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We consider a class of random banded Hessenberg matrices with independent entries having identical distributions along diagonals. The distributions may be different for entries belonging to different diagonals. For a sequence of $n\times n$…

Probability · Mathematics 2023-08-30 Abey López-García , Vasiliy A. Prokhorov

We consider the adjacency matrix of the ensemble of Erd\H{o}s-R\'enyi random graphs which consists of graphs on $N$ vertices in which each edge occurs independently with probability $p$. We prove that in the regime $pN \gg 1$ these matrices…

Probability · Mathematics 2016-01-20 Jiaoyang Huang , Benjamin Landon , Horng-Tzer Yau

We consider $N\times N$ random matrices of the form $H=W+V$ where $W$ is a real symmetric or complex Hermitian Wigner matrix and $V$ is a random or deterministic, real, diagonal matrix whose entries are independent of $W$. We assume…

Probability · Mathematics 2016-06-08 Ji Oon Lee , Kevin Schnelli , Ben Stetler , Horng-Tzer Yau

We consider operator-valued polynomials in Gaussian Unitary Ensemble random matrices and we show that its $L^p$-norm can be upper bounded, up to an asymptotically small error, by the operator norm of the same polynomial evaluated in free…

Probability · Mathematics 2024-10-31 Félix Parraud

Let $T$ be an $n\times n$ random matrix, such that each diagonal entry $T_{i,i}$ is a continuous random variable, independent from all the other entries of $T$. Then for every $n\times n$ matrix $A$ and every $t\ge0$ $$…

Probability · Mathematics 2013-02-21 Omer Friedland , Ohad Giladi

We construct classes of homogeneous random fields on a three-dimensional Euclidean space that take values in linear spaces of tensors of a fixed rank and are isotropic with respect to a fixed orthogonal representation of the group of…

Probability · Mathematics 2018-05-04 Nikolai Leonenko , Anatoliy Malyarenko

We investigate the spectral norms of symmetric $N \times N$ matrices from two pseudo-random ensembles. The first is the pseudo-Wigner ensemble introduced in "Pseudo-Wigner Matrices" by Soloveychik, Xiang and Tarokh and the second is its…

Probability · Mathematics 2017-08-16 Ilya Soloveychik , Vahid Tarokh

The four moment theorem asserts, roughly speaking, that the joint distribution of a small number of eigenvalues of a Wigner random matrix (when measured at the scale of the mean eigenvalue spacing) depends only on the first four moments of…

Probability · Mathematics 2011-05-10 Terence Tao , Van Vu

A Redheffer--type matrix with Fibonacci entries is defined, and the determinant and spectral properties of this matrix are studied. Also, more general Redheffer--type matrices are considered and intriguing number-theoretic examples are…

Number Theory · Mathematics 2026-04-08 Aristides V. Doumas , Panayiotis J. Psarrakos

We extend the results about the fluctuations of the matrix entries of regular functions of Wigner matrices to the case of sample covariance random matrices.

Probability · Mathematics 2011-06-03 Sean O'Rourke , David Renfrew , Alexander Soshnikov

The Cohen-Lenstra-Martinet heuristics predict the frequency with which a fixed finite abelian group appears as an ideal class group of an extension of number fields, for certain sets of extensions of a base field. Recently, Malle found…

Number Theory · Mathematics 2016-05-30 Derek Garton

The ensemble of random Markov matrices is introduced as a set of Markov or stochastic matrices with the maximal Shannon entropy. The statistical properties of the stationary distribution pi, the average entropy growth rate $h$ and the…

Statistics Theory · Mathematics 2015-05-13 Martin Horvat

In this article the statistical properties of symmetrical random matrices whose elements are drawn from a q-parametrized non-extensive statistics power-law distribution are investigated. In the limit as q->1 the well known Gaussian…

Statistical Mechanics · Physics 2007-05-23 John Evans , Fredrick Michael

Let $M$ be a random matrix in the orthogonal group $\O_n$, distributed according to Haar measure, and let $A$ be a fixed $n\times n$ matrix over $\R$ such that $\tr(AA^t)=n$. Then the total variation distance of the random variable…

Probability · Mathematics 2010-05-18 Elizabeth Meckes

We define a categorical framework in which we build a systematic construction that provides generic invariants for C*-algebras. The benefit is significant as we show that any invariant arising this way automatically enjoys nice properties…

Operator Algebras · Mathematics 2023-09-06 Laurent Cantier

We study the spectral measure of large Euclidean random matrices. The entries of these matrices are determined by the relative position of $n$ random points in a compact set $\Omega_n$ of $\R^d$. Under various assumptions we establish the…

Probability · Mathematics 2007-12-12 Charles Bordenave

For a finite, positive, Borel measure $\mu$ on $(0,1)$ we consider an infinite matrix $\Gamma_\mu$, related to the classical Hausdorff matrix defined by the same measure $\mu$, in the same algebraic way that the Hilbert matrix is related to…

Functional Analysis · Mathematics 2025-06-13 Carlo Bellavita , Nikolaos Chalmoukis , Vassilis Daskalogiannis , Georgios Stylogiannis

We study the topology and the Hausdorff dimension of a random Cantor set with overlaps, generated by an iterated function system with scaling ratio equal to the Golden Mean. The results extend known formulas to a case where the Open Set…

Number Theory · Mathematics 2026-01-29 Anna Chiara Lai , Paola Loreti

In this paper, we study the limiting distribution of the eigenvalues for random tridiagonal matrix models. The limiting distribution is well described by its moments. Here, an analytical approach allows us, as in the case of Wigner…

Probability · Mathematics 2025-12-04 Lucas Babet , Ionel Popescu

We show that, within a finite window of parameter space, random matrix theory (RMT) statistics emerge in observables of a finite-volume massive free scalar field theory after a local operator quench. The spacing-ratio distribution of…

High Energy Physics - Theory · Physics 2026-05-12 Dmitry S. Ageev , Vasilii V. Pushkarev