Related papers: Limiting Spectral Distribution of a Random Commuta…
For a fixed quadratic polynomial $\mathfrak{p}$ in $n$ non-commuting variables, and $n$ independent $N\times N$ complex Ginibre matrices $X_1^N,\dots, X_n^N$, we establish the convergence of the empirical spectral distribution of $P^N…
We consider powers of random matrices with independent entries. Let $X_{ij}, i,j\ge 1$, be independent complex random variables with $\E X_{ij}=0$ and $\E |X_{ij}|^2=1$ and let $\mathbf X$ denote an $n\times n$ matrix with $[\mathbf…
This paper investigates the nonasymptotic properties of the spectral norm of some random matrices with independent columns. In particular, we consider an $m\times n$ random matrix $BA$, where $A$ is an $N\times n$ random matrix with…
In this paper, we study the empirical spectral distribution of Spearman's rank correlation matrices, under the assumption that the observations are independent and identically distributed random vectors and the features are correlated. We…
We study the largest eigenvalue of a Gaussian random symmetric matrix $X_n$, with zero-mean, unit variance entries satisfying the condition $\sup_{(i, j) \ne (i', j')}|\mathbb{E}[X_{ij} X_{i'j'}]| = O(n^{-(1 + \varepsilon)})$, where…
Consider a matrix $\Sigma_n$ with random independent entries, each non-centered with a separable variance profile. In this article, we study the limiting behavior of the random bilinear form $u_n^* Q_n(z) v_n$, where $u_n$ and $v_n$ are…
We study the estimation of the covariance matrix $\Sigma$ of a $p$-dimensional normal random vector based on $n$ independent observations corrupted by additive noise. Only a general nonparametric assumption is imposed on the distribution of…
We study sample covariance matrices arising from multi-level components of variance. Thus, let $ B_n=\frac{1}{N}\sum_{j=1}^NT_{j}^{1/2}x_jx_j^TT_{j}^{1/2}$, where $x_j\in R^n$ are i.i.d. standard Gaussian, and…
Consider an $N\times n$ random matrix $Y_n=(Y^n_{ij})$ where the entries are given by $Y^n_{ij}=\frac{\sigma_{ij}(n)}{\sqrt{n}}X^n_{ij}$, the $X^n_{ij}$ being independent and identically distributed, centered with unit variance and…
Real non-symmetric matrices may have either real or complex conjugate eigenvalues. These matrices can be seen to be pseudo-symmetric as $\eta M \eta^{-1} = M^t$, where the metric $\eta$ could be secular (a constant matrix) or depending upon…
We formulate a general sufficiency criterion for discreteness of the spectrum of both supersymmmetric and non-su-persymmetric theories with a fermionic contribution. This criterion allows an analysis of Hamiltonians in complete form rather…
We investigate traces of powers of random matrices whose distributions are invariant under rotations (with respect to the Hilbert--Schmidt inner product) within a real-linear subspace of the space of $n\times n$ matrices. The matrices we…
Consider a $N\times n$ matrix $\Sigma_n=\frac{1}{\sqrt{n}}R_n^{1/2}X_n$, where $R_n$ is a nonnegative definite Hermitian matrix and $X_n$ is a random matrix with i.i.d. real or complex standardized entries. The fluctuations of the linear…
Random Matrix Theory (RMT) has successfully modeled diverse systems, from energy levels of heavy nuclei to zeros of $L$-functions. Many statistics in one can be interpreted in terms of quantities of the other; for example, zeros of…
We consider an ensemble of nxn real symmetric random matrices A whose entries are determined by independent identically distributed random variables that have symmetric probability distribution. Assuming that the moment 12+2delta of these…
Given a discrete-time linear switched system $\Sigma(\mathcal A)$ associated with a finite set $\mathcal A$ of matrices, we consider the measures of its asymptotic behavior given by, on the one hand, its deterministic joint spectral radius…
We present computational results on principal specializations $\mathfrak{S}_w(1^n)$ of Schubert polynomials, which count reduced pipe dreams and reduced bumpless pipe dreams (RBPD). We find the first counterexample, at $n=17$, to the…
We study statistical restricted isometry, a property closely related to sparse signal recovery, of deterministic sensing matrices of size $m \times N$. A matrix is said to have a statistical restricted isometry property (StRIP) of order $k$…
We consider an ensemble of $2\times 2$ normal matrices with complex entries representing operators in the quantum mechanics of 2 - level parity-time reversal (PT) symmetric systems. The randomness of the ensemble is endowed by obtaining…
Non-Hermitian random matrices with statistical spectral characteristics beyond the standard Ginibre ensembles have recently emerged in the description of dissipative quantum many-body systems as well as in non-ergodic wave transport in…