Related papers: Real tensor eigenvalue/vector distributions of the…

In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter $\theta>0$) by replacing the entries equal to one by…

In this paper, we investigate the eigenvalue distribution of a class of kernel random matrices whose $(i,j)$-th entry is $f(X_i,X_j)$ where $f$ is a symmetric function belonging to the Paley-Wiener space $\mathcal{B}_c$ and $(X_i)_{1\leq i…

The new numerical version of the Wigner approach to quantum mechanics for treatment thermodynamic properties of strongly coupled systems of particles has been developed for extreme conditions, when analytical approximations obtained in…

In this paper, we analyze a virtual element method (VEM) for solving a non-selfadjoint fourth-order eigenvalue problem derived from the transmission eigenvalue problem. We write a variational formulation and propose a $C^1$-conforming…

We propose a theory of eigenvalues, eigenvectors, singular values, and singular vectors for tensors based on a constrained variational approach much like the Rayleigh quotient for symmetric matrix eigenvalues. These notions are particularly…

We analyze the distribution of eigenvectors for mesoscopic, mean-field perturbations of diagonal matrices in the bulk of the spectrum. Our results apply to a generalized $N\times N$ Rosenzweig-Porter model. We prove that the eigenvectors…

This paper is concerned with the asymptotic empirical eigenvalue distribution of a non linear random matrix ensemble. More precisely we consider $M= \frac{1}{m} YY^*$ with $Y=f(WX)$ where $W$ and $X$ are random rectangular matrices with…

Given a collection $\{\lambda_1, \dots, \lambda_n\} $ of real numbers, there is a canonical probability distribution on the set of real symmetric or complex Hermitian matrices with eigenvalues $\lambda_1,\ldots,\lambda_n$. In this paper, we…

Let $d\geq 3$ be fixed and $G$ be a large random $d$-regular graph on $n$ vertices. We show that if $n$ is large enough then the entry distribution of every almost eigenvector $v$ of $G$ (with entry sum 0 and normalized to have length…

We study the rate of convergence for the largest eigenvalue distributions in the Gaussian unitary and orthogonal ensembles to their Tracy-Widom limits. We show that one can achieve an $O(N^{-2/3})$ rate with particular choices of the…

We consider Gaussian distributions on certain Riemannian symmetric spaces. In contrast to the Euclidean case, it is challenging to compute the normalization factors of such distributions, which we refer to as partition functions. In some…

Matrix models have phase transitions in which distributions of variables change topologically like the Gross-Witten-Wadia transition. In a recent study, similar splitting-merging behavior of distributions of dynamical variables was observed…

Relying on random matrix theory (RMT), this paper studies asymmetric order-$d$ spiked tensor models with Gaussian noise. Using the variational definition of the singular vectors and values of (Lim, 2005), we show that the analysis of the…

This paper presents an algorithm to simulate Gaussian random vectors whose precision matrix can be expressed as a polynomial of a sparse matrix. This situation arises in particular when simulating Gaussian Markov random fields obtained by…

We compute by Monte Carlo methods the individual distributions of the $k$th smallest Dirac operator eigenvalues in QCD, and compare them with recent analytical predictions. We do this for both massless and massive quarks in an SU(3) gauge…

The energy landscape of multiverse cosmology is often modeled by a multi-dimensional random Gaussian potential. The physical predictions of such models crucially depend on the eigenvalue distribution of the Hessian matrix at potential…

We investigate the distribution of eigenvalues of weighted adjacency matrices from a specific ensemble of random graphs. We distribute $N$ vertices across a fixed number $\kappa$ of components, with asymptotically $\alpha_j \dot N$ vertices…

This article answers a question posed by Draisma and Horobet, who asked for a closed formula for the expected number of real eigenvalues of a random real symmetric tensor drawn from the Gaussian distribution relative to the Bombieri norm.…

We compute the limiting distributions of the largest eigenvalue of a complex Gaussian sample covariance matrix when both the number of samples and the number of variables in each sample become large. When all but finitely many, say $r$,…

We compute the distribution of the number of negative eigenvalues (the index) for an ensemble of Gaussian random matrices, by means of the replica method. This calculation has important applications in the context of statistical mechanics…