Related papers: Level crossing in random matrices. II Random pertu…
Complex quantum systems consisting of large numbers of strongly coupled states exhibit characteristic level repulsion, leading to a non-Poisson spacing distribution which can be described by Random Matrix Theory. Scattering resonances…
We continue to study the squared Frobenius norm of a submatrix of a $n \times n$ random unitary matrix. When the choice of the submatrix is deterministic and its size is $[ns] \times [nt]$, we proved in a previous paper that, after…
Patterned random matrices such as the reverse circulant, the symmetric circulant, the Toeplitz and the Hankel matrices and their almost sure limiting spectral distribution (LSD), have attracted much attention. Under the assumption that the…
Random Matrix Theory is a powerful tool in applied mathematics. Three canonical models of random matrix distributions are the Gaussian Orthogonal, Unitary and Symplectic Ensembles. For matrix ensembles defined on k-fold tensor products of…
We discuss a class of binary parametric families with conditional probabilities taking the form of generalized linear models and show that this approach allows to model high-dimensional random binary vectors with arbitrary mean and…
We study the evolution of random graphs where edges are added one by one between pairs of weighted vertices so that resulting graphs are scale-free with the degree exponent $\gamma$. We use the branching process approach to obtain scaling…
We provide an explicit solution of the problem of level-set percolation for multivariate Gaussians defined in terms of weighted graph Laplacians on complex networks. The solution requires an analysis of the heterogeneous micro-structure of…
We study a new random matrix ensemble $X$ which is constructed by an application of a two dimensional linear filter to a matrix of iid random variables with infinite fourth moments. Our result gives asymptotic lower and upper bounds for the…
This paper extends the notion of the matrix angular central distribution (MACG) to the complex case. We start by considering the normally distributed random complex matrix ($Z$) and show that is the orientation ($H_Z=Z(Z'Z)^{-1}$) has…
Due to the absence of degeneracy in one dimension, when a parameter, $\lambda$, of a potential is varied slowly the discrete energy eigenvalue curves, $E_n(\lambda)$, cannot cross but they are allowed to come quite close and diverge from…
We propose to study unitary matrix ensembles defined in terms of unitary stochastic transition matrices associated with Markov processes on graphs. We argue that the spectral statistics of such an ensemble (after ensemble averaging) depends…
We study unitary invariant random matrix ensembles with singular potentials. We obtain asymptotics for the partition functions associated to the Laguerre and Gaussian Unitary Ensembles perturbed with a pole of order $k$ at the origin, in…
A multifractal analysis is performed on the universality classes of random matrices and the transition ones.Our results indicate that the eigenvector probability distribution is a linear sum of two chi-squared distribution throughout the…
We consider a random matrix model which interpolates between the chiral Gaussian unitary ensemble and the Gaussian unitary ensemble while preserving chiral symmetry. This ensemble describes flavor symmetry breaking for staggered fermions in…
The ensemble inter-relations to be considered are special features of classical cases, where the joint eigenvalue probability density can be computed explicitly. Attention will be focussed too on the consequences of these inter-relations,…
We consider network models of quantum localisation in which a particle with a two-component wave function propagates through the nodes and along the edges of an arbitrary directed graph, subject to a random SU(2) rotation on each edge it…
The level curvature distribution function is studied beyond the random matrix theory for the case of T-breaking perturbations over the orthogonal ensemble. The leading correction to the shape of the level curvature distribution is…
The recently derived distributions for the scattering-matrix elements in quantum chaotic systems are not accessible in the majority of experiments, whereas the cross sections are. We analytically compute distributions for the off-diagonal…
We study the gaps between consecutive singular values of random rectangular matrices. Specifically, if $M$ is an $n \times p$ random matrix with independent and identically distributed entries and $\Sigma$ is a $n \times n$ deterministic…
Uncertainty estimation in deep models is essential in many real-world applications and has benefited from developments over the last several years. Recent evidence suggests that existing solutions dependent on simple Gaussian formulations…