Related papers: Mean eigenvector self-overlap in deformed complex …
We prove edge universality of local eigenvalue statistics for orthogonal invariant matrix models with real analytic potentials and one interval limiting spectrum. Our starting point is the result of \cite{S:08} on the representation of the…
A bordering of GUE matrices is considered, in which the bordered row consists of zero mean complex Gaussians N$[0,\sigma/2] + i {\rm N}[0,\sigma/2]$ off the diagonal, and the real Gaussian N$[\mu,\sigma/\sqrt{2}]$ on the diagonal. We…
We find stochastic equations governing eigenvalues and eigenvectors of a dynamical complex Ginibre ensemble reaffirming the intertwined role played between both sets of matrix degrees of freedom. We solve the accompanying…
Consider two types of products of independent random matrices, including products of Ginibre matrices and inverse Ginibre matrices and products of truncated Haar unitary matrices and inverse truncated Haar matrices. Each product matrix has…
We consider the overlap of Bethe vectors of the XXX spin chain with a diagonal twist and the modified Bethe vectors with a general twist. We find a determinant representation for this overlap under one additional condition on the twist…
The probabilities for gaps in the eigenvalue spectrum of the finite dimension $ N \times N $ random matrix Hermite and Jacobi unitary ensembles on some single and disconnected double intervals are found. These are cases where a reflection…
The focus of this paper is on the distribution function of the rightmost eigenvalue for the complex elliptic Ginibre ensemble in the limit of weak non-Hermiticity. We show how the limiting distribution function can be expressed in terms of…
We study random walks on the integers mod $G_n$ that are determined by an integer sequence $\{ G_n \}_{n \geq 1}$ generated by a linear recurrence relation. Fourier analysis provides explicit formulas to compute the eigenvalues of the…
We analyze the distribution of eigenvectors for mesoscopic, mean-field perturbations of diagonal matrices in the bulk of the spectrum. Our results apply to a generalized $N\times N$ Rosenzweig-Porter model. We prove that the eigenvectors…
We study the map learned by a family of autoencoders trained on MNIST, and evaluated on ten different data sets created by the random selection of pixel values according to ten different distributions. Specifically, we study the eigenvalues…
We consider large non-Hermitian $N\times N$ matrices with an additive independent, identically distributed (i.i.d.) noise for each matrix elements. We show that already a small noise of variance $1/N$ completely thermalises the bulk…
We study the distribution of the outliers in the spectrum of finite rank deformations of Wigner random matrice under the assumption that the off-diagonal matrix entries have uniformly bounded fifth moment and the diagonal entries have…
We study the eigenvector mass distribution of an $N\times N$ Wigner matrix on a set of coordinates $I$ satisfying $| I | \ge c N$ for some constant $c >0$. For eigenvectors corresponding to eigenvalues at the spectral edge, we show that the…
Euclidean random matrices arise in a wide range of physical systems where interactions are determined by spatial configurations, including disordered media and cooperative phenomena in atomic ensembles. Unlike classical random matrix…
We give a method for computing the ensemble average of multiplicative class functions over the Gaussian ensemble of real asymmetric matrices. These averages are expressed in terms of the Pfaffian of Gram-like antisymmetric matrices formed…
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…
The Ginibre ensemble of complex random matrices is studied. The complex valued random variable of second difference of complex energy levels is defined. For the N=3 dimensional ensemble are calculated distributions of second difference, of…
We introduce a new random matrix model called distance covariance matrix in this paper, whose normalized trace is equivalent to the distance covariance. We first derive a deterministic limit for the eigenvalue distribution of the distance…
We consider the deformed Gaussian ensemble $H_n=H_n^{(0)}+M_n$ in which $H_n^{(0)}$ is a hermitian matrix (possibly random) and $M_n$ is the Gaussian unitary random matrix (GUE) independent of $H_n^{(0)}$. Assuming that the Normalized…
We study the real eigenvalue statistics of products of independent real Ginibre random matrices. These are matrices all of whose entries are real i.i.d. standard Gaussian random variables. For such product ensembles, we demonstrate the…