Related papers: Wigner type laws for structured random matrices
We discuss a method of the asymptotic computation of moments of the normalized eigenvalue counting measure of random matrices of large order. The method is based on the resolvent identity and on some formulas relating expectations of…
We investigate random density matrices obtained by partial tracing larger random pure states. We show that there is a strong connection between these random density matrices and the Wishart ensemble of random matrix theory. We provide…
We revisit the moment method to obtain a slightly strengthened version of the usual semicircular law. Our version assumes only that the upper triangular entries of Hermitian random matrices are independent, have mean zero and variances…
We define a class of "algebraic" random matrices. These are random matrices for which the Stieltjes transform of the limiting eigenvalue distribution function is algebraic, i.e., it satisfies a (bivariate) polynomial equation. The Wigner…
We prove that any non commutative polynomial of r independent copies of Wigner matrices converges a.s. towards the polynomial of r free semicircular variables in operator norm. This result extends a previous work of Haagerup and…
A method to generate new classes of random matrix ensembles is proposed. Random matrices from these ensembles are Lax matrices of classically integrable systems with a certain distribution of momenta and coordinates. The existence of an…
We calculate the autocorrelation functions (or shifted moments) of the characteristic polynomials of matrices drawn uniformly with respect to Haar measure from the groups U(N), O(2N) and USp(2N). In each case the result can be expressed in…
A sum of a large-dimensional random matrix polynomial and a fixed low-rank matrix polynomial is considered. The main assumption is that the resolvent of the random polynomial converges to some deterministic limit. A formula for the limit of…
The condition number of a diagonally scaled matrix, for appropriately chosen scaling matrices, is often less than that of the original. Equilibration scales a matrix so that the scaled matrix's row and column norms are equal. Scaling can be…
We study random matrices with independent subgaussian columns. Assuming each column has a fixed Euclidean norm, we establish conditions under which such matrices act as near-isometries when restricted to a given subset of their domain. We…
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…
An $n \times n$ matrix with $\pm 1$ entries which acts on $\mathbb{R}^n$ as a scaled isometry is called Hadamard. Such matrices exist in some, but not all dimensions. Combining number-theoretic and probabilistic tools we construct matrices…
We consider ensembles of $N \times N$ Hermitian Wigner matrices, whose entries are (up to the symmetry constraints) independent and identically distributed random variables. Assuming sufficient regularity for the probability density…
One of the main applications of free probability is to show that for appropriately chosen independent copies of $d$ random matrix models, any noncommutative polynomial in these $d$ variables has a spectral distribution that converges…
We study a class of random matrices that appear in several communication and signal processing applications, and whose asymptotic eigenvalue distribution is closely related to the reconstruction error of an irregularly sampled bandlimited…
Traces of large powers of real-valued Wigner matrices are known to have Gaussian fluctuations: for $A=\frac{1}{\sqrt{n}}(a_{ij})_{1 \leq i,j \leq n}\in \mathbb{R}^{n \times n}, A=A^T$ with $(a_{ij})_{1 \leq i \leq j \leq n}$ i.i.d.,…
We develop a new method for deriving local laws for a large class of random matrices. It is applicable to many matrix models built from sums and products of deterministic or independent random matrices. In particular, it may be used to…
We consider ensembles of real symmetric band matrices with entries drawn from an infinite sequence of exchangeable random variables, as far as the symmetry of the matrices permits. In general the entries of the upper triangular parts of…
We present a novel class of real symmetric matrices in arbitrary dimension $d$, linearly dependent on a parameter $x$. The matrix elements satisfy a set of nontrivial constraints that arise from asking for commutation of pairs of such…
Recently we considered a class of random matrices obtained by choosing distinct codewords at random from linear codes over finite fields and proved that under some natural algebraic conditions their empirical spectral distribution converges…