Related papers: Local Statistics in Normal Matrix Models with Merg…
We propose a plasma model for spectral statistics displaying level repulsion without long-range spectral rigidity, i.e. statistics intermediate between random matrix and Poisson statistics similar to the ones found numerically at the…
In an earlier work we had considered a Gaussian ensemble of random matrices in the presence of a given external matrix source. The measure is no longer unitary invariant and the usual techniques based on orthogonal polynomials, or on the…
We continue the study of the Hermitian random matrix ensemble with external source $\frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM$ where $A$ has two distinct eigenvalues $\pm a$ of equal multiplicity. This model exhibits a phase transition for…
We give a summary of the results from Parts I-V (math.RT/9804086, math.RT/9804087, math.RT/9804088, math.RT/9810013, math.RT/9810014). Our work originated from harmonic analysis on the infinite symmetric group. The problem of spectral…
We study an "inner-product kernel" random matrix model, whose empirical spectral distribution was shown by Xiuyuan Cheng and Amit Singer to converge to a deterministic measure in the large $n$ and $p$ limit. We provide an interpretation of…
We give a method for taking microscopic limits of normal matrix ensembles. We apply this method to study the behaviour near certain types of singular points on the boundary of the droplet. Our investigation includes ensembles without…
This paper discusses the local linear smoothing to estimate the unknown first and second infinitesimal moments in second-order jump-diffusion model based on Gamma asymmetric kernels. Under the mild conditions, we obtain the weak consistency…
In this article, we consider $\beta$-ensembles, i.e. collections of particles with random positions on the real line having joint distribution $$\frac{1}{Z_N(\beta)}|\Delta(\lambda)|^\beta e^{- \frac{N\beta}{4}\sum_{i=1}^N\lambda_i^2}d…
In spatial statistics and machine learning, the kernel matrix plays a pivotal role in prediction, classification, and maximum likelihood estimation. A thorough examination reveals that for large sample sizes, the kernel matrix becomes…
Discrete kernel smoothing is now gaining importance in nonparametric statistics. In this paper, we investigate some asymptotic properties of the normalized discrete associated-kernel estimator of a probability mass function. We show, under…
The two-dimensional one-component plasma at the special coupling \beta = 2 is known to be exactly solvable, for its free energy and all of its correlations, on a variety of surfaces and with various boundary conditions. Here we study this…
We study the spectral properties of matrices of long-range percolation model. These are N\times N random real symmetric matrices H=\{H(i,j)\}_{i,j} whose elements are independent random variables taking zero value with probability…
We consider $N$ classical particles interacting via the Coulomb potential in spatial dimension $d$ and in the presence of an external trap, at equilibrium at inverse temperature $\beta$. In the large $N$ limit, the particles are confined…
We study the spectral properties of infinitely smooth multivariate kernel matrices when the nodes form a single cluster. We show that the geometry of the nodes plays an important role in the scaling of the eigenvalues of these kernel…
Quantum correlations in the state of four-level atom are investigated by using generic unitary transforms of the classical (diagonal) density matrix. Partial cases of pure state, $X$-state, Werner state are studied in details. The…
We introduce a notion of local level spacings and study their statistics within a random-matrix-theory approach. In the limit of infinite-dimensional random matrices, we determine universal sequences of mean local spacings and of their…
A recently proposed density-dependent van der Waals model, with only $4$ free parameters adjusted to fix binding energy, saturation density, symmetry energy, and incompressibility, is analyzed under symmetric and asymmetric nuclear matter…
We simulate correlation measurements of entangled photons numerically. The model employed is strictly local. The correlation is determined by its classical expression with one decisive difference: we sum up coincidences for each pair…
We consider an infinite spatial inhomogeneous random graph model with an integrable connection kernel that interpolates nicely between existing spatial random graph models. Key examples are versions of the weight-dependent random connection…
We study thermodynamics properties of a one dimensional gas of hard elongated particles. The particle centers are restricted to a line, while they can rotate in two-dimensional space. Correlations between orientations of the objects are…