Related papers: Level compressibility of certain random unitary ma…
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…
We present a concentration result concerning random weighted projections in high dimensional spaces. As applications, we prove (1) New concentration inequalities for random quadratic forms; (2) The infinity norm of most unit eigenvectors of…
We develop an algorithm for sampling from the unitary invariant random matrix ensembles. The algorithm is based on the representation of their eigenvalues as a determinantal point process whose kernel is given in terms of orthogonal…
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…
We study the densities of limiting distributions of squared singular values of high-dimensional matrix products composed of independent complex Gaussian (complex Ginibre) and truncated unitary matrices which are taken from Haar distributed…
Triggered by a controversy surrounding a universal behaviour of the power spectrum in quantum systems exhibiting regular classical dynamics, we focus on a model of random diagonal matrices (RDM), often associated with the Poisson spectral…
We consider level crossing in a matrix family $H=H_0+\lambda V$ where $H_0$ is a fixed $N\times N$ matrix and $V$ belongs to one of the standard Gaussian random matrix ensembles. We study the probability distribution of level crossing…
The density of states for a chaotic billiard with randomly distributed point-like scatterers is calculated, doubly averaged over the positions of the impurities and the shape of the billiard. Truncating the billiard Hamiltonian to a N x N…
Let $\a$ be a complex random variable with mean zero and bounded variance $\sigma^{2}$. Let $N_{n}$ be a random matrix of order $n$ with entries being i.i.d. copies of $\a$. Let $\lambda_{1}, ..., \lambda_{n}$ be the eigenvalues of…
We imagine an experiment on an unknown quantum mechanical system in which the system is prepared in various ways and a range of measurements are performed. For each measurement M and preparation rho the experimenter can determine, given…
Random matrix theory allows for the deduction of stability criteria for complex systems using only a summary knowledge of the statistics of the interactions between components. As such, results like the well-known elliptical law are…
Covariances and variances of linear statistics of a point process can be written as integrals over the truncated two-point correlation function. When the point process consists of the eigenvalues of a random matrix ensemble, there are often…
Barrier billiards are simple examples of pseudo-integrable models which form an appealing but poorly investigated subclass of dynamical systems. The paper examines the semiclassical limit of the exact quantum transfer operator for barrier…
Let $U$ be a matrix chosen randomly, with respect to Haar measure, from the unitary group $U(d).$ We express the moments of the trace of any submatrix of $U$ as a sum over partitions whose terms count certain standard and semistandard Young…
Random matrix theory successfully models many systems, from the energy levels of heavy nuclei to zeros of $L$-functions. While most ensembles studied have continuous spectral distribution, Burkhardt et al introduced the ensemble of…
The class of norm-dependent Random Matrix Ensembles is studied in the presence of an external field. The probability density in those ensembles depends on the trace of the squared random matrices, but is otherwise arbitrary. An exact…
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…
Spectra of ordered eigenvalues of finite Random Matrices are interpreted as a time series. Dataadaptive techniques from signal analysis are applied to decompose the spectrum in clearly differentiated trend and fluctuation modes, avoiding…
The boundary element method is an efficient algorithm for simulating acoustic propagation through homogeneous objects embedded in free space. The conditioning of the system matrix strongly depends on physical parameters such as density,…
We obtain sequences of inclusion sets for the spectrum, essential spectrum, and pseudospectrum of banded, in general non-normal, matrices of finite or infinite size. Each inclusion set is the union of the pseudospectra of certain…