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The largest eigenvalue of a matrix is always larger or equal than its largest diagonal entry. We show that for a large class of random Laplacian matrices, this bound is essentially tight: the largest eigenvalue is, up to lower order terms,…

Probability · Mathematics 2015-07-28 Afonso S. Bandeira

Consider random symmetric Toeplitz matrices $T_{n}=(a_{i-j})_{i,j=1}^{n}$ with matrix entries $a_{j}, j=0,1,2,...,$ being independent real random variables such that \be \mathbb{E}[a_{j}]=0, \ \ \mathbb{E}[|a_{j}|^{2}]=1 \ \ \textrm{for}\,\…

Probability · Mathematics 2010-11-09 Dang-Zheng Liu , Xin Sun , Zheng-Dong Wang

We review our recent results on pseudo-hermitian random matrix theory which were hitherto presented in various conferences and talks. (Detailed accounts of our work will appear soon in separate publications.) Following an introduction of…

Mathematical Physics · Physics 2021-10-27 Joshua Feinberg , Roman Riser

We introduce two kinds of matrix-valued dynamical processes generated by nonnormal Toeplitz matrices with the additive rank 1 perturbations $\delta J$, where $\delta \in {\mathbb{C}}$ and $J$ is the all-ones matrix. For each process, first…

Mathematical Physics · Physics 2025-12-09 Saori Morimoto , Makoto Katori , Tomoyuki Shirai

In this paper we consider random block matrices, which generalize the general beta ensembles, which were recently investigated by Dumitriu and Edelmann (2002, 2005). We demonstrate that the eigenvalues of these random matrices can be…

Probability · Mathematics 2008-09-29 Holger Dette , Bettina Reuther

In this paper, we study random matrix models which are obtained as a non-commutative polynomial in random matrix variables of two kinds: (a) a first kind which have a discrete spectrum in the limit, (b) a second kind which have a joint…

Probability · Mathematics 2018-09-17 Benoit Collins , Takahiro Hasebe , Noriyoshi Sakuma

Given a matrix of distribution functions and a quasi-stochastic matrix, i.e. an irreducible nonnegative matrix with maximal eigenvalue one and associated unique positive left and right eigenvectors, the article studies the properties of an…

Probability · Mathematics 2015-08-28 Gerold Alsmeyer

We study the bead-spring model for a polymerized phantom membrane in the overdamped limit, which is the two-dimensional generalization of the well-known Rouse model for polymers. We derive the {\it exact} eigenmodes of the membrane dynamics…

Soft Condensed Matter · Physics 2013-04-05 Rick Keesman , Gerard T. Barkema , Debabrata Panja

The four major asymptotic level density laws of random matrix theory may all be showcased though their Jacobi parameter representation as having a bordered Toeplitz form. We compare and contrast these laws, completing and exploring their…

Probability · Mathematics 2015-02-18 Alexander Dubbs , Alan Edelman

We introduce and study q-randomized Robinson-Schensted-Knuth (RSK) correspondences which interpolate between the classical (q=0) and geometric (q->1) RSK correspondences (the latter ones are sometimes also called tropical). For 0<q<1 our…

Probability · Mathematics 2016-08-16 Konstantin Matveev , Leonid Petrov

We apply Tsallis's q-indexed entropy to formulate a non-extensive random matrix theory (RMT), which may be suitable for systems with mixed regular-chaotic dynamics. The joint distribution of the matrix elements is given by folding the…

Statistical Mechanics · Physics 2007-05-23 A. Y. Abul-Magd

We characterize the eigenvalues and eigenvectors of a class of complex valued tridiagonal $n$ by $n$ matrices subject to arbitrary boundary conditions, i.e. with arbitrary elements on the first and last rows of the matrix. %By boundary…

Numerical Analysis · Mathematics 2018-01-17 J. J. P. Veerman , D. K. Hammond , Pablo E. Baldivieso

The rectangular multiparameter eigenvalue problem (RMEP) involves rectangular coefficient matrices (usually with more rows than columns) and may potentially have no solution in its original form. A minimal perturbation framework is proposed…

Numerical Analysis · Mathematics 2025-08-11 Shanheng Han , Lei-Hong Zhang , Ren-Cang Li

We define a class of random matrix ensembles that pertain to random looped polymers. Such random looped polymers are a possible model for bio-polymers such as chromatin in the cell nucleus. It is shown that the distribution of the largest…

Statistical Mechanics · Physics 2009-04-16 Dieter W. Heermann , Manfred Bohn

Statistical properties of ensembles of random density matrices are investigated. We compute traces and von Neumann entropies averaged over ensembles of random density matrices distributed according to the Bures measure. The eigenvalues of…

Quantum Physics · Physics 2009-11-10 Hans-Juergen Sommers , Karol Zyczkowski

Based on a recently established formalism (U. Ebert, J. Stat. Phys. 82, 183 (1996)) we analyze the diffusive motion of a long polymer in a quenched random medium. The medium is modeled by a frozen semidilute polymer system. In the framework…

Statistical Mechanics · Physics 2015-06-25 Stefan Mueller

The circulant matrices and skew-circulant matrices are two special classes of Toeplitz matrices and play vital roles in the computation of Toeplitz matrices. In this paper, we focus on real circulant and skewcirculant matrices. We first…

Numerical Analysis · Mathematics 2018-06-15 Zhongyun Liu , Siheng Chen , Weijin Xu , Yulin Zhang

In this work, we fully explore three refined convergence structures of the lowest-order rectangular Raviart-Thomas element in solving the Laplace eigenvalue problem. Firstly, the scheme possesses a property of supercloseness between the…

Numerical Analysis · Mathematics 2026-05-22 Yifan Yue , Hongtao Chen , Shuo Zhang

In a frequency selective slow-fading channel in a MIMO system, the channel matrix is of the form of a block matrix. This paper proposes a method to calculate the limit of the eigenvalue distribution of block matrices if the size of the…

Information Theory · Computer Science 2011-11-10 Reza Rashidi Far , Tamer Oraby , Wlodzimierz Bryc , Roland Speicher

In this article, we study microscopic properties of a two-dimensional eigenvalue ensemble near a conical singularity arising from insertion of a point charge in the bulk of the support of eigenvalues. In particular, we characterize all…

Mathematical Physics · Physics 2021-09-01 Yacin Ameur , Nam-Gyu Kang , Seong-Mi Seo