Related papers: Limiting Empirical Spectral Distribution for Produ…
We consider the joint density distribution of the elements of certain random matrix models which are example of globally correlated and asymptotically scale-invariant distributions. It is shown that in their cases, the nonadditive entropy…
The paper deals with distribution of singular values of product of random matrices arising in the analysis of deep neural networks. The matrices resemble the product analogs of the sample covariance matrices, however, an important…
This paper considers random (non-Hermitian) circulant matrices, and proves several results analogous to recent theorems on non-Hermitian random matrices with independent entries. In particular, the limiting spectral distribution of a random…
I present here some results on the statistical behaviour of large random matrices in an ensemble where the probability distribution is not a function of the eigenvalues only. The perturbative expansion can be cast in a closed form and the…
In this paper, we investigate the limiting empirical spectral distribution (LSD) of sums of independent rank-one $k$-fold tensor products of $n$-dimensional vectors as $k,n \to \infty$. Assuming that the base vectors are complex random…
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…
This paper studies the asymptotic behavior of eigenvalues of random abelian G-circulant matrices, that is, matrices whose structure is related to a finite abelian group G in a way that naturally generalizes the relationship between…
This paper studies a high-dimensional inference problem involving the matrix tensor product of random matrices. This problem generalizes a number of contemporary data science problems including the spiked matrix models used in sparse…
We develop a general method for establishing the existence of the Limiting Spectral Distributions (LSD) of Schur-Hadamard products of independent symmetric patterned random matrices. We apply this method to show that the LSDs of…
To a unitary matrix U we associate a doubly stochastic matrix M by taking the modulus squared of each element of U. To study the connection between onset of quantum chaos on graphs and ergodicity of the underlying Markov chain, specified by…
The probability that there are $k$ real eigenvalues for an $n$ dimensional real random matrix is known. Here we study this for the case of products of independent random matrices. Relating the problem of the probability that the product of…
We study the spectrum of a random matrix, whose elements depend on the Euclidean distance between points randomly distributed in space. This problem is widely studied in the context of the Instantaneous Normal Modes of fluids and is…
This paper studies the limiting behavior of Tyler's M-estimator for the scatter matrix, in the regime that the number of samples $n$ and their dimension $p$ both go to infinity, and $p/n$ converges to a constant $y$ with $0<y<1$. We prove…
We obtain the limiting spectral distribution for large sample covariance matrices associated with random vectors having graph-dependent entries under the assumption that the interdependence among the entries grows with the sample size n.…
We investigate the spectral fluctuation properties of constrained ensembles of random matrices (defined by the condition that a number N(Q) of matrix elements vanish identically; that condition is imposed in unitarily invariant form) in the…
We determine the asymptotic distribution of the sum of correlated variables described by a matrix product ansatz with finite matrices, considering variables with finite variances. In cases when the correlation length is finite, the law of…
We determine the distributional behavior for products of free random variables in a general infinitesimal triangular array. In the case of positive variables, the main theorem extends a result proved earlier for arrays with identically…
Consider a truncated circular unitary matrix which is a $p_n$ by $p_n$ submatrix of an $n$ by $n$ circular unitary matrix by deleting the last $n-p_n$ columns and rows. Jiang and Qi (2017) proved that the maximum absolute value of the…
We consider products of independent square random non-Hermitian matrices. More precisely, let $n\geq 2$ and let $X_1,\ldots,X_n$ be independent $N\times N$ random matrices with independent centered entries with variance $N^{-1}$. It was…
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…