Related papers: Extreme Singular Values of Random Time-Frequency S…
In this paper we give a simple, short, and self-contained proof for a non-trivial upper bound on the probability that a random $\pm 1$ symmetric matrix is singular.
We consider words $G_{i_1} \cdots G_{i_m}$ involving i.i.d. complex Ginibre matrices, and study tracial expressions of their eigenvalues and singular values. We show that the limit distribution of the squared singular values of every word…
We consider the eigenvalues and eigenvectors of finite, low rank perturbations of random matrices. Specifically, we prove almost sure convergence of the extreme eigenvalues and appropriate projections of the corresponding eigenvectors of…
We consider the singular values of certain Young diagram shaped random matrices. For block-shaped random matrices, the empirical distribution of the squares of the singular eigenvalues converges almost surely to a distribution whose moments…
Collections of time- and frequency-shifts of suitably chosen generators (Alltop or random vectors) proved successful for many applications in sparse recovery and related fields. It was shown in \cite{xia2005achieving} that taking a…
We reconsider the problem of calculating arbitrary negative integer moments of the (regularized) characteristic polynomial for $N\times N$ random matrices taken from the Gaussian Unitary Ensemble (GUE). A very compact and convenient…
We investigate the stabilizability of linear discrete-time switched systems with singular matrices, focusing on the spectral radius in this context. A new lower bound of the stabilizability radius is proposed, which is applicable to any…
In this article, we study a boundary value problem of a class of singular linear discrete time systems whose coefficients are non-square constant matrices or square with a matrix pencil which has an identically zero determinant. By taking…
In this note, we point out that infinite-volume Gibbs measures of spin glass models on the hypercube can be identified as random probability measures on the unit ball of a Hilbert space. This simple observation follows from a result of…
We prove that the squared singular values of a fixed matrix multiplied with a truncation of a Haar distributed unitary matrix are distributed by a polynomial ensemble. This result is applied to a multiplication of a truncated unitary matrix…
We use techniques from finite free probability to analyze matrix processes related to eigenvalues, singular values, and generalized singular values of random matrices. The models we use are quite basic and the analysis consists entirely of…
Singular spectrum analysis (SSA) is a nonparametric and adaptive spectral decomposition of a time series. The singular value decomposition of the trajectory matrix and the anti-diagonal averaging leads to a time-series decomposition. In…
The singular values $\sigma >1$ of an $n \times n$ involutory matrix $A$ appear in pairs $(\sigma, \frac{1}{\sigma}),$ while the singular values $\sigma = 1$ may appear in pairs $(1,1)$ or by themselves. The left and right singular vectors…
This work examines various statistical distributions in connection with random Vandermonde matrices and their extension to $d$--dimensional phase distributions. Upper and lower bound asymptotics for the maximum singular value are found to…
We introduce a new family of $N\times N$ random real symmetric matrix ensembles, the $k$-checkerboard matrices, whose limiting spectral measure has two components which can be determined explicitly. All but $k$ eigenvalues are in the bulk,…
The aim of this work is to study (Multi-window) Gabor systems in the space \(\ell^2(\mathbb{Z} \times \mathbb{Z}, \mathbb{H})\), denoted by $\mathcal{G}(g,L,M,N)$, and defined by: \[ \left\{ (k_1,k_2)\in \mathbb{Z}^2\mapsto e^{2\pi i…
The spectral statistics of non-Hermitian random matrices are of importance as a diagnostic tool for chaotic behavior in open quantum systems. Here, we investigate the statistical properties of singular values in non-Hermitian random…
We consider the spectral form factor of random unitary matrices as well as of Floquet matrices of kicked tops. For a typical matrix the time dependence of the form factor looks erratic; only after a local time average over a suitably large…
This paper studies the asymptotic behavior of eigenvalues of random abelian G-circulant matrices, that is, matrices whose structure is related to a finite abelian group G in a way that naturally generalizes the relationship between…
We extend our recent result [Cipolloni, Erd\H{o}s, Schr\"oder 2019] on the central limit theorem for the linear eigenvalue statistics of non-Hermitian matrices $X$ with independent, identically distributed complex entries to the real…