Related papers: Closed form Eigenvalues of Randomly Segmented Trid…
Twisted Toeplitz matrices constitute a generalization of Toeplitz matrices in the sense that the entries on each diagonal no longer need to be constant, but are given by the values of a continuous function on a partition of $[0,1]$. We…
Random Matrix Theory (RMT) has successfully modeled diverse systems, from energy levels of heavy nuclei to zeros of $L$-functions. Many statistics in one can be interpreted in terms of quantities of the other; for example, zeros of…
We present a semi-analytical approach to the determination of the dynamic properties of randomly branched polymers under the Rouse approximation. The principle procedure is based on examining a spectrum of eigenvalues which represents the…
In this manuscript it is considered the eigenvalues $\lambda_j$ of a random tridiagonal Toeplitz matrix $T$. We study the asymptotic behavior of the joint distribution of $({|{\lambda}|_{\min} ,|{\lambda}|_{\max}})$. From this, we obtain…
Random Matrix Theory (RMT) has successfully modeled diverse systems, from energy levels of heavy nuclei to zeros of $L$-functions; this correspondence has allowed RMT to successfully predict many number theoretic behaviors. However there…
We introduce two families of random tridiagonal block matrices for which the joint eigenvalue distributions can be computed explicitly. These distributions are novel within random matrix theory, and exhibit interactions among eigenvalue…
Spectral properties of Toeplitz operators and their finite truncations have long been central in operator theory. In the finite dimensional, non-normal setting, the spectrum is notoriously unstable under perturbations. Random perturbations…
In this paper we derive a Toeplitz-structured closed form of the unique positive semi-definite stabilizing solution for the discrete-time algebraic Riccati equations, especially for the case that the state matrix is not stable. Based on the…
It is well known that square matrices with independent and identically distributed (iid) random entries are typically well conditioned. A natural question is whether this favorable behavior persists for random matrices whose entries obey…
Symmetric tridiagonal matrices appear ubiquitously in mathematical physics, serving as the matrix representation of discrete random Schr\"odinger operators. In this work we investigate the top eigenvalue of these matrices in the large…
In this paper, we study the eigenvalues of the matrices $T_n(a)+\gamma E_{n,1,1}$ where $T_n(a)$ is the Toeplitz matrix with generating symbol $a(t)=t-t^{-1}$, $E_{n,1,1}$ is the $n\times n$ matrix whose upper left component is $1$ and the…
Spectral statistics of hermitian random Toeplitz matrices with independent identically distributed elements is investigated numerically. It is found that the eigenvalue statistics of complex Toeplitz matrices is surprisingly well…
The limiting distribution of eigenvalues of N x N random matrices has many applications. One of the most studied ensembles are real symmetric matrices with independent entries iidrv; the limiting rescaled spectral measure (LRSM)…
Block Toeplitz and Hankel matrices arise in many aspects of applications. In this paper, we will research the distributions of eigenvalues for some models and get the semicircle law. Firstly we will give trace formulae of block Toeplitz and…
It is natural to ask: what kinds of matrices satisfy the Restricted Eigenvalue (RE) condition? In this paper, we associate the RE condition (Bickel-Ritov-Tsybakov 09) with the complexity of a subset of the sphere in $\R^p$, where $p$ is the…
We apply Tsallis's q-indexed nonextensive entropy to formulate a random matrix theory (RMT), which may be suitable for systems with mixed regular-chaotic dynamics. We consider the super-extensive regime of q < 1. We obtain analytical…
We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These…
We propose a class of models which generate three-dimensional random volumes, where each configuration consists of triangles glued together along multiple hinges. The models have matrices as the dynamical variables and are characterized by…
Quadratic matrix equations of the kind $A_1X^2+A_0X+A_{-1}=X$ are encountered in the analysis of Quasi--Birth-Death stochastic processes where the solution of interest is the minimal nonnegative solution $G$. In many queueing models,…
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…