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We investigate the properties of uniform doubly stochastic random matrices, that is non-negative matrices conditioned to have their rows and columns sum to 1. The rescaled marginal distributions are shown to converge to exponential…

Probability · Mathematics 2010-11-01 Sourav Chatterjee , Persi Diaconis , Allan Sly

For random matrices with block correlation structure we show that the fluctuations of linear eigenvalue statistics are Gaussian on all mesoscopic scales with universal variance which coincides with that of the Gaussian unitary or Gaussian…

Probability · Mathematics 2023-06-30 Torben Krüger , Yuriy Nemish

We present estimates on the small singular values of a class of matrices with independent Gaussian entries and inhomogeneous variance profile, satisfying a broad-connectedness condition. Using these estimates and concentration of measure…

Probability · Mathematics 2014-09-01 Mark Rudelson , Ofer Zeitouni

We consider $n\times n$ non-Hermitian random matrices with independent entries and a variance profile, as well as an additive deterministic diagonal deformation. We show that their empirical eigenvalue distribution converges to a limiting…

Probability · Mathematics 2024-11-11 Johannes Alt , Torben Krüger

The Gromov-Wasserstein (GW) distance enables comparing metric measure spaces based solely on their internal structure, making it invariant to isomorphic transformations. This property is particularly useful for comparing datasets that…

Statistics Theory · Mathematics 2024-10-24 Gabriel Rioux , Ziv Goldfeld , Kengo Kato

We exhibit an explicit formula for the spectral density of a (large) random matrix which is a diagonal matrix whose spectral density converges, perturbated by the addition of a symmetric matrix with Gaussian entries and a given (small)…

Probability · Mathematics 2011-04-28 Florent Benaych-Georges , Nathanaël Enriquez

In this short note, we find an equivalent combinatorial condition only involving finite sums under which a centered Gaussian random vector with multinomial covariance matrix satisfies the Gaussian product inequality (GPI) conjecture. These…

Probability · Mathematics 2023-08-24 Frédéric Ouimet

We provide a proof that entanglement of any density matrix which block diagonal in subspaces which are disjoint in terms of the Hilbert space of one of the two potentially entangled subsystems can simply be calculated as the weighted…

Quantum Physics · Physics 2025-04-01 Mikołaj Jędrzejewski , Kacper Kinastowski , Katarzyna Roszak

In this paper, we aim to estimate block-diagonal covariance matrices for Gaussian data in high dimension and in fixed dimension. We first estimate the block-diagonal structure of the covariance matrix by theoretical and practical estimators…

Statistics Theory · Mathematics 2020-02-14 Baptiste Broto , François Bachoc , Laura Clouvel , Jean-Marc Martinez

Matrix polynomials with unitary/doubly stochastic coefficients form the subject matter of this manuscript. We prove that if $P(\lambda)$ is a quadratic matrix polynomial whose coefficients are either unitary matrices or doubly stochastic…

Spectral Theory · Mathematics 2023-06-21 Pallavi . B , Shrinath Hadimani , Sachindranath Jayaraman

We introduce the notions of sub Gaussian random variables in sub-linear expectation spaces. To avoid the problem caused by the existence of two different expectations, i.e., the upper expectation and the lower expectation, we divide the…

Probability · Mathematics 2026-02-23 Nyanga Honda Masasila , István Fazekas

In this paper we consider an asymptotic question in the theory of the Gaussian Unitary Ensemble of random matrices. In the bulk scaling limit, the probability that there are no eigenvalues in the interval (0,2s) is given by P_s=det(I-K_s),…

Functional Analysis · Mathematics 2007-05-23 P. Deift , A. Its , I. Krasovsky , X. Zhou

The aim of this paper is to give a precise asymptotic description of some eigenvalue statistics stemming from random matrix theory. More precisely, we consider random determinants of the GUE, Laguerre, Uniform Gram and Jacobi beta ensembles…

Probability · Mathematics 2017-07-25 Martina Dal Borgo , Emma Hovhannisyan , Alain Rouault

We continue our investigation of the configuration space of general relativity begun in I (gr-qc/9411009). Here we examine the Hamiltonian constraint when the spatial geometry is momentarily static (MS). We show that MS configurations…

General Relativity and Quantum Cosmology · Physics 2009-10-22 Jemal Guven , Niall Ó Murchadha

In this paper we consider random block matrices, which generalize the general beta ensembles, which were recently investigated by Dumitriu and Edelmann (2002, 2005). We demonstrate that the eigenvalues of these random matrices can be…

Probability · Mathematics 2008-09-29 Holger Dette , Bettina Reuther

We derive the probability that all eigenvalues of a random matrix $\bf M$ lie within an arbitrary interval $[a,b]$, $\psi(a,b)\triangleq\Pr\{a\leq\lambda_{\min}({\bf M}), \lambda_{\max}({\bf M})\leq b\}$, when $\bf M$ is a real or complex…

Statistics Theory · Mathematics 2017-04-25 Marco Chiani

In this paper the question about statistical properties of block--hierarchical random matrices is raised for the first time in connection with structural characteristics of random hierarchical networks obtained by mipmapping procedure. In…

Disordered Systems and Neural Networks · Physics 2015-05-13 V. A. Avetisov , A. V. Chertovich , S. K. Nechaev , O. A. Vasilyev

We develop a supersymmetric field theoretical description of the Gaussian ensemble of the almost diagonal Hermitian Random Matrices. The matrices have independent random entries H_{ij} with parametrically small off-diagonal elements…

Disordered Systems and Neural Networks · Physics 2016-09-07 Oleg Yevtushenko , Alexander Ossipov

The topic of this paper is the asymptotic distribution of random orthogonal matrices distributed according to Haar measure. We examine the total variation distance between the joint distribution of the entries of $W_n$, the $p_n \times q_n$…

Probability · Mathematics 2019-02-01 Kathryn Stewart

The use of discrete material representation in numerical models is advantageous due to the straightforward way it takes into account material heterogeneity and randomness, and the discrete and orientated nature of cracks. Unfortunately, it…

Computational Engineering, Finance, and Science · Computer Science 2023-06-29 Jan Eliáš