Related papers: Random commuting matrices
In this note we give various characterizations of random walks with possibly different steps that have relatively large discrepancy from the uniform distribution modulo a prime p, and use these results to study the distribution of the rank…
The problem of estimating the smallest singular value of random square matrices is important in connection with matrix computations and analysis of the spectral distribution. In this survey, we consider recent developments in the study of…
We consider an ensemble of non-Hermitian matrices with independent identically distributed real entries that have finite moments. We show that its $k$-point correlation function in the bulk away from the real line converges to a universal…
Conjugation covariants of matrices are applied to study the real algebraic variety consisting of complex Hermitian matrices with a bounded number of distinct eigenvalues. A minimal generating system of the vanishing ideal of degenerate…
The commuting variety of matrices over a given field is a well-studied object in linear algebra and algebraic geometry. As a set, it consists of all pairs of square matrices with entries in that field that commute with one another. In this…
The density of complex eigenvalues of random asymmetric $N\times N$ matrices is found in the large-$N$ limit. The matrices are of the form $H_0+A$ where $A$ is a matrix of $N^2$ independent, identically distributed random variables with…
Quantum physics is generally concerned with real eigenvalues due to the unitarity of time evolution. With the introduction of $\mathcal{PT}$ symmetry, a widely accepted consensus is that, even if the Hamiltonian of the system is not…
Consider Ginibre's ensemble of $N \times N$ non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance $\frac{1}{N}$. As $N \uparrow \infty$ the normalized counting measure of the…
In this paper, we study random matrix models which are obtained as a non-commutative polynomial in random matrix variables of two kinds: (a) a first kind which have a discrete spectrum in the limit, (b) a second kind which have a joint…
We use an extension of the diagrammatic rules in random matrix theory to evaluate spectral properties of finite and infinite products of large complex matrices and large hermitian matrices. The infinite product case allows us to define a…
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…
We compute analytically the joint probability density of eigenvalues and the level spacing statistics for an ensemble of random matrices with interesting features. It is invariant under the standard symmetry groups (orthogonal and unitary)…
Linear statistics, a random variable build out of the sum of the evaluation of functions at the eigenvalues of a N times N random matrix,sum[j=1 to N]f(xj) or tr f(M), is an ubiquitous statistical characteristics in random matrix theory.…
The product of a Hermitian matrix and a positive semidefinite matrix has only real eigenvalues. We present bounds for sums of eigenvalues of such a product.
We investigate the statistical properties of eigenvalues of pseudo-Hermitian random matrices whose eigenvalues are real or complex conjugate. It is shown that when the spectrum splits into separated sets of real and complex conjugate…
We prove the conjecture of Baik, Deift, and Johansson which says that with respect to the Plancherel measure on the set of partitions of $n$, the 1st, 2nd, and so on, rows behave, suitably scaled, like the 1st, 2nd, and so on, eigenvalues…
We extend some of the results of Agler, Knese, and McCarthy [1] to $n$-tuples of commuting isometries for $n>2$. Let $\mathbb{V}=(V_1,\dots,V_n)$ be an $n$-tuple of a commuting isometries on a Hilbert space and let Ann$(\mathbb{V})$ denote…
In order to have a better understanding of finite random matrices with non-Gaussian entries, we study the $1/N$ expansion of local eigenvalue statistics in both the bulk and at the hard edge of the spectrum of random matrices. This gives…
Moments of secular and inverse secular coefficients, averaged over random matrices from classical groups, are related to the enumeration of non-negative matrices with prescribed row and column sums. Similar random matrix averages are…
We review the state of the art of the theory of Euclidean random matrices, focusing on the density of their eigenvalues. Both Hermitian and non-Hermitian matrices are considered and links with simpler, standard random matrix ensembles are…