Related papers: Extreme Singular Values of Random Time-Frequency S…
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…
In this brief note, we find formulas for the distribution and the transition probability matrices of a stochastic process described as a time-reversion in a finite time window of a Markov chain, with cluster observation of the Markov state…
Some properties that nominally involve the eigenvalues of Gaussian Unitary Ensemble (GUE) can instead be phrased in terms of singular values. By discarding the signs of the eigenvalues, we gain access to a surprising decomposition: the…
Let $A_n$ be a random symmetric matrix with Bernoulli $\{\pm 1\}$ entries. For any $\kappa>0$ and two real numbers $\lambda_1,\lambda_2$ with a separation $|\lambda_1-\lambda_2|\geq \kappa n^{1/2}$ and both lying in the bulk…
We establish universal Gaussian fluctuations for the mesoscopic linear eigenvalue statistics in the vicinity of the cusp-like singularities of the limiting spectral density for Wigner-type random matrices. Prior to this work, the linear…
Let $\sigma_n(\cdot)$ denote the least singular value of a $n \times n$ matrix. It is well-known that $\mathbb{P}[\sigma_n(A) \le \varepsilon] \le \varepsilon n$ if $A$ is drawn from the real Ginibre ensemble of $n \times n$ matrices and…
Embedded random matrix ensembles are generic models for describing statistical properties of finite isolated interacting quantum many-particle systems. For the simplest spinless systems, with say $m$ particles in $N$ single particle states…
This paper studies the extreme gaps between eigenvalues of random matrices. We give the joint limiting law of the smallest gaps for Haar-distributed unitary matrices and matrices from the Gaussian unitary ensemble. In particular, the kth…
In this article we study the fluctuation of linear statistics of eigenvalues of circulant, symmetric circulant, reverse circulant and Hankel matrices. We show that the linear spectral statistics of these matrices converges to the Gaussian…
This is an elementary review, aimed at non-specialists, of results that have been obtained for the limiting distribution of eigenvalues and for the operator norms of real symmetric random matrices via the method of moments. This method goes…
We analyze the spectral properties of large, time-lagged correlation matrices using the tools of random matrix theory. We compare predictions of the one-dimensional spectra, based on approaches already proposed in the literature. Employing…
Every (full) finite Gabor system generated by a unit-norm vector $g\in \mathbb{C}^d$ is a finite unit-norm tight frame (FUNTF), and can thus be associated with a (Gabor) positive operator valued measure (POVM). Such a POVM is…
Based on a unique waveform with strong exponential localization property, an exact mathematical method for solving problems in signal analysis in time-frequency domain is presented. An analogue of the Gabor frame exposes the non-commutative…
The aim of this manuscript is to derive bounds on the moduli of eigenvalues of special type of rational matrices of the form $T(\lambda) = \displaystyle -B_0 +I\lambda +\frac{B_1}{\lambda-\alpha_1}+ \dots+ \frac{B_m}{\lambda-\alpha_m}$,…
Singularities of a statistical model are the elements of the model's parameter space which make the corresponding Fisher information matrix degenerate. These are the points for which estimation techniques such as the maximum likelihood…
The success of randomized range finders (RRFs) is typically analyzed via the singular value gaps of a target matrix $A$. In this work, we show that the so-called Frobenius singular value ratio provides a sharper analysis of an RRF's…
In this note, we show how to provide sharp control on the least singular value of a certain translated linearization matrix arising in the study of the local universality of products of independent random matrices. This problem was first…
Let $A$ be an $N\times n$ random matrix whose entries are coordinates of an isotropic log-concave random vector in $\mathbb{R}^{Nn}$. We prove sharp lower tail estimates for the smallest singular value of $A$ in the following cases: (1)…
In the framework of a random matrix description of chaotic quantum scattering the positions of $S-$matrix poles are given by complex eigenvalues $Z_i$ of an effective non-Hermitian random-matrix Hamiltonian. We put forward a conjecture on…
We study the inverse problem of recovering a spatially dependent variable order in a time-fractional diffusion model from the boundary flux measurement generated by a single boundary excitation. It arises in the identification of…