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In a frequency selective slow-fading channel in a MIMO system, the channel matrix is of the form of a block matrix. This paper proposes a method to calculate the limit of the eigenvalue distribution of block matrices if the size of the…

Information Theory · Computer Science 2011-11-10 Reza Rashidi Far , Tamer Oraby , Wlodzimierz Bryc , Roland Speicher

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 random hermitian matrices in which distant above-diagonal entries are independent but nearby entries may be correlated. We find the limit of the empirical distribution of eigenvalues by combinatorial methods. We also prove that…

Probability · Mathematics 2007-10-21 Greg Anderson , Ofer Zeitouni

We present general links between statistics of non-Hermitian random matrices and the distribution of the number of cycles of some specific random permutations. In particular, we derive explicit formulas for the generating functions of the…

Probability · Mathematics 2021-11-12 Guillaume Dubach

We develop a unified approach to bounding the largest and smallest singular values of an inhomogeneous random rectangular matrix, based on the non-backtracking operator and the Ihara-Bass formula for general random Hermitian matrices with a…

Probability · Mathematics 2024-12-13 Ioana Dumitriu , Yizhe Zhu

Consider a truncated circular unitary matrix which is a $p_n$ by $p_n$ submatrix of an $n$ by $n$ circular unitary matrix after deleting the last $n-p_n$ columns and rows. Jiang and Qi \cite{JiangQi2017} and Gui and Qi \cite{GQ2018} study…

Probability · Mathematics 2020-08-26 Yu Miao , Yongcheng Qi

We consider random permutations derived by sampling from stick-breaking partitions of the unit interval. The cycle structure of such a permutation can be associated with the path of a decreasing Markov chain on $n$ integers. Under certain…

Probability · Mathematics 2012-05-04 Alexander Gnedin , Alexander Iksanov , Alexander Marynych

We consider sequences of random variables whose probability generating functions are polynomials all of whose roots lie on the unit circle. The distribution of such random variables has only been sporadically studied in the literature. We…

Probability · Mathematics 2013-01-11 Hsien-Kuei Hwang , Vytas Zacharovas

The applicability of the optical theorem in the models with the non-Hermitian Hamiltonian is studied. By way of example we consider the $n\bar{n}$ transition in a medium followed by annihilation. It is shown that an application of optical…

Nuclear Theory · Physics 2015-04-29 Valeriy Nazaruk

This work is concerned with finite range bounds on the variance of individual eigenvalues of Wigner random matrices, in the bulk and at the edge of the spectrum, as well as for some intermediate eigenvalues. Relying on the GUE example,…

Probability · Mathematics 2012-07-06 Sandrine Dallaporta

Recent analytical and numerical work have shown that the spectrum of the random non-hermitean Hamiltonian on a ring which models the physics of vortex line pinning in superconductors is one dimensional. In the maximally non-hermitean limit,…

Condensed Matter · Physics 2009-10-30 J. Feinberg , A. Zee

We show that rational data of bounded input length are uniformly distributed with respect to condition numbers of numerical analysis. We deal both with condition numbers of Linear Algebra and with condition numbers for systems of…

Numerical Analysis · Mathematics 2025-10-20 D. Castro , J. L. Montana , L. M. Pardo , J. San Martin

We derive a multiplication law for free non-hermitian random matrices allowing for an easy reconstruction of the two-dimensional eigenvalue distribution of the product ensemble from the characteristics of the individual ensembles. We define…

Mathematical Physics · Physics 2015-03-19 Z. Burda , R. A. Janik , M. A. Nowak

For fixed $m > 1$, we study the product of $m$ independent $N \times N$ elliptic random matrices as $N$ tends to infinity. Our main result shows that the empirical spectral distribution of the product converges, with probability $1$, to the…

Probability · Mathematics 2015-06-26 Sean O'Rourke , David Renfrew , Alexander Soshnikov , Van Vu

Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…

Chaotic Dynamics · Physics 2009-10-31 Yan V. Fyodorov , H. -J. Sommmers

We prove that any spectral sequence obeying a certain growth law is the quantum spectrum of an equivalence class of classically integrable non-linear oscillators. This implies that exceptions to the Berry-Tabor rule for the distribution of…

chao-dyn · Physics 2009-10-28 P. Crehan

Given an ensemble of NxN random matrices, a natural question to ask is whether or not the empirical spectral measures of typical matrices converge to a limiting spectral measure as N --> oo. While this has been proved for many thin…

Probability · Mathematics 2011-06-30 Murat Kologlu , Gene S. Kopp , Steven J. Miller , Frederick W. Strauch , Wentao Xiong

The action of a noise operator on a code transforms it into a distribution on the respective space. Some common examples from information theory include Bernoulli noise acting on a code in the Hamming space and Gaussian noise acting on a…

Information Theory · Computer Science 2024-02-01 Madhura Pathegama , Alexander Barg

We obtain a tail bound for the least non-zero singular value of $A-z$ when $A$ is a random matrix and $z$ is an eigenvalue of $A$ in a neighbourhood of a given point $z_0$ in the bulk of the spectrum. The argument relies on a resolvent…

Probability · Mathematics 2024-04-22 Mohammed Osman

We investigate systematically sample-to sample fluctuations of the probability $\tau$ of no return into a given entrance channel for wave scattering from disordered systems. For zero-dimensional ("quantum chaotic") and quasi one-dimensional…

Condensed Matter · Physics 2009-11-10 Yan V. Fyodorov
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