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We introduce a new family of $N\times N$ random real symmetric matrix ensembles, the $k$-checkerboard matrices, whose limiting spectral measure has two components which can be determined explicitly. All but $k$ eigenvalues are in the bulk,…

According to Dyson's three fold way, from the viewpoint of global time reversal symmetry there are three circular ensembles of unitary random matrices relevant to the study of chaotic spectra in quantum mechanics. These are the circular…

Mathematical Physics · Physics 2017-02-24 Folkmar Bornemann , Peter J. Forrester , Anthony Mays

A wide variety of complex physical systems described by unitary matrices have been shown numerically to satisfy level statistics predicted by Dyson's circular ensemble. We argue that the impact of localization in such systems is to provide…

Condensed Matter · Physics 2009-10-28 K. A. Muttalib , M. E. H. Ismail

We present a novel class of real symmetric matrices in arbitrary dimension $d$, linearly dependent on a parameter $x$. The matrix elements satisfy a set of nontrivial constraints that arise from asking for commutation of pairs of such…

Strongly Correlated Electrons · Physics 2009-11-11 B Sriram Shastry

We study the singular values of certain triangular random matrices. When their elements are i.i.d. standard complex Gaussian random variables, the squares of the singular values form a biorthogonal ensemble, and with an appropriate change…

Probability · Mathematics 2014-04-21 Dimitris Cheliotis

We investigate whether the Wigner semi-circle and Marcenko-Pastur distributions, often used for deep neural network theoretical analysis, match empirically observed spectral densities. We find that even allowing for outliers, the observed…

Machine Learning · Statistics 2021-11-04 Diego Granziol

We consider an indexed class of real symmetric random matrices which generalize the symmetric Hankel and Reverse Circulant matrices. We show that the limiting spectral distributions of these matrices exist almost surely and the limit is…

Probability · Mathematics 2014-08-06 Anirban Basak , Arup Bose , Soumendu Sundar Mukherjee

We study the critical behavior of surface-interacting self-avoiding random walks on a class of truncated simplex lattices, which can be labeled by an integer $n\ge 3$. Using the exact renormalization group method we have been able to obtain…

Statistical Mechanics · Physics 2015-06-25 Suncica Elezovic-Hadzic , Milan Knezevic

We study statistical properties of a class of band random matrices which naturally appears in systems of interacting particles. The local spectral density is shown to follow the Breit-Wigner distribution in both localized and delocalized…

Condensed Matter · Physics 2009-10-28 Ph. Jacquod , D. L. Shepelyansky

Random matrix theory is a well-developed area of probability theory that has numerous connections with other areas of mathematics and its applications. Much of the literature in this area is concerned with matrices that possess many exact…

Probability · Mathematics 2018-06-22 Ramon van Handel

Recently we considered a class of random matrices obtained by choosing distinct codewords at random from linear codes over finite fields and proved that under some natural algebraic conditions their empirical spectral distribution converges…

Probability · Mathematics 2020-03-10 Chin Hei Chan , Maosheng Xiong

We study ensembles of sparse random block matrices generated from the adjacency matrix of a Erd\"os-Renyi random graph with $N$ vertices of average degree $Z$, inserting a real symmetric $d \times d$ random block at each non-vanishing…

Mathematical Physics · Physics 2022-06-22 Giovanni M. Cicuta , Mario Pernici

We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…

Mathematical Physics · Physics 2015-05-18 Laszlo Erdos

In this paper, {the goal is to design deterministic sampling patterns on the sphere and the rotation group} and, thereby, construct sensing matrices for sparse recovery of band-limited functions. It is first shown that random sensing…

Information Theory · Computer Science 2020-04-22 Arya Bangun , Arash Behboodi , Rudolf Mathar

The generic change of the Weierstrass Canonical Form of regular complex structured matrix pencils under generic structure-preserving additive low-rank perturbations is studied. Several different symmetry structures are considered and it is…

Spectral Theory · Mathematics 2019-02-04 Fernando De Terán , Christian Mehl , Volker Mehrmann

We show that the spacing distributions of rational rhombus billiards fall in a family of universality classes distinctly different from the Wigner-Dyson family of random matrix theory and the Poisson distribution. Some of the distributions…

chao-dyn · Physics 2007-05-23 B. Gremaud , S. R. Jain

In this paper we study ensembles of random symmetric matrices $\X_n = {X_{ij}}_{i,j = 1}^n$ with dependent entries such that $\E X_{ij} = 0$, $\E X_{ij}^2 = \sigma_{ij}^2$, where $\sigma_{ij}$ may be different numbers. Assuming that the…

Probability · Mathematics 2013-03-19 F. Götze , A. Naumov , A. Tikhomirov

Modern applications in statistics, computer science and network science have seen tremendous values of finer matrix spectral perturbation theory. In this paper, we derive a generic $\ell_{2\rightarrow\infty}$ eigenspace perturbation bound…

Probability · Mathematics 2020-04-28 Lihua Lei

We present the results of an empirical study of the performance of the QR algorithm (with and without shifts) and the Toda algorithm on random symmetric matrices. The random matrices are chosen from six ensembles, four of which lie in the…

Numerical Analysis · Mathematics 2013-05-16 Christian W. Pfrang , Percy Deift , Govind Menon

We propose a simple generalization of the matrix resolvent to a resolvent for real symmetric tensors $T\in \otimes^p \mathbb{R}^N$ of order $p\ge 3$. The tensor resolvent yields an integral representation for a class of tensor invariants…

Mathematical Physics · Physics 2020-04-15 Razvan Gurau