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We consider linear spectral statistics built from the block-normalized correlation matrix of a set of $M$ mutually independent scalar time series. This matrix is composed of $M \times M$ blocks that contain the sample cross correlation…

Probability · Mathematics 2021-01-15 Philippe Loubaton , Xavier Mestre

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

We consider spectral properties and the edge universality of sparse random matrices, the class of random matrices that includes the adjacency matrices of the Erdos-Renyi graph model $G(N,p)$. We prove a local law for the eigenvalue density…

Probability · Mathematics 2016-06-03 Ji Oon Lee , Kevin Schnelli

The problem of how to find a sparse representation of a signal is an important one in applied and computational harmonic analysis. It is closely related to the problem of how to reconstruct a sparse vector from its projection in a much…

Functional Analysis · Mathematics 2018-04-13 Enrico Au-Yeung

Spectral correlations in unitary invariant, non-Gaussian ensembles of large random matrices possessing an eigenvalue gap are studied within the framework of the orthogonal polynomial technique. Both local and global characteristics of…

Statistical Mechanics · Physics 2009-10-30 E. Kanzieper , V. Freilikher

The vibrational behavior of molecules serves as a crucial fingerprint of their structure, chemical state, and surrounding environment. Neutron vibrational spectroscopy provides comprehensive measurements of vibrational modes without…

Chemical Physics · Physics 2025-02-19 Bowen Han , Pei Zhang , Kshitij Mehta , Massimiliano Lupo Pasini , Mingda Li , Yongqiang Cheng

We study $N \times N$ random band matrices $H = (H_{xy})$ with mean-zero complex Gaussian entries, where $x,y$ lie on the discrete torus $(\mathbb{Z} / \sqrt[d]{N} \mathbb{Z})^d$ in dimensions $d \ge 3$. The variance profile satisfies…

Probability · Mathematics 2025-12-19 Sofiia Dubova , Fan Yang , Horng-Tzer Yau , Jun Yin

In this paper the question about statistical properties of block--hierarchical random matrices is raised for the first time in connection with structural characteristics of random hierarchical networks obtained by mipmapping procedure. In…

Disordered Systems and Neural Networks · Physics 2015-05-13 V. A. Avetisov , A. V. Chertovich , S. K. Nechaev , O. A. Vasilyev

The spectral densities of ensembles of non-Hermitian sparse random matrices are analysed using the cavity method. We present a set of equations from which the spectral density of a given ensemble can be efficiently and exactly calculated.…

Disordered Systems and Neural Networks · Physics 2009-11-13 Tim Rogers , Isaac Perez Castillo

We develop a combinatorial rigidity theory for symmetric bar-joint frameworks in a general finite dimensional normed space. In the case of rotational symmetry, matroidal Maxwell-type sparsity counts are identified for a large class of…

Metric Geometry · Mathematics 2020-04-17 Derek Kitson , Anthony Nixon , Bernd Schulze

We calculate equilibrium solutions for Ising spin models on `small world' lattices, which are constructed by super-imposing random and sparse Poissonian graphs with finite average connectivity c onto a one-dimensional ring. The nearest…

Disordered Systems and Neural Networks · Physics 2009-11-10 T. Nikoletopoulos , A. C. C. Coolen , I. Perez-Castillo , N. S. Skantzos , J. P. L. Hatchett , B. Wemmenhove

We study the behavior of exponential random graphs in both the sparse and the dense regime. We show that exponential random graphs are approximate mixtures of graphs with independent edges whose probability matrices are critical points of…

Probability · Mathematics 2018-04-20 Ronen Eldan , Renan Gross

The spectral form factor of random matrix theory plays a key role in the description of disordered and chaotic quantum systems. While its moments are known to be approximately Gaussian, corrections subleading in the matrix dimension, $D$,…

Quantum Physics · Physics 2026-01-06 Alex Altland , Francisco Divi , Tobias Micklitz , Silvia Pappalardi , Maedeh Rezaei

Let $A$ be a rectangular matrix of size $m\times n$ and $A_1$ be the random matrix where each entry of $A$ is multiplied by an independent $\{0,1\}$-Bernoulli random variable with parameter $1/2$. This paper is about when, how and why the…

Probability · Mathematics 2020-08-05 Charles Bordenave , Simon Coste , Raj Rao Nadakuditi

Random impedance networks are widely used as a model to describe plasmon resonances in disordered metal-dielectric and other two-component nanocomposites. In the present work, the spectral properties of resonances in random networks are…

Disordered Systems and Neural Networks · Physics 2018-11-06 Nikita Olekhno , Yaroslav Beltukov

Volume estimates of metric balls in manifolds find diverse applications in information and coding theory. In this paper, some new results for the volume of a metric ball in unitary group are derived via various tools from random matrix…

Information Theory · Computer Science 2015-06-25 Lu Wei , Renaud-Alexandre Pitaval , Jukka Corander , Olav Tirkkonen

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…

Statistical Mechanics · Physics 2010-10-21 Boris A. Khoruzhenko , Hans-Juergen Sommers , Karol Zyczkowski

We focus on a multidimensional field with uncorrelated spectrum, and study the quality of the reconstructed signal when the field samples are irregularly spaced and affected by independent and identically distributed noise. More…

Information Theory · Computer Science 2009-11-13 A. Nordio , C-F. Chiasserini , E. Viterbo

We investigate the level density for several ensembles of positive random matrices of a Wishart--like structure, $W=XX^{\dagger}$, where $X$ stands for a nonhermitian random matrix. In particular, making use of the Cauchy transform, we…

Mathematical Physics · Physics 2015-07-16 Wojciech Mlotkowski , Maciej A. Nowak , Karol A. Penson , Karol Zyczkowski

The findings of X-ray and neutron scattering experiments on amorphous systems are interpreted within the framework of the theory of Euclidean random matrices. This allows to take into account the topological nature of the disorder, a key…

Disordered Systems and Neural Networks · Physics 2009-11-07 T. S. Grigera , V. Martin-Mayor , G. Parisi , P. Verrocchio