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We revisit the derivation of the density of states of sparse random matrices. We derive a recursion relation that allows one to compute the spectrum of the matrix of incidence for finite trees that determines completely the low…

Condensed Matter · Physics 2009-11-07 Guilhem Semerjian , Leticia F. Cugliandolo

In this paper we study random matrix models where the matrices in question contain infinitely many spikes. Recent work has characterized the possible outliers in the spectrum of large deformed unitarily invariant models when the number of…

Probability · Mathematics 2019-04-03 Brady Thompson

We verify a conjecture on the structure of higher-rank numerical ranges for a wide class of unitary and normal matrices. Using analytic and geometric techniques, we show precisely how the higher-rank numerical ranges for a generic unitary…

Quantum Physics · Physics 2008-06-11 Man-Duen Choi , John A. Holbrook , David W. Kribs , Karol Zyczkowski

An important yet challenging problem in numerical linear algebra is finding a principal submatrix with maximum determinant from a given symmetric positive semidefinite matrix. This problem arises in experimental design, statistics, and…

Optimization and Control · Mathematics 2026-05-26 Hao Hu , Stefan Sremac , Hugo J. Woerdeman , Henry Wolkowicz

Various ensembles of random matrices with independent entries are analyzed by the replica formalism in the large-N limit. A result on the Laplacian random matrix with Wigner-rescaling is generalized to arbitrary probability distribution.

Statistical Mechanics · Physics 2009-11-11 Giovanni M. Cicuta , Henri Orland

We consider the resolvent on asymptotically Euclidean warped product manifolds in an appropriate 0-Gevrey class, with trapped sets consisting of only finitely many components. We prove that the high-frequency resolvent is either bounded by…

Analysis of PDEs · Mathematics 2013-03-26 Hans Christianson

We consider the efficiency of multiplexing spatially encoded information across random configurations of a metasurface-programmable chaotic cavity in the microwave domain. The distribution of the effective rank of the channel matrix is…

Applied Physics · Physics 2020-08-05 Philipp del Hougne , Dmitry V. Savin , Olivier Legrand , Ulrich Kuhl

Random Matrix Theory (RMT) is capable of making predictions for the spectral fluctuations of a physical system only after removing the influence of the level density by unfolding the spectra. When the level density is known, unfolding is…

Statistical Mechanics · Physics 2013-12-16 Ashraf A. Abul-Magd , Adel Y. Abul-Magd

We consider the Gaussian ensembles of random matrices and describe the normal modes of the eigenvalue spectrum, i.e., the correlated fluctuations of eigenvalues about their most probable values. The associated normal mode spectrum is…

Nuclear Theory · Physics 2009-10-31 A. Andersen , A. D. Jackson , H. J. Pedersen

We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…

Probability · Mathematics 2015-11-11 Kristina Schubert , Martin Venker

The power spectrum analysis of spectral fluctuations in complex wave and quantum systems has emerged as a useful tool for studying their internal dynamics. In this paper, we formulate a nonperturbative theory of the power spectrum for…

Mathematical Physics · Physics 2020-01-23 Roman Riser , Vladimir Al. Osipov , Eugene Kanzieper

Random matrix theory (RMT) provides a successful model for quantum systems, whose classical counterpart has a chaotic dynamics. It is based on two assumptions: (1) matrix-element independence, and (2) base invariance. Last decade witnessed…

Chaotic Dynamics · Physics 2011-09-27 A. Y. Abul-Magd

Numerous signals in relevant signal processing applications can be modeled as a sum of complex exponentials. Each exponential term entails a particular property of the modeled physical system, and it is possible to define families of…

Signal Processing · Electrical Eng. & Systems 2021-11-10 Magdalena Bouza , Andres Altieri , Cecilia G. Galarza

Results on the spectral behavior of random matrices as the dimension increases are applied to the problem of detecting the number of sources impinging on an array of sensors. A common strategy to solve this problem is to estimate the…

Statistics Theory · Mathematics 2022-12-09 J. W. Silverstein , P. L. Combettes

We propose a technique for calculating and understanding the eigenvalue distribution of sums of random matrices from the known distribution of the summands. The exact problem is formidably hard. One extreme approximation to the true density…

Quantum Physics · Physics 2017-10-27 Ramis Movassagh , Alan Edelman

We present a simple, perturbative approach for calculating spectral densities for random matrix ensembles in the thermodynamic limit we call the Perturbative Resolvent Method (PRM). The PRM is based on constructing a linear system of…

Disordered Systems and Neural Networks · Physics 2020-12-02 Wenping Cui , Jason W. Rocks , Pankaj Mehta

Finding reliably and efficiently the spectrum of the resonant states of an optical system under varying parameters of the medium surrounding it is a technologically important task, primarily due to various sensing applications.…

Optics · Physics 2023-09-28 S. F. Almousa , E. A. Muljarov

We exhibit an explicit formula for the spectral density of a (large) random matrix which is a diagonal matrix whose spectral density converges, perturbated by the addition of a symmetric matrix with Gaussian entries and a given (small)…

Probability · Mathematics 2011-04-28 Florent Benaych-Georges , Nathanaël Enriquez

We analyze the eigenvalues of the adjacency matrices of a wide variety of random trees. Using general, broadly applicable arguments based on the interlacing inequalities for the eigenvalues of a principal submatrix of a Hermitian matrix and…

Probability · Mathematics 2011-04-12 Shankar Bhamidi , Steven N. Evans , Arnab Sen

In this paper we study the kaleidoscopic pseudo-randomness of finite Euclidean graphs using probabilistic methods. Roughly speaking, we show that sufficiently large subsets of d-dimensional vector spaces over finite fields contain every…

Combinatorics · Mathematics 2008-08-03 Le Anh Vinh