Related papers: Proof Methods in Random Matrix Theory
We introduce a new, elementary method for studying random differences in arithmetic progressions and convergence phenomena along random sequences of integers. We apply our method to obtain significant improvements on previously known…
We study various methods to generate ensembles of random density matrices of a fixed size N, obtained by partial trace of pure states on composite systems. Structured ensembles of random pure states, invariant with respect to local unitary…
We discuss the semiclassical approximation to transport problems in quantum chaotic systems. The figures of merit are moments of the transmission matrix and of the time delay matrix. After reviewing a few results obtained by treating these…
This paper gives via Stieltjes transform a complete description of the solution set of a matricial truncated Stieltjes-type power moment problem in the non-degenerate and degenerate cases. The approach is based on the Schur type algorithm…
We apply stochastic quantization method to matrix models for the second quantization of loops in both discretized and continuum levels. The fictitious time evolution described by the Langevin equation is interpreted as the time evolution in…
This is a comprehensive review of the random-matrix approach to the theory of phase-coherent conduction in mesocopic systems. The theory is applied to a variety of physical phenomena in quantum dots and disordered wires, including universal…
This work presents the first systematic development of Stein's method for matrix distributions. We establish the basic essential ingredients of Stein's method for matrix normal approximation: we derive a generator-based Stein identity from…
In this paper, we consider the empirical spectral distribution of the sample correlation matrix and investigate its asymptotic behavior under mild assumptions on the data's distribution, when dimension and sample size increase at the same…
We consider the probability theory, and in particular the moment problem and universality theorems, for random groups of the sort of that arise or are conjectured to arise in number theory, and in related situations in topology and…
In this note, we show that the limiting spectral distribution of symmetric random matrices with stationary entries is absolutely continuous under some sufficient conditions. This result is applied to obtain sufficient conditions on a…
The four moment theorem asserts, roughly speaking, that the joint distribution of a small number of eigenvalues of a Wigner random matrix (when measured at the scale of the mean eigenvalue spacing) depends only on the first four moments of…
We develop a novel, fundamental and surprisingly simple randomized iterative method for solving consistent linear systems. Our method has six different but equivalent interpretations: sketch-and-project, constrain-and-approximate, random…
This paper is a brief review of recent developments in random matrix theory. Two aspects are emphasized: the underlying role of integrable systems and the occurrence of the distribution functions of random matrix theory in diverse areas of…
This paper introduces a unified framework for the detection of a source with a sensor array in the context where the noise variance and the channel between the source and the sensors are unknown at the receiver. The Generalized Maximum…
We develop a method to approximate the moments of a discrete-time stochastic polynomial system. Our method is built upon Carleman linearization with truncation. Specifically, we take a stochastic polynomial system with finitely many states…
We show that, within a finite window of parameter space, random matrix theory (RMT) statistics emerge in observables of a finite-volume massive free scalar field theory after a local operator quench. The spacing-ratio distribution of…
We prove the Marchenko-Pastur law for the eigenvalues of $p \times p$ sample covariance matrices in two new situations where the data does not have independent coordinates. In the first scenario - the block-independent model - the $p$…
Normalized eigenvalue counting measure of the sum of two Hermitian (or real symmetric) matrices $A_{n}$ and $B_{n}$ rotated independently with respect to each other by the random unitary (or orthogonal) Haar distributed matrix $U_{n}$ (i.e.…
We study some connections between the random moment problem and the random matrix theory. A uniform draw in a space of moments can be lifted into the spectral probability measure of the pair (A,e) where A is a random matrix from a classical…
We survey the connections between the six-vertex (square ice) model of 2d statistical mechanics and random matrix theory. We highlight the same universal probability distributions appearing on both sides, and also indicate related open…