Related papers: Random matrices associated with general barrier bi…
The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…
Given a random map (T_1, T_2, T_3, T_4, p_1, p_2, p_3, p_4), we define a random billiard map on a surface of constant curvature (Euclidean plane, hyperbolic plane, or the sphere). The Liouville measure is invariant for this billiard map.…
We review the application of the notion of local convergence on locally finite randomly rooted graphs, known as Benjamini-Schramm convergence, to the calculation of the global eigenvalue density of random matrices from the beta-Gaussian and…
We apply periodic orbit theory to a quantum billiard on a torus with a variable number N of small circular scatterers distributed randomly. Provided these scatterers are much smaller than the wave length they may be regarded as sources of…
We focus on \emph{row sampling} based approximations for matrix algorithms, in particular matrix multipication, sparse matrix reconstruction, and \math{\ell_2} regression. For \math{\matA\in\R^{m\times d}} (\math{m} points in \math{d\ll m}…
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,…
We calculate the density P(\tau) of the eigenvalues of the Wigner-Smith time delay matrix for two-dimensional rectangular and circular billiards with one opening. For long times, the density of these so-called "proper delay times" decays…
In this paper we study ensembles of random symmetric matrices $\X_n = {X_{ij}}_{i,j = 1}^n$ with dependent entries such that $\E X_{ij} = 0$, $\E X_{ij}^2 = \sigma_{ij}^2$, where $\sigma_{ij}$ may be different numbers. Assuming that the…
Inference in Bayesian statistics involves the evaluation of marginal likelihood integrals. We present algebraic algorithms for computing such integrals exactly for discrete data of small sample size. Our methods apply to both uniform priors…
A new algorithm for determining the eigenstates of n-dimensional billiards is presented. It is based on the application of the Cauchy theorem for the determination of the null space of the boundary overlap matrix. The method is free from…
We study multiplicative statistics for the eigenvalues of unitarily-invariant Hermitian random matrix models. We consider one-cut regular polynomial potentials and a large class of multiplicative statistics. We show that in the large matrix…
The spectra of Sinai microwave billiards and rectangular billiards with statistically distributed circular scatterers have been taken as a function of the position of one wall, and of one of the scatterers, respectively. Whereas in the…
We use random matrix theory to study the spectrum of random geometric graphs, a fundamental model of spatial networks. Considering ensembles of random geometric graphs we look at short range correlations in the level spacings of the…
We investigate a 1D disordered Hamiltonian with a non analytical step-like dispersion relation whose level statistics is exactly described by Semi-Poisson statistics(SP). It is shown that this result is robust, namely, does not depend…
We discuss recently discovered links of the statistical models of normal random matrices to some important physical problems of pattern formation and to the quantum Hall effect. Specifically, the large $N$ limit of the normal matrix model…
Assuming the validity of random matrices for describing the statistics of a closed chaotic quantum system, we study analytically some statistical properties of the S-matrix characterizing scattering in its open counterpart. In the first…
For classical billiards we suggest that a matrix of action or length of trajectories in conjunction with statistical measures, level spacing distribution and spectral rigidity, can be used to distinguish chaotic from integrable systems. As…
Random matrix theory is a well-developed area of probability theory that has numerous connections with other areas of mathematics and its applications. Much of the literature in this area is concerned with matrices that possess many exact…
It is well established numerically that spectral statistics of pseudo-integrable models differs considerably from the reference statistics of integrable and chaotic systems. In [PRL,93 (2004) 254102] statistical properties of a certain…
We consider a Wigner-type ensemble, i.e. large hermitian $N\times N$ random matrices $H=H^*$ with centered independent entries and with a general matrix of variances $S_{xy}=\mathbb E|H_{xy}|^2$. The norm of $H$ is asymptotically given by…