Related papers: Weak and strong confinement in the Freud random ma…
The statistics of the smallest eigenvalue of Wishart-Laguerre ensemble is important from several perspectives. The smallest eigenvalue density is typically expressible in terms of determinants or Pfaffians. These results are of utmost…
Beta ensembles on the real line with three classical weights (Gaussian, Laguerre and Jacobi) are now realized as the eigenvalues of certain tridiagonal random matrices. The paper deals with beta Jacobi ensembles, the type with the Jacobi…
In this paper, an analysis of the undetected error probability of ensembles of binary matrices is presented. The ensemble called the Bernoulli ensemble whose members are considered as matrices generated from i.i.d. Bernoulli source is…
The power spectrum is a Fourier series statistic associated with the covariances of the displacement from average positions of the members of an eigen-sequence. When this eigen-sequence has rotational invariance, as for the eigen-angles of…
We define a new diffusive matrix model converging towards the $\beta$ -Dyson Brownian motion for all $\beta\in [0,2]$ that provides an explicit construction of $\beta$-ensembles of random matrices that is invariant under the…
The asymptotic (non)equivalence of canonical and microcanonical ensembles, describing systems with soft and hard constraints respectively, is a central concept in statistical physics. Traditionally, the breakdown of ensemble equivalence…
In the current work, we study the eigenvalue distribution results of a class of non-normal matrix-sequences which may be viewed as a low rank perturbation, depending on a parameter $\beta>1$, of the basic Toeplitz matrix-sequence…
We consider several limiting cases of the joint probability distribution for a random matrix ensemble with an additional interaction term controlled by an exponent $\gamma$ (called the $\gamma$-ensembles). The effective potential, which is…
Strongly non-Gaussian ensembles of large random matrices possessing unitary symmetry and logarithmic level repulsion are studied both in presence and absence of hard edge in their energy spectra. Employing a theory of polynomials orthogonal…
This paper investigates properties of the sequence of coefficients $(\beta_n)_{n\geq0}$ in the recurrence relation satisfied by the sequence of monic symmetric polynomials, orthogonal with respect to the symmetric sextic Freud weight…
A quantum transition can be seen as a result of interference between various pathways(e.g. Feynman paths) which can be labelled by a variable $f$. An attempt to determine the value of f without destroying the coherence between the pathways…
We consider the roots of uniformly chosen complex and real reciprocal polynomials of degree $N$ whose Mahler measure is bounded by a constant. After a change of variables this reduces to a generalization of Ginibre's complex and real…
We apply the operation of random independent thinning on the eigenvalues of $n\times n$ Haar distributed unitary random matrices. We study gap probabilities for the thinned eigenvalues, and we study the statistics of the eigenvalues of…
We compare two approaches in supersymmetric confinement, the Seiberg formulation and the superconvergence rule. For the latter, the critical point is $\gamma_{00}=0$ in the Landau gauge. We find $4\gamma_{00}=\beta_0$ is the critical point…
In the classical $\beta$-ensembles of random matrix theory, setting $\beta = 2 \alpha/N$ and taking the $N \to \infty$ limit gives a statistical state depending on $\alpha$. Using the loop equations for the classical $\beta$-ensembles, we…
We study the fluctuation of the eigenvalue number of any fixed interval $\Delta=[a,b]$ inside the spectrum for $\beta$- ensembles of random matrices in the case $\beta=1,2,4$. We assume that the potential $V$ is polynomial and consider the…
The spectra of random feature matrices provide essential information on the conditioning of the linear system used in random feature regression problems and are thus connected to the consistency and generalization of random feature models.…
Recently we introduced a family of $U(N)$ invariant Random Matrix Ensembles which is characterized by a parameter $\lambda$ describing logarithmic soft-confinement potentials $V(H) \sim [\ln H]^{(1+\lambda)} \:(\lambda>0$). We showed that…
We show that at any location away from the spectral edge, the eigenvalues of the Gaussian unitary ensemble and its general beta siblings converge to Sine_beta, a translation invariant point process. This process has a geometric description…
A time series delta(n), the fluctuation of the nth unfolded eigenvalue was recently characterized for the classical Gaussian ensembles of NxN random matrices (GOE, GUE, GSE). It is investigated here for the beta-Hermite ensemble as a…