Related papers: On limiting spectral distribution and joint conver…
The distribution of singular values of the propagation operator in a random medium is investigated, in a backscattering configuration. Experiments are carried out with pulsed ultrasonic waves around 3 MHz, using an array of 64 programmable…
In this paper, we use a notion of ratio based on a division algorithm, to extend to a symmetric cone the definition of a continued fraction in its more general form. We then give a criteria of convergence of a non ordinary random continued…
We report a method to characterize the propagation of an ultrashort pulse of light through a multiple scattering medium by measuring its time-resolved transmission matrix. This method is based on the use of a spatial light modulator…
In this paper, we characterize the convergence of the (rescaled logarithmic) empirical spectral distribution of wavelet random matrices. We assume a moderately high-dimensional framework where the sample size $n$, the dimension $p(n)$ and,…
We derive conditions under which random sequences of polarizations (two-point symmetrizations) converge almost surely to the symmetric decreasing rearrangement. The parameters for the polarizations are independent random variables whose…
We study the ensemble of complex symmetric matrices. The ensemble is useful in the study of effect of dissipation on systems with time reversal invariance. We consider the nearest neighbor spacing distribution and spacing ratio to…
We review recent progress in analysing wave scattering in systems with both intrinsic chaos and/or disorder and internal losses, when the scattering matrix is no longer unitary. By mapping the problem onto a nonlinear supersymmetric…
We obtain lower tail estimates for the smallest singular value of random matrices with independent but non-identically distributed entries. Specifically, we consider $n\times n$ matrices with complex entries of the form \[ M = A\circ X + B…
We show that given $n$ normalized intervals on the unit circle, the numbers of visits of $d$ random rotations to these intervals have a joint limiting distribution as lengths of trajectories tend to infinity. If $d$ then tends to infinity,…
In this paper, we investigate the spectral properties of the sample canonical correlation (SCC) matrix under the alternative hypothesis to provide a more comprehensive description of the association between two sets of variables. Our…
Consider a square random matrix with independent and identically distributed entries of mean zero and unit variance. We show that as the dimension tends to infinity, the spectral radius is equivalent to the square root of the dimension in…
The J-matrix method of scattering was developed to handle regular short-range potentials with applications in atomic, nuclear and molecular physics. Its accuracy, stability, and convergence properties compare favorably with other successful…
We consider large random matrices with a general slowly decaying correlation among its entries. We prove universality of the local eigenvalue statistics and optimal local laws for the resolvent away from the spectral edges, generalizing the…
The properties of eigenvalues of large dimensional random matrices have received considerable attention. One important achievement is the existence and identification of the limiting spectral distribution of the empirical spectral…
A large i.i.d. random matrix with deterministic low-rank perturbation has been extensively studied, particularly in the aspects of the ESD (Empirical Spectral Distribution) and the outliers of eigenvalues. In this work, we investigate the…
Inspired by the quantization of classical quantities and Rankin Selberg convolution, we study the anticommutator operation $\{\cdot, \cdot\}$, where $\{A,B\} = AB + BA$, applied to real symmetric random matrix ensembles including Gaussian…
Consider an nxn random matrix X with i.i.d. nonnegative entries with bounded density, mean m, and finite positive variance sigma^2. Let M be the nxn random Markov matrix with i.i.d. rows obtained from X by dividing each row of X by its sum.…
A linear scattering problem for which incoming and outgoing waves are restricted to a finite number of radiation channels can be precisely described by a frequency-dependent scattering matrix. The entries of the scattering matrix, as…
We provide a perturbative expansion for the empirical spectral distribution of a Hermitian matrix with large size perturbed by a random matrix with small operator norm whose entries in the eigenvector basis of the first one are independent…
We study the empirical spectral distribution (ESD) of symmetric random matrices with ergodic entries on the diagonals. We observe that for entries with correlations that decay to 0, when the distance of the diagonal entries becomes large…