Related papers: Fluctuations of Eigenvalues for Generalized Patter…
We define a class of random matrix ensembles that pertain to random looped polymers. Such random looped polymers are a possible model for bio-polymers such as chromatin in the cell nucleus. It is shown that the distribution of the largest…
The fluctuations and correlations of matrix elements of cross sections are investigated in open systems that are chaotic in the classical limit. The form of the correlation functions is discussed within a statistical analysis and tested in…
In this article the statistical properties of symmetrical random matrices whose elements are drawn from a q-parametrized non-extensive statistics power-law distribution are investigated. In the limit as q->1 the well known Gaussian…
Our goal is to study statistical properies of "dielectric resonances" which are poles of conductance of a large random $LC$ network. Such poles are a particular example of eigenvalues $\lambda_n$ of matrix pencils ${\bf H}-\lambda {\bf W}$,…
We study matrices whose entries are free or exchangeable noncommutative elements in some tracial $W^*$-probability space. More precisely, we consider operator-valued Wigner and Wishart matrices and prove quantitative convergence to…
We characterize the limiting fluctuations of traces of several independent Wigner matrices and deterministic matrices under mild conditions. A CLT holds but in general the families are not asymptotically free of second order and the…
This paper presents a study of the properties of a matrix model that was introduced to describe transitions between all Wigner surmises of Random Matrix theory. New results include closed-form exact analytical expressions for the…
Universality properties of the distribution of the generalized eigenvalues of a pencil of random Hankel matrices, arising in the solution of the exponential interpolation problem of a complex discrete stationary process, are proved under…
Recent developments [Kamenev and Mezard, cond-mat/9901110, cond-mat/9903001; Yurkevich and Lerner, cond-mat/9903025; Zirnbauer, cond-mat/9903338] have revived a discussion about applicability of the replica approach to description of…
We examine the general question of statistical changes experienced by ensembles of nonlinear random waves propagating in systems ruled by integrable equations. In our study that enters within the framework of integrable turbulence, we…
Consider the ensemble of real symmetric Toeplitz matrices, each independent entry an i.i.d. random variable chosen from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. Previous investigations showed that…
This article revisits the fundamental problem of parameter selection for Gaussian process interpolation. By choosing the mean and the covariance functions of a Gaussian process within parametric families, the user obtains a family of…
This paper is devoted to the Gaussian fluctuations and deviations of the traces of tridiagonal random matrix. Under quite general assumptions, we prove that the traces are approximately normal distributed. Multi-dimensional central limit…
A recently developed wavelet based approach is employed to characterize the scaling behavior of spectral fluctuations of random matrix ensembles, as well as complex atomic systems. Our study clearly reveals anti-persistent behavior and…
This paper considers binary classification of high-dimensional features under a postulated model with a low-dimensional latent Gaussian mixture structure and non-vanishing noise. A generalized least squares estimator is used to estimate the…
This paper is a continuation of our paper "Fluctuations of Matrix Elements of Regular Functions of Gaussian Random Matrices", J. Stat. Phys. (134), 147--159 (2009), in which we proved the Central Limit Theorem for the matrix elements of…
We introduce a generalized ensemble of nonhermitian matrices interpolating between the Gaussian Unitary Ensemble, the Ginibre ensemble and the Poisson ensemble. The joint eigenvalue distribution of this model is obtained by means of an…
We consider the asymptotic behavior of the fluctuations for the empirical measures of interacting particle systems with singular kernels. We prove that the sequence of fluctuation processes converges in distribution to a generalized…
We consider the Gaussian ensembles of random matrices and describe the normal modes of the eigenvalue spectrum, i.e., the correlated fluctuations of eigenvalues about their most probable values. The associated normal mode spectrum is…
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…