Related papers: High-dimensional sample covariance matrices with C…
This article is concerned with the spectral behavior of $p$-dimensional linear processes in the moderately high-dimensional case when both dimensionality $p$ and sample size $n$ tend to infinity so that $p/n\to0$. It is shown that, under an…
The statistical properties of spectra of quantum systems within the framework of random matrix theory is widely used in many areas of physics. These properties are affected, if two or more sets of spectra are superposed, resulting from the…
We develop tests for high-dimensional covariance matrices under a generalized elliptical model. Our tests are based on a central limit theorem (CLT) for linear spectral statistics of the sample covariance matrix based on self-normalized…
We consider quantum interferences of classically allowed or forbidden electronic trajectories in disordered dielectrics. Without assuming a directed path approximation, we represent a strongly disordered elastic scatterer by its…
We study the critical behavior for inhomogeneous versions of the Curie-Weiss model, where the coupling constant $J_{ij}(\beta)$ for the edge $ij$ on the complete graph is given by $J_{ij}(\beta)=\beta w_iw_j/(\sum_{k\in[N]}w_k)$. We call…
We study sample covariance matrices of the form $W=\frac 1n C C^T$, where $C$ is a $k\times n$ matrix with i.i.d. mean zero entries. This is a generalization of so-called Wishart matrices, where the entries of $C$ are independent and…
The earlier times of evolution of a magnetic system contain more information than we can imagine. Capturing correlation matrices G of different time evolutions of a simple testbed spin system, as the Ising model, we analyzed the density of…
This article deals with the limiting spectral distribution and joint convergence of reverse circulant and symmetric circulant matrices with independent entries. These results are already proved in articles Bose and Sen (2008)…
The distribution of the ratios of nearest neighbor level spacings has become a popular indicator of spectral fluctuations in complex quantum systems like interacting many-body localized and thermalization phases, quantum chaotic systems,…
In this paper, we study cokernels of random $n\times n$ matrices over $\mathbb Z$ with symmetry conditions determined by fixed alternating bilinear forms on $\mathbb Z^n$. These include perturbations of random symmetric matrices at a very…
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…
We consider the problem of determining the limiting spectral distribution for random matrices whose row distributions are permitted to have limited dependence. We assume mild moment conditions and give an extension of the…
In this paper we solve the inverse problem for a class of mean field models (Curie-Weiss model and its multi-species version) when multiple thermodynamic states are present, as in the low temperature phase where the phase space is…
Coherent dynamics of localized spins in semiconductors is limited by spectral diffusion arising from dipolar fluctuation of lattice nuclear spins. Here we extend the semiclassical theory of spectral diffusion for nuclear spins I=1/2 to the…
We explore the connections between dissipative quantum phase transitions and non-Hermitian random matrix theory. For this, we work in the framework of the dissipative Dicke model which is archetypal of symmetry-breaking phase transitions in…
We establish the limiting spectral distribution of Kendall's correlation matrices in the moderate high-dimensional regime where the dimension grows slower than the sample size. Our framework allows observations to be independent but not…
In this paper, we show that the largest and smallest eigenvalues of a sample correlation matrix stemming from $n$ independent observations of a $p$-dimensional time series with iid components converge almost surely to $(1+\sqrt{\gamma})^2$…
Let $S_n=\frac{1}{n}X_nX_n^*$ where $X_n=\{X_{ij}\}$ is a $p\times n$ matrix with i.i.d. complex standardized entries having finite fourth moments. Let $Y_n(\mathbf {t}_1,\mathbf {t}_2,\sigma)=\sqrt{p}({\mathbf {x}}_n(\mathbf…
The Curie-Weiss model is an exactly soluble model of ferromagnetism that allows one to study in detail the thermodynamic functions, in particular their properties in the neighbourhood of the critical temperature. In this model every…
We study how the order of N independent random walks in one dimension evolves with time. Our focus is statistical properties of the inversion number m, defined as the number of pairs that are out of sort with respect to the initial…