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We study the empirical spectral distribution (ESD) in the limit where n goes to infinity of a fixed n by n matrix M_n plus small random noise of the form f(n)X_n, where X_n has iid mean 0, variance 1/n entries and f(n) goes to 0 as n goes…
This paper is devoted to the study of a stochastic process obtained by random switching between a finite collection of vector fields. Such processes have recently been the focus of much attention in the case where the switching times are…
The Symmetric Exclusion Process (SEP), in which particles hop symmetrically on a discrete line with hard-core constraints, is a paradigmatic model of subdiffusion in confined systems. This anomalous behavior is a direct consequence of…
Let $\log^Cn\le d\le n/2$ for a sufficiently large constant $C>0$ and let $A_n$ denote the adjacency matrix of a uniform random $d$-regular directed graph on $n$ vertices. We prove that as $n$ tends to infinity, the empirical spectral…
Fix a constant $C\geq 1$ and let $d=d(n)$ satisfy $d\leq \ln^{C} n$ for every large integer $n$. Denote by $A_n$ the adjacency matrix of a uniform random directed $d$-regular graph on $n$ vertices. We show that, as long as $d\to\infty$ with…
It is well known that Gaussian symplectic ensemble (GSE) is defined on the space of $n\times n$ quaternion self-dual Hermitian matrices with Gaussian random elements. There is a huge body of literature regarding this kind of matrices. As a…
Electromagnetic phenomena are mathematically described by solutions of boundary value problems. For exploiting symmetries of these boundary value problems in a way that is offered by techniques of dimensional reduction, it needs to be…
We study the real algebraic variety of real symmetric matrices with eigenvalue multiplicities determined by a partition. We present formulas for the dimension and Euclidean distance degree. We give a parametrization by rational functions.…
Motivated by the recent work on asymptotic independence relations for random matrices with non-commutative entries, we investigate the limit distribution and independence relations for large matrices with identically distributed and Boolean…
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…
In this paper, we consider the empirical spectral distribution of the sample correlation matrix and investigate its asymptotic behavior under mild assumptions on the data's distribution, when dimension and sample size increase at the same…
A unit spherical Euclidean distance matrix (EDM) D is a matrix whose entries can be realized as the interpoint (squared) Euclidean distances of n points on a unit sphere. In this paper, given such a D and 1 \leq k < l \leq n, we present a…
Semi-invertible multiplicative ergodic theorems establish the existence of an Oseledets splitting for cocycles of non-invertible linear operators (such as transfer operators) over an invertible base. Using a constructive approach, we…
The eigenvector empirical spectral distribution (VESD) is a useful tool in studying the limiting behavior of eigenvalues and eigenvectors of covariance matrices. In this paper, we study the convergence rate of the VESD of sample covariance…
In this paper, we consider the multi-parameter random simplicial complex model, which generalizes the Linial-Meshulam model and random clique complexes by allowing simplices of different dimensions to be included with distinct…
An elliptic random matrix $X$ is a square matrix whose $(i,j)$-entry $X_{ij}$ is independent of the rest of the entries except possibly $X_{ji}$. Elliptic random matrices generalize Wigner matrices and non-Hermitian random matrices with…
In the first part of this article, we proved a local version of the circular law up to the finest scale $N^{-1/2+ \e}$ for non-Hermitian random matrices at any point $z \in \C$ with $||z| - 1| > c $ for any $c>0$ independent of the size of…
Entanglement spectra (ES) for the critical SU(N) (2 <= N <= 4) spin chains and other integrable models of finite length are studied with the density matrix renormalization group method. For all models under investigation, the level spacings…
Spatial-sign covariance matrix (SSCM) is an important substitute of sample covariance matrix (SCM) in robust statistics. This paper investigates the SSCM on its asymptotic spectral behaviors under high-dimensional elliptical populations,…
We investigate the longest common substring problem for encoded sequences and its asymptotic behaviour. The main result is a strong law of large numbers for a re-scaled version of this quantity, which presents an explicit relation with the…