Related papers: Correlation functions between singular values and …
We analyze statistical properties of the complex system with conditions which manifests through specific constraints on the column/row sum of the matrix elements. The presence of additional constraints besides symmetry leads to new…
A superposition of a matrix ensemble refers to the ensemble constructed from two independent copies of the original, while a decimation refers to the formation of a new ensemble by observing only every second eigenvalue. In the cases of the…
In this article, we show multiple inequalities for the singular values of the difference of matrix means. The obtained results refine and complement some well established results in the literature. Although we target singular values…
Spectral correlations in unitary invariant, non-Gaussian ensembles of large random matrices possessing an eigenvalue gap are studied within the framework of the orthogonal polynomial technique. Both local and global characteristics of…
We give direct and inverse theorems for the weighted approximation of functions with inner singularities by combinations of Bernstein polynomials.
The effect that weighted summands have on each other in approximations of $S=w_1S_1+w_2S_2+\cdots+w_NS_N$ is investigated. Here, $S_i$'s are sums of integer-valued random variables, and $w_i$ denote weights, $i=1,\dots,N$. Two cases are…
We derive the exact form of the eigenvalue spectra of correlation matrices derived from a set of time-shifted, finite Brownian random walks (time-series). These matrices can be seen as random, real, asymmetric matrices with a special…
Testing the independence between random vectors is a fundamental problem in statistics. Distance correlation, a recently popular dependence measure, is universally consistent for testing independence against all distributions with finite…
Electron correlation effects are essential for an accurate ab initio description of molecules. A quantitative a priori knowledge of the single- or multi-reference nature of electronic structures as well as of the dominant contributions to…
We investigate indeterminate points in discrete integrable system. They appear in singularity confinement phenomenon naturally. We develop a method to analyse indeterminate points of dynamical maps and using this method we clarify behaviour…
It is well known that quantum correlations for bipartite dichotomic measurements are those of the form $\gamma=(\langle u_i,v_j\rangle)_{i,j=1}^n$, where the vectors $u_i$ and $v_j$ are in the unit ball of a real Hilbert space. In this work…
In this work, we study the discrete observables $$E_k = \sum_{i,j=1}^n (i-j)^k A_{i,j}$$ associated with $n\times n$ alternating sign matrices $A = (A_{i,j})$. This work develops exact formulas for expectations using Bernoulli polynomials,…
When a randomness is introduced at the level of real matrix elements, depending on its particular realization, a pair of eigenvalues can appear as real or form a complex conjugate pair. We show that in the limit of large matrix size the…
We develop techniques to compute the k-th Moment of the Eigenvalue-statistic for a random Matrix M the entries of which do not have to be necessarily Independent. The dependence is controlled via an equivalence relation on the pairs of the…
Sample correlation matrices are employed ubiquitously in statistics. However, quite surprisingly, little is known about their asymptotic spectral properties for high-dimensional data, particularly beyond the case of "null models" for which…
Covariances and variances of linear statistics of a point process can be written as integrals over the truncated two-point correlation function. When the point process consists of the eigenvalues of a random matrix ensemble, there are often…
We review recent progress on Horn's problem, which asks for a description of the possible eigenspectra of the sum of two matrices with known eigenvalues. After revisiting the classical case, we consider several generalizations in which the…
We study numerically and analytically the spectrum of incidence matrices of random labeled graphs on N vertices : any pair of vertices is connected by an edge with probability p. We give two algorithms to compute the moments of the…
The Pursley-Sarwate criterion of a pair of finite complex-valued sequences measures the collective smallness of the aperiodic autocorrelations and the aperiodic crosscorrelations of the two sequences. It is known that this quantity is…
In this paper, we consider the singular values and singular vectors of finite, low rank perturbations of large rectangular random matrices. Specifically, we prove almost sure convergence of the extreme singular values and appropriate…