$ are free semicircular variables. We prove that the following are equivalent: (i) the matrix…

Pseudospectral analysis serves as a powerful tool in matrix computation and the study of both linear and nonlinear dynamical systems. Among various numerical strategies, random sampling, especially in the form of rank-$1$ perturbations,…

The partly symmetric real Ginibre ensemble consists of matrices formed as linear combinations of real symmetric and real anti-symmetric Gaussian random matrices. Such matrices typically have both real and complex eigenvalues. For a fixed…

We present a novel class of real symmetric matrices in arbitrary dimension $d$, linearly dependent on a parameter $x$. The matrix elements satisfy a set of nontrivial constraints that arise from asking for commutation of pairs of such…

We develop a pseudo-differential approach to the N=2 supersymmetric unconstrained matrix (k|n,m)-Generalized Nonlinear Schroedinger hierarchies and prove consistency of the corresponding Lax-pair representation (nlin.SI/0201026).…