Related papers: The limit empirical spectral distribution of compl…
When approximating elliptic problems by using specialized approximation techniques, we obtain large structured matrices whose analysis provides information on the stability of the method. Here we provide spectral and norm estimates for…
We study two spiked models of random matrices under general frameworks corresponding respectively to additive deformation of random symmetric matrices and multiplicative perturbation of random covariance matrices. In both cases, the…
We give an efficient algorithm which can obtain a relative error approximation to the spectral norm of a matrix, combining the power iteration method with some techniques from matrix reconstruction which use random sampling.
In this paper we consider the problem of computing the likelihood of the profile of a discrete distribution, i.e., the probability of observing the multiset of element frequencies, and computing a profile maximum likelihood (PML)…
In this note we initiate the probabilistic study of the critical points of polynomials of large degree with a given distribution of roots. Namely, let f be a polynomial of degree n whose zeros are chosen IID from a probability measure mu on…
Patterned random matrices such as the reverse circulant, the symmetric circulant, the Toeplitz and the Hankel matrices and their almost sure limiting spectral distribution (LSD), have attracted much attention. Under the assumption that the…
Let $ X_{n} $ be $ n\times N $ random complex matrices, $R_{n}$ and $T_{n}$ be non-random complex matrices with dimensions $n\times N$ and $n\times n$, respectively. We assume that the entries of $ X_{n} $ are independent and identically…
The spectral density of random matrices is studied through a quaternionic generalisation of the Green's function, which precisely describes the mean spectral density of a given matrix under a particular type of random perturbation. Exact…
We investigate exceptional points of degeneracy (EPDs) in electromagnetic scattering of a sphere dimer from the electroquasistatic limit to the fully retarded regime. In the quasistatic limit, we prove that $\parity\trev$-symmetric…
Theoretical calculations are contributing a significantly higher proportion of data to contemporary spectroscopic databases, which have traditionally relied on experimental observations and semi-empirical models. It is now a common…
The spectral measure plays a key role in the statistical modeling of multivariate extremes. Estimation of the spectral measure is a complex issue, given the need to obey a certain moment condition. We propose a Euclidean likelihood-based…
In order to clarify the statistical features of complex networks, the spectral density of adjacency matrices has often been investigated. Adopting a static model introduced by Goh, Kahng and Kim, we analyse the spectral density of complex…
We place ourselves in the setting of high-dimensional statistical inference, where the number of variables $p$ in a data set of interest is of the same order of magnitude as the number of observations $n$. More formally, we study the…
In this paper we study precise large deviations for the partial sums of a stationary sequence with a subexponential marginal distribution. Our main focus is on distributions which either have a regularly varying or a lognormal-type tail. We…
The spectral and scattering theory is investigated for a generalization, to scattering metrics on two-dimensional compact manifolds with boundary, of the class of smooth potentials on the Euclidean plane which are homogeneous of degree zero…
We study the steady state of the two-species Asymmetric Simple Exclusion Process (ASEP) with open boundary conditions. The matrix product method works for the determination of the stationary probability distribution. Several physical…
Master equations are common descriptions of mesoscopic systems. Analytical solutions to these equations can rarely be obtained. We here derive an analytical approximation of the time-dependent probability distribution of the master equation…
Economic and ecological models can be extremely complex, with a large number of agents/species each featuring multiple interacting dynamical quantities. In an attempt to understand the generic stability properties of such systems, we define…
By using the independence structure of points following a determinantal point process, we study the radii of the spherical ensemble, the truncation of the circular unitary ensemble and the product ensemble with parameter n and k. The…
In this paper we consider a new normalization of matrices obtained by choosing distinct codewords at random from linear codes over finite fields and find that under some natural algebraic conditions of the codes their empirical spectral…