Related papers: Level compressibility of certain random unitary ma…

In this paper, we consider the singular values and singular vectors of finite, low rank perturbations of large rectangular random matrices. Specifically, we prove almost sure convergence of the extreme singular values and appropriate…

Let $A \subseteq \{0,1,\dots,N\}$ be a random set in which each element is included independently with probability $p=p(N)$. Fix an integer $h \geq 2$ and a linear form $$L(x_1,\dots,x_h) := u_1x_1 + \cdots + u_hx_h.$$ We study the random…

We investigate the spectral properties of the product of $M$ complex non-Hermitian random matrices that are obtained by removing $L$ rows and columns of larger unitary random matrices uniformly distributed on the group ${\rm U}(N+L)$. Such…

Low-rank matrix completion concerns the problem of estimating unobserved entries in a matrix using a sparse set of observed entries. We consider the non-uniform setting where the observed entries are sampled with highly varying…

In quantum mechanics some properties are maximally incompatible, such as the position and momentum of a particle or the vertical and horizontal projections of a 2-level spin. Given any definite state of one property the other property is…

We consider the eigenvalues and eigenvectors of finite, low rank perturbations of random matrices. Specifically, we prove almost sure convergence of the extreme eigenvalues and appropriate projections of the corresponding eigenvectors of…

This study examines the statistical nature of instantaneous scalar concentration in an elevated point-source plume (neutral or buoyant) dispersing within a turbulent boundary layer. Using high-frequency long-duration experimental…

This paper explores a class of empirical Bayes methods for level-dependent threshold selection in wavelet shrinkage. The prior considered for each wavelet coefficient is a mixture of an atom of probability at zero and a heavy-tailed…

The three flavor linear sigma model is studied as a ``toy model'' for understanding the role of possible light scalar mesons in the \pi \pi, \pi K and \pi \eta scattering channels. The approach involves computing the tree level partial wave…

A well-known result in random matrix theory, proven by Kahn, Koml\'os and Szemer\'edi in 1995, states that a square random matrix with i.i.d. uniform $\{\pm 1\}$ entries is invertible with probability $1-\exp(-\Omega(n))$. As a natural…

We prove two universality results for random tensors of arbitrary rank D. We first prove that a random tensor whose entries are N^D independent, identically distributed, complex random variables converges in distribution in the large N…

One of the great miracles of random matrix theory is that, in the $N \to \infty$ limit, many otherwise intractable matrix problems with horrendously complicated finite-$N$ expressions admit remarkably simple and elegant asymptotic…

Spectral and numerical properties of classes of random orthogonal butterfly matrices, as introduced by Parker (1995), are discussed, including the uniformity of eigenvalue distributions. These matrices are important because the…

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}\,\…

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)…

In the theory of disordered systems the spectral form factor $S(\tau)$, the Fourier transform of the two-level correlation function with respect to the difference of energies, is linear for $\tau<\tau_c$ and constant for $\tau>\tau_c$. Near…

We investigate the eigenvalue statistics of random Bernoulli matrices, where the matrix elements are chosen independently from a binary set with equal probability. This is achieved by initiating a discrete random walk process over the space…

Extremal spacings between eigenvalues of random unitary matrices of size N pertaining to circular ensembles are investigated. Explicit probability distributions for the minimal spacing for various ensembles are derived for N = 4. We study…

Statistical properties of billiards with diffusive boundary scattering are investigated by means of the supersymmetric sigma-model in a formulation appropriate for chaotic ballistic systems. We study level statistics, parametric level…

We continue to study the squared Frobenius norm of a submatrix of a $n \times n$ random unitary matrix. When the choice of the submatrix is deterministic and its size is $[ns] \times [nt]$, we proved in a previous paper that, after…