Related papers: Block-modified Wishart matrices: the easy case
We introduce an algorithm based on Generalized Dual Method (GDM) to efficiently study the dynamics of a particle in quasiperiodic environments without the need to use periodic approximations or to save the information of the vertices that…
The Poisson bracket algebra corresponding to the second Hamiltonian structure of a large class of generalized KdV and mKdV integrable hierarchies is carefully analysed. These algebras are known to have conformal properties, and their…
The paper is concerned with the asymptotic analysis of a family of Boltzmann (multiplicative) distributions over the set $\check{\varLambda}^{q}$ of strict integer partitions (i.e., with unequal parts) into perfect $q$-th powers. A…
An equation is obtained for the Stieltjes transform of the normalized distribution of singular values of non-symmetric band random matrices in the limit when the band width and rank of the matrix simultaneously tend to infinity. Conditions…
We study the variance and the Laplace transform of the probability law of linear eigenvalue statistics of unitary invariant Matrix Models of n-dimentional Hermitian matrices as n tends to infinity. Assuming that the test function of…
The K-matrix, also known as the "Wigner reaction matrix" in nuclear scattering or "impedance matrix" in the electromagnetic wave scattering, is given essentially by an M x M diagonal block of the resolvent (E-H)^{-1} of a Hamiltonian H. For…
The wrapping transformation $W$ is a homomorphism from the semigroup of probability measures on the real line, with the convolution operation, to the semigroup of probability measures on the circle, with the multiplicative convolution…
We introduced a generalized Wishart distribution, namely, the Kotz-Wishart distribution. Several existing results based on the normality assumption have been extended. Inspired by the particular form of the pdf of the Kotz-Wishart matrix,…
Weakly chaotic or weakly interacting systems have a wide regime where the common random matrix theory modeling does not apply. As an example we consider cold atoms in a nearly integrable optical billiard with displaceable wall ("piston").…
The noncentral Wishart distribution has become more mainstream in statistics as the prevalence of applications involving sample covariances with underlying multivariate Gaussian populations as dramatically increased since the advent of…
In recent years the Rosenzweig--Porter (RP) ensemble, obtained by adding a diagonal matrix with independent and identically distributed elements to a Gaussian random matrix, has been widely used as a minimal model for the emergence of…
In this paper we derive some new and practical results on testing and interval estimation problems for the population eigenvalues of a Wishart matrix based on the asymptotic theory for block-wise infinite dispersion of the population…
We derive the discrete linear systems associated to multi--matrix models, the corresponding discrete hierarchies and the appropriate coupling conditions. We also obtain the $W_{1+\infty}$ constraints on the partition function. We then apply…
This work is devoted to the establishment of a Poisson structure for a format of equations known as Generalized Lotka-Volterra systems. These equations, which include the classical Lotka-Volterra systems as a particular case, have been…
Non-Hermitian Wishart matrices were introduced in the context of quantum chromodynamics with a baryon chemical potential. These provide chiral extensions of the elliptic Ginibre ensembles as well as non-Hermitian extensions of the classical…
We introuduce a unified method which can be applied to any WZW model at arbitrary level to search systematically for modular invariant physical partition functions. Our method is based essentially on modding out a known theory on group…
For a class of random matrix ensembles with correlated matrix elements, it is shown that the density of states is given by the Wigner semi-circle law. This is applied to effective Hamiltonians related to the Anderson model in dimensions…
In the present work, eigenvalue distributions defined by a random rectangular matrix whose components are neither independently nor identically distributed are analyzed using replica analysis and belief propagation. In particular, we…
A relation modification problem gets a logical structure and a natural number k as input and asks whether k modifications of the structure suffice to make it satisfy a predefined property. We provide a complete classification of the…
This study addresses a class of linear mixed-integer programming (MILP) problems that involve uncertainty in the objective function parameters. The parameters are assumed to form a random vector, whose probability distribution can only be…