Related papers: Gaussian pseudo-Orthogonal Ensemble of Real Random…
Covariance matrices are fundamental to the analysis and forecast of economic, physical and biological systems. Although the eigenvalues $\{\lambda_i\}$ and eigenvectors $\{{\bf u}_i\}$ of a covariance matrix are central to such endeavors,…
Tensor-valued and matrix-valued measurements of different physical properties are increasingly available in material sciences and medical imaging applications. The eigenvalues and eigenvectors of such multivariate data provide novel and…
We consider rectangular random matrices of size $p\times n$ belonging to the real Wishart-Laguerre ensemble also known as the chiral Gaussian orthogonal ensemble. This ensemble appears in many applications like QCD, mesoscopic physics, and…
A generator of spatio-temporal pseudo-random Gaussian fields that satisfy the "proportionality of scales" property (Tsyroulnikov, 2001) is presented. The generator is based on a third-order in time stochastic differential equation with a…
We introduce a general framework for realizing $\mathcal{PT}$-like phase transitions in non-Hermitian systems without imposing explicit parity--time ($\mathcal{PT}$) symmetry. The approach is based on constructing a Hamiltonian as the…
We investigate the real eigenvalues of asymmetric Wishart matrices of size $N$, indexed by the rectangular parameter $\nu \in \mathbb{N}$ and the non-Hermiticity parameter $\tau \in [0,1]$. The rectangular parameter $\nu$ is either fixed or…
This article presents maximum likelihood estimators (MLEs) and log-likelihood ratio (LLR) tests for the eigenvalues and eigenvectors of Gaussian random symmetric matrices of arbitrary dimension, where the observations are independent…
In a recent study we have obtained correction terms to the large N asymptotic expansions of the eigenvalue density for the Gaussian unitary and Laguerre unitary ensembles of random N by N matrices, both in the bulk and at the soft edge of…
By using the method of orthogonal polynomials we analyze the statistical properties of complex eigenvalues of random matrices describing a crossover from Hermitian matrices characterized by the Wigner- Dyson statistics of real eigenvalues…
We study ensembles of sparse random block matrices generated from the adjacency matrix of a Erd\"os-Renyi random graph with $N$ vertices of average degree $Z$, inserting a real symmetric $d \times d$ random block at each non-vanishing…
A fundamental problem in the theory of PT-invariant quantum systems is to determine whether a given system `respects' this symmetry or not. If not, the system usually develops non-real eigenvalues. It is shown in this contribution how to…
For graph-valued data sampled iid from a distribution $\mu$, the sample moments are computed with respect to a choice of metric. In this work, we equip the set of graphs with the pseudo-metric defined by the $\ell_2$ norm between the…
An $n\times n$ real matrix $Q$ is quasi-orthogonal if $Q^{\top}Q=qI_{n}$ for some positive real number $q$. If $M$ is a principal sub-matrix of a quasi-orthogonal matrix $Q$, we say that $Q$ is a quasi-orthogonal extension of $M$. In a…
Let $X$ be a symmetric, isotropic random vector in $\mathbb{R}^m$ and let $X_1...,X_n$ be independent copies of $X$. We show that under mild assumptions on $\|X\|_2$ (a suitable thin-shell bound) and on the tail-decay of the marginals…
We apply concepts of random differential geometry connected to the random matrix ensembles of the random linear operators acting on finite dimensional Hilbert spaces. The values taken by random linear operators belong to the Liouville…
An ensemble of random unistochastic (orthostochastic) matrices is defined by taking squared moduli of elements of random unitary (orthogonal) matrices distributed according to the Haar measure on U(N) (or O(N), respectively). An ensemble of…
We show it is possible to obtain quantum pseudorandomness and pseudoentanglement from random subset states -- i.e. quantum states which are equal superpositions over (pseudo)random subsets of strings. This answers an open question of…
Consider the $n!$ different unitary matrices that permute $n$ $d$-dimensional quantum systems. If $d\geq n$ then they are linearly independent. This paper discusses a sense in which they are approximately orthogonal (with respect to the…
A known result in random matrix theory states the following: Given a random Wigner matrix $X$ which belongs to the Gaussian Orthogonal Ensemble (GOE), then such matrix $X$ has an invariant distribution under orthogonal conjugations. The…
The quantum eigenvalue problem arises in the study of the geometric measure of the quantum entanglement. In this paper, we convert the quantum eigenvalue problem to the Z-eigenvalue problem of a real symmetric tensor. In this way, the…